Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,830.0 |
5,830.0 |
0.0 |
0.0% |
5,926.0 |
High |
5,851.0 |
5,847.0 |
-4.0 |
-0.1% |
5,981.0 |
Low |
5,802.0 |
5,798.0 |
-4.0 |
-0.1% |
5,856.0 |
Close |
5,815.0 |
5,810.0 |
-5.0 |
-0.1% |
5,890.0 |
Range |
49.0 |
49.0 |
0.0 |
0.0% |
125.0 |
ATR |
65.6 |
64.4 |
-1.2 |
-1.8% |
0.0 |
Volume |
17,649 |
20,768 |
3,119 |
17.7% |
109,739 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,965.3 |
5,936.7 |
5,837.0 |
|
R3 |
5,916.3 |
5,887.7 |
5,823.5 |
|
R2 |
5,867.3 |
5,867.3 |
5,819.0 |
|
R1 |
5,838.7 |
5,838.7 |
5,814.5 |
5,828.5 |
PP |
5,818.3 |
5,818.3 |
5,818.3 |
5,813.3 |
S1 |
5,789.7 |
5,789.7 |
5,805.5 |
5,779.5 |
S2 |
5,769.3 |
5,769.3 |
5,801.0 |
|
S3 |
5,720.3 |
5,740.7 |
5,796.5 |
|
S4 |
5,671.3 |
5,691.7 |
5,783.1 |
|
|
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 |
5,944.0 |
5,798.0 |
146.0 |
2.5% |
51.0 |
0.9% |
8% |
False |
True |
19,948 |
10 |
5,981.0 |
5,798.0 |
183.0 |
3.1% |
57.7 |
1.0% |
7% |
False |
True |
22,257 |
20 |
5,981.0 |
5,685.0 |
296.0 |
5.1% |
62.7 |
1.1% |
42% |
False |
False |
23,033 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.2% |
59.3 |
1.0% |
78% |
False |
False |
23,905 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
61.3 |
1.1% |
81% |
False |
False |
25,876 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
53.6 |
0.9% |
81% |
False |
False |
19,467 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
43.5 |
0.7% |
81% |
False |
False |
15,584 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
36.5 |
0.6% |
81% |
False |
False |
12,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,055.3 |
2.618 |
5,975.3 |
1.618 |
5,926.3 |
1.000 |
5,896.0 |
0.618 |
5,877.3 |
HIGH |
5,847.0 |
0.618 |
5,828.3 |
0.500 |
5,822.5 |
0.382 |
5,816.7 |
LOW |
5,798.0 |
0.618 |
5,767.7 |
1.000 |
5,749.0 |
1.618 |
5,718.7 |
2.618 |
5,669.7 |
4.250 |
5,589.8 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,822.5 |
5,852.5 |
PP |
5,818.3 |
5,838.3 |
S1 |
5,814.2 |
5,824.2 |
|