Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,890.0 |
5,830.0 |
-60.0 |
-1.0% |
5,926.0 |
High |
5,907.0 |
5,851.0 |
-56.0 |
-0.9% |
5,981.0 |
Low |
5,856.0 |
5,802.0 |
-54.0 |
-0.9% |
5,856.0 |
Close |
5,890.0 |
5,815.0 |
-75.0 |
-1.3% |
5,890.0 |
Range |
51.0 |
49.0 |
-2.0 |
-3.9% |
125.0 |
ATR |
63.9 |
65.6 |
1.7 |
2.7% |
0.0 |
Volume |
16,870 |
17,649 |
779 |
4.6% |
109,739 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,969.7 |
5,941.3 |
5,842.0 |
|
R3 |
5,920.7 |
5,892.3 |
5,828.5 |
|
R2 |
5,871.7 |
5,871.7 |
5,824.0 |
|
R1 |
5,843.3 |
5,843.3 |
5,819.5 |
5,833.0 |
PP |
5,822.7 |
5,822.7 |
5,822.7 |
5,817.5 |
S1 |
5,794.3 |
5,794.3 |
5,810.5 |
5,784.0 |
S2 |
5,773.7 |
5,773.7 |
5,806.0 |
|
S3 |
5,724.7 |
5,745.3 |
5,801.5 |
|
S4 |
5,675.7 |
5,696.3 |
5,788.1 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,284.0 |
6,212.0 |
5,958.8 |
|
R3 |
6,159.0 |
6,087.0 |
5,924.4 |
|
R2 |
6,034.0 |
6,034.0 |
5,912.9 |
|
R1 |
5,962.0 |
5,962.0 |
5,901.5 |
5,935.5 |
PP |
5,909.0 |
5,909.0 |
5,909.0 |
5,895.8 |
S1 |
5,837.0 |
5,837.0 |
5,878.5 |
5,810.5 |
S2 |
5,784.0 |
5,784.0 |
5,867.1 |
|
S3 |
5,659.0 |
5,712.0 |
5,855.6 |
|
S4 |
5,534.0 |
5,587.0 |
5,821.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,981.0 |
5,802.0 |
179.0 |
3.1% |
60.8 |
1.0% |
7% |
False |
True |
20,876 |
10 |
5,981.0 |
5,802.0 |
179.0 |
3.1% |
57.9 |
1.0% |
7% |
False |
True |
22,596 |
20 |
5,981.0 |
5,685.0 |
296.0 |
5.1% |
62.5 |
1.1% |
44% |
False |
False |
23,199 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.2% |
59.0 |
1.0% |
78% |
False |
False |
23,745 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
61.8 |
1.1% |
82% |
False |
False |
25,572 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
53.2 |
0.9% |
82% |
False |
False |
19,208 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
43.0 |
0.7% |
82% |
False |
False |
15,376 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
36.1 |
0.6% |
82% |
False |
False |
12,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,059.3 |
2.618 |
5,979.3 |
1.618 |
5,930.3 |
1.000 |
5,900.0 |
0.618 |
5,881.3 |
HIGH |
5,851.0 |
0.618 |
5,832.3 |
0.500 |
5,826.5 |
0.382 |
5,820.7 |
LOW |
5,802.0 |
0.618 |
5,771.7 |
1.000 |
5,753.0 |
1.618 |
5,722.7 |
2.618 |
5,673.7 |
4.250 |
5,593.8 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,826.5 |
5,854.5 |
PP |
5,822.7 |
5,841.3 |
S1 |
5,818.8 |
5,828.2 |
|