Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,781.0 |
5,852.0 |
71.0 |
1.2% |
5,830.0 |
High |
5,855.0 |
5,855.0 |
0.0 |
0.0% |
5,855.0 |
Low |
5,779.0 |
5,793.0 |
14.0 |
0.2% |
5,744.0 |
Close |
5,846.0 |
5,812.0 |
-34.0 |
-0.6% |
5,812.0 |
Range |
76.0 |
62.0 |
-14.0 |
-18.4% |
111.0 |
ATR |
65.4 |
65.1 |
-0.2 |
-0.4% |
0.0 |
Volume |
33,676 |
29,608 |
-4,068 |
-12.1% |
131,162 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,006.0 |
5,971.0 |
5,846.1 |
|
R3 |
5,944.0 |
5,909.0 |
5,829.1 |
|
R2 |
5,882.0 |
5,882.0 |
5,823.4 |
|
R1 |
5,847.0 |
5,847.0 |
5,817.7 |
5,833.5 |
PP |
5,820.0 |
5,820.0 |
5,820.0 |
5,813.3 |
S1 |
5,785.0 |
5,785.0 |
5,806.3 |
5,771.5 |
S2 |
5,758.0 |
5,758.0 |
5,800.6 |
|
S3 |
5,696.0 |
5,723.0 |
5,795.0 |
|
S4 |
5,634.0 |
5,661.0 |
5,777.9 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,136.7 |
6,085.3 |
5,873.1 |
|
R3 |
6,025.7 |
5,974.3 |
5,842.5 |
|
R2 |
5,914.7 |
5,914.7 |
5,832.4 |
|
R1 |
5,863.3 |
5,863.3 |
5,822.2 |
5,833.5 |
PP |
5,803.7 |
5,803.7 |
5,803.7 |
5,788.8 |
S1 |
5,752.3 |
5,752.3 |
5,801.8 |
5,722.5 |
S2 |
5,692.7 |
5,692.7 |
5,791.7 |
|
S3 |
5,581.7 |
5,641.3 |
5,781.5 |
|
S4 |
5,470.7 |
5,530.3 |
5,751.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,855.0 |
5,744.0 |
111.0 |
1.9% |
59.0 |
1.0% |
61% |
True |
False |
26,232 |
10 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
61.3 |
1.1% |
29% |
False |
False |
24,090 |
20 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
59.3 |
1.0% |
29% |
False |
False |
23,065 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.2% |
60.2 |
1.0% |
78% |
False |
False |
24,413 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
61.5 |
1.1% |
81% |
False |
False |
26,236 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
55.7 |
1.0% |
81% |
False |
False |
20,625 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
45.1 |
0.8% |
81% |
False |
False |
16,506 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
38.1 |
0.7% |
81% |
False |
False |
13,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,118.5 |
2.618 |
6,017.3 |
1.618 |
5,955.3 |
1.000 |
5,917.0 |
0.618 |
5,893.3 |
HIGH |
5,855.0 |
0.618 |
5,831.3 |
0.500 |
5,824.0 |
0.382 |
5,816.7 |
LOW |
5,793.0 |
0.618 |
5,754.7 |
1.000 |
5,731.0 |
1.618 |
5,692.7 |
2.618 |
5,630.7 |
4.250 |
5,529.5 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,824.0 |
5,807.8 |
PP |
5,820.0 |
5,803.7 |
S1 |
5,816.0 |
5,799.5 |
|