Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,852.0 |
5,785.0 |
-67.0 |
-1.1% |
5,830.0 |
High |
5,855.0 |
5,810.0 |
-45.0 |
-0.8% |
5,855.0 |
Low |
5,793.0 |
5,759.0 |
-34.0 |
-0.6% |
5,744.0 |
Close |
5,812.0 |
5,796.0 |
-16.0 |
-0.3% |
5,812.0 |
Range |
62.0 |
51.0 |
-11.0 |
-17.7% |
111.0 |
ATR |
65.1 |
64.3 |
-0.9 |
-1.3% |
0.0 |
Volume |
29,608 |
93,219 |
63,611 |
214.8% |
131,162 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,941.3 |
5,919.7 |
5,824.1 |
|
R3 |
5,890.3 |
5,868.7 |
5,810.0 |
|
R2 |
5,839.3 |
5,839.3 |
5,805.4 |
|
R1 |
5,817.7 |
5,817.7 |
5,800.7 |
5,828.5 |
PP |
5,788.3 |
5,788.3 |
5,788.3 |
5,793.8 |
S1 |
5,766.7 |
5,766.7 |
5,791.3 |
5,777.5 |
S2 |
5,737.3 |
5,737.3 |
5,786.7 |
|
S3 |
5,686.3 |
5,715.7 |
5,782.0 |
|
S4 |
5,635.3 |
5,664.7 |
5,768.0 |
|
|
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% |
59.4 |
1.0% |
47% |
False |
False |
41,346 |
10 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
60.1 |
1.0% |
22% |
False |
False |
31,111 |
20 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
58.7 |
1.0% |
22% |
False |
False |
26,744 |
40 |
5,981.0 |
5,231.0 |
750.0 |
12.9% |
59.8 |
1.0% |
75% |
False |
False |
26,064 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
61.7 |
1.1% |
79% |
False |
False |
25,530 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
56.3 |
1.0% |
79% |
False |
False |
21,790 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
45.6 |
0.8% |
79% |
False |
False |
17,438 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.5% |
38.5 |
0.7% |
79% |
False |
False |
14,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,026.8 |
2.618 |
5,943.5 |
1.618 |
5,892.5 |
1.000 |
5,861.0 |
0.618 |
5,841.5 |
HIGH |
5,810.0 |
0.618 |
5,790.5 |
0.500 |
5,784.5 |
0.382 |
5,778.5 |
LOW |
5,759.0 |
0.618 |
5,727.5 |
1.000 |
5,708.0 |
1.618 |
5,676.5 |
2.618 |
5,625.5 |
4.250 |
5,542.3 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,792.2 |
5,807.0 |
PP |
5,788.3 |
5,803.3 |
S1 |
5,784.5 |
5,799.7 |
|