Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,833.0 |
5,885.0 |
52.0 |
0.9% |
5,830.0 |
High |
5,855.0 |
5,915.0 |
60.0 |
1.0% |
5,855.0 |
Low |
5,781.0 |
5,875.0 |
94.0 |
1.6% |
5,744.0 |
Close |
5,853.0 |
5,900.0 |
47.0 |
0.8% |
5,812.0 |
Range |
74.0 |
40.0 |
-34.0 |
-45.9% |
111.0 |
ATR |
65.4 |
65.2 |
-0.2 |
-0.4% |
0.0 |
Volume |
128,449 |
1,671 |
-126,778 |
-98.7% |
131,162 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,016.7 |
5,998.3 |
5,922.0 |
|
R3 |
5,976.7 |
5,958.3 |
5,911.0 |
|
R2 |
5,936.7 |
5,936.7 |
5,907.3 |
|
R1 |
5,918.3 |
5,918.3 |
5,903.7 |
5,927.5 |
PP |
5,896.7 |
5,896.7 |
5,896.7 |
5,901.3 |
S1 |
5,878.3 |
5,878.3 |
5,896.3 |
5,887.5 |
S2 |
5,856.7 |
5,856.7 |
5,892.7 |
|
S3 |
5,816.7 |
5,838.3 |
5,889.0 |
|
S4 |
5,776.7 |
5,798.3 |
5,878.0 |
|
|
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 |
5,915.0 |
5,759.0 |
156.0 |
2.6% |
52.0 |
0.9% |
90% |
True |
False |
75,372 |
10 |
5,915.0 |
5,744.0 |
171.0 |
2.9% |
54.4 |
0.9% |
91% |
True |
False |
49,528 |
20 |
5,981.0 |
5,744.0 |
237.0 |
4.0% |
57.0 |
1.0% |
66% |
False |
False |
36,038 |
40 |
5,981.0 |
5,354.0 |
627.0 |
10.6% |
58.9 |
1.0% |
87% |
False |
False |
30,637 |
60 |
5,981.0 |
5,213.0 |
768.0 |
13.0% |
60.0 |
1.0% |
89% |
False |
False |
27,372 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
58.0 |
1.0% |
91% |
False |
False |
24,964 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
47.1 |
0.8% |
91% |
False |
False |
19,979 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
39.8 |
0.7% |
91% |
False |
False |
16,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,085.0 |
2.618 |
6,019.7 |
1.618 |
5,979.7 |
1.000 |
5,955.0 |
0.618 |
5,939.7 |
HIGH |
5,915.0 |
0.618 |
5,899.7 |
0.500 |
5,895.0 |
0.382 |
5,890.3 |
LOW |
5,875.0 |
0.618 |
5,850.3 |
1.000 |
5,835.0 |
1.618 |
5,810.3 |
2.618 |
5,770.3 |
4.250 |
5,705.0 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,898.3 |
5,882.7 |
PP |
5,896.7 |
5,865.3 |
S1 |
5,895.0 |
5,848.0 |
|