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 |
5,770.0 |
5,781.0 |
11.0 |
0.2% |
5,926.0 |
High |
5,803.0 |
5,855.0 |
52.0 |
0.9% |
5,981.0 |
Low |
5,744.0 |
5,779.0 |
35.0 |
0.6% |
5,856.0 |
Close |
5,786.0 |
5,846.0 |
60.0 |
1.0% |
5,890.0 |
Range |
59.0 |
76.0 |
17.0 |
28.8% |
125.0 |
ATR |
64.6 |
65.4 |
0.8 |
1.3% |
0.0 |
Volume |
29,461 |
33,676 |
4,215 |
14.3% |
109,739 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,054.7 |
6,026.3 |
5,887.8 |
|
R3 |
5,978.7 |
5,950.3 |
5,866.9 |
|
R2 |
5,902.7 |
5,902.7 |
5,859.9 |
|
R1 |
5,874.3 |
5,874.3 |
5,853.0 |
5,888.5 |
PP |
5,826.7 |
5,826.7 |
5,826.7 |
5,833.8 |
S1 |
5,798.3 |
5,798.3 |
5,839.0 |
5,812.5 |
S2 |
5,750.7 |
5,750.7 |
5,832.1 |
|
S3 |
5,674.7 |
5,722.3 |
5,825.1 |
|
S4 |
5,598.7 |
5,646.3 |
5,804.2 |
|
|
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 |
5,907.0 |
5,744.0 |
163.0 |
2.8% |
56.8 |
1.0% |
63% |
False |
False |
23,684 |
10 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
62.6 |
1.1% |
43% |
False |
False |
23,939 |
20 |
5,981.0 |
5,738.0 |
243.0 |
4.2% |
61.4 |
1.0% |
44% |
False |
False |
23,443 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.1% |
59.7 |
1.0% |
82% |
False |
False |
24,327 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
61.5 |
1.1% |
85% |
False |
False |
26,753 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
54.9 |
0.9% |
85% |
False |
False |
20,256 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
44.5 |
0.8% |
85% |
False |
False |
16,210 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
37.6 |
0.6% |
85% |
False |
False |
13,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,178.0 |
2.618 |
6,054.0 |
1.618 |
5,978.0 |
1.000 |
5,931.0 |
0.618 |
5,902.0 |
HIGH |
5,855.0 |
0.618 |
5,826.0 |
0.500 |
5,817.0 |
0.382 |
5,808.0 |
LOW |
5,779.0 |
0.618 |
5,732.0 |
1.000 |
5,703.0 |
1.618 |
5,656.0 |
2.618 |
5,580.0 |
4.250 |
5,456.0 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,836.3 |
5,830.5 |
PP |
5,826.7 |
5,815.0 |
S1 |
5,817.0 |
5,799.5 |
|