Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,840.0 |
5,833.0 |
-7.0 |
-0.1% |
5,830.0 |
High |
5,867.0 |
5,855.0 |
-12.0 |
-0.2% |
5,855.0 |
Low |
5,834.0 |
5,781.0 |
-53.0 |
-0.9% |
5,744.0 |
Close |
5,836.0 |
5,853.0 |
17.0 |
0.3% |
5,812.0 |
Range |
33.0 |
74.0 |
41.0 |
124.2% |
111.0 |
ATR |
64.8 |
65.4 |
0.7 |
1.0% |
0.0 |
Volume |
123,916 |
128,449 |
4,533 |
3.7% |
131,162 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,051.7 |
6,026.3 |
5,893.7 |
|
R3 |
5,977.7 |
5,952.3 |
5,873.4 |
|
R2 |
5,903.7 |
5,903.7 |
5,866.6 |
|
R1 |
5,878.3 |
5,878.3 |
5,859.8 |
5,891.0 |
PP |
5,829.7 |
5,829.7 |
5,829.7 |
5,836.0 |
S1 |
5,804.3 |
5,804.3 |
5,846.2 |
5,817.0 |
S2 |
5,755.7 |
5,755.7 |
5,839.4 |
|
S3 |
5,681.7 |
5,730.3 |
5,832.7 |
|
S4 |
5,607.7 |
5,656.3 |
5,812.3 |
|
|
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 |
5,867.0 |
5,759.0 |
108.0 |
1.8% |
59.2 |
1.0% |
87% |
False |
False |
81,773 |
10 |
5,907.0 |
5,744.0 |
163.0 |
2.8% |
54.7 |
0.9% |
67% |
False |
False |
51,703 |
20 |
5,981.0 |
5,744.0 |
237.0 |
4.0% |
58.3 |
1.0% |
46% |
False |
False |
37,062 |
40 |
5,981.0 |
5,277.0 |
704.0 |
12.0% |
59.6 |
1.0% |
82% |
False |
False |
31,180 |
60 |
5,981.0 |
5,213.0 |
768.0 |
13.1% |
61.1 |
1.0% |
83% |
False |
False |
27,861 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
57.5 |
1.0% |
86% |
False |
False |
24,944 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
46.7 |
0.8% |
86% |
False |
False |
19,962 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
39.4 |
0.7% |
86% |
False |
False |
16,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,169.5 |
2.618 |
6,048.7 |
1.618 |
5,974.7 |
1.000 |
5,929.0 |
0.618 |
5,900.7 |
HIGH |
5,855.0 |
0.618 |
5,826.7 |
0.500 |
5,818.0 |
0.382 |
5,809.3 |
LOW |
5,781.0 |
0.618 |
5,735.3 |
1.000 |
5,707.0 |
1.618 |
5,661.3 |
2.618 |
5,587.3 |
4.250 |
5,466.5 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,841.3 |
5,839.7 |
PP |
5,829.7 |
5,826.3 |
S1 |
5,818.0 |
5,813.0 |
|