Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,530 |
18,825 |
295 |
1.6% |
18,865 |
High |
18,835 |
19,230 |
395 |
2.1% |
19,090 |
Low |
18,520 |
18,765 |
245 |
1.3% |
18,575 |
Close |
18,785 |
19,195 |
410 |
2.2% |
18,865 |
Range |
315 |
465 |
150 |
47.6% |
515 |
ATR |
278 |
291 |
13 |
4.8% |
0 |
Volume |
22,400 |
7,356 |
-15,044 |
-67.2% |
73,216 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,458 |
20,292 |
19,451 |
|
R3 |
19,993 |
19,827 |
19,323 |
|
R2 |
19,528 |
19,528 |
19,280 |
|
R1 |
19,362 |
19,362 |
19,238 |
19,445 |
PP |
19,063 |
19,063 |
19,063 |
19,105 |
S1 |
18,897 |
18,897 |
19,153 |
18,980 |
S2 |
18,598 |
18,598 |
19,110 |
|
S3 |
18,133 |
18,432 |
19,067 |
|
S4 |
17,668 |
17,967 |
18,939 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,388 |
20,142 |
19,148 |
|
R3 |
19,873 |
19,627 |
19,007 |
|
R2 |
19,358 |
19,358 |
18,960 |
|
R1 |
19,112 |
19,112 |
18,912 |
19,123 |
PP |
18,843 |
18,843 |
18,843 |
18,849 |
S1 |
18,597 |
18,597 |
18,818 |
18,608 |
S2 |
18,328 |
18,328 |
18,771 |
|
S3 |
17,813 |
18,082 |
18,724 |
|
S4 |
17,298 |
17,567 |
18,582 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,230 |
18,505 |
725 |
3.8% |
331 |
1.7% |
95% |
True |
False |
24,281 |
10 |
19,230 |
18,505 |
725 |
3.8% |
275 |
1.4% |
95% |
True |
False |
18,567 |
20 |
19,230 |
17,725 |
1,505 |
7.8% |
257 |
1.3% |
98% |
True |
False |
14,576 |
40 |
19,230 |
16,580 |
2,650 |
13.8% |
312 |
1.6% |
99% |
True |
False |
15,991 |
60 |
19,230 |
16,525 |
2,705 |
14.1% |
341 |
1.8% |
99% |
True |
False |
16,084 |
80 |
19,230 |
16,525 |
2,705 |
14.1% |
335 |
1.7% |
99% |
True |
False |
14,104 |
100 |
19,230 |
14,825 |
4,405 |
22.9% |
319 |
1.7% |
99% |
True |
False |
11,326 |
120 |
19,230 |
14,600 |
4,630 |
24.1% |
285 |
1.5% |
99% |
True |
False |
9,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,206 |
2.618 |
20,447 |
1.618 |
19,982 |
1.000 |
19,695 |
0.618 |
19,517 |
HIGH |
19,230 |
0.618 |
19,052 |
0.500 |
18,998 |
0.382 |
18,943 |
LOW |
18,765 |
0.618 |
18,478 |
1.000 |
18,300 |
1.618 |
18,013 |
2.618 |
17,548 |
4.250 |
16,789 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,129 |
19,086 |
PP |
19,063 |
18,977 |
S1 |
18,998 |
18,868 |
|