Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,169.6 |
1,165.6 |
-4.0 |
-0.3% |
1,213.8 |
High |
1,174.4 |
1,169.6 |
-4.8 |
-0.4% |
1,223.0 |
Low |
1,164.8 |
1,153.8 |
-11.0 |
-0.9% |
1,162.9 |
Close |
1,166.5 |
1,160.1 |
-6.4 |
-0.5% |
1,164.3 |
Range |
9.6 |
15.8 |
6.2 |
64.6% |
60.1 |
ATR |
19.3 |
19.1 |
-0.3 |
-1.3% |
0.0 |
Volume |
123,613 |
178,084 |
54,471 |
44.1% |
742,978 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.6 |
1,200.1 |
1,168.8 |
|
R3 |
1,192.8 |
1,184.3 |
1,164.4 |
|
R2 |
1,177.0 |
1,177.0 |
1,163.0 |
|
R1 |
1,168.5 |
1,168.5 |
1,161.5 |
1,164.9 |
PP |
1,161.2 |
1,161.2 |
1,161.2 |
1,159.3 |
S1 |
1,152.7 |
1,152.7 |
1,158.7 |
1,149.1 |
S2 |
1,145.4 |
1,145.4 |
1,157.2 |
|
S3 |
1,129.6 |
1,136.9 |
1,155.8 |
|
S4 |
1,113.8 |
1,121.1 |
1,151.4 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.7 |
1,324.1 |
1,197.4 |
|
R3 |
1,303.6 |
1,264.0 |
1,180.8 |
|
R2 |
1,243.5 |
1,243.5 |
1,175.3 |
|
R1 |
1,203.9 |
1,203.9 |
1,169.8 |
1,193.7 |
PP |
1,183.4 |
1,183.4 |
1,183.4 |
1,178.3 |
S1 |
1,143.8 |
1,143.8 |
1,158.8 |
1,133.6 |
S2 |
1,123.3 |
1,123.3 |
1,153.3 |
|
S3 |
1,063.2 |
1,083.7 |
1,147.8 |
|
S4 |
1,003.1 |
1,023.6 |
1,131.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.9 |
1,153.8 |
55.1 |
4.7% |
17.3 |
1.5% |
11% |
False |
True |
151,184 |
10 |
1,223.0 |
1,153.8 |
69.2 |
6.0% |
16.8 |
1.4% |
9% |
False |
True |
140,179 |
20 |
1,245.9 |
1,153.8 |
92.1 |
7.9% |
17.6 |
1.5% |
7% |
False |
True |
129,038 |
40 |
1,308.8 |
1,153.8 |
155.0 |
13.4% |
20.6 |
1.8% |
4% |
False |
True |
109,281 |
60 |
1,308.8 |
1,153.8 |
155.0 |
13.4% |
20.5 |
1.8% |
4% |
False |
True |
74,918 |
80 |
1,308.8 |
1,143.4 |
165.4 |
14.3% |
20.9 |
1.8% |
10% |
False |
False |
57,397 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.2% |
20.0 |
1.7% |
16% |
False |
False |
46,342 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.2% |
18.7 |
1.6% |
16% |
False |
False |
38,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.8 |
2.618 |
1,211.0 |
1.618 |
1,195.2 |
1.000 |
1,185.4 |
0.618 |
1,179.4 |
HIGH |
1,169.6 |
0.618 |
1,163.6 |
0.500 |
1,161.7 |
0.382 |
1,159.8 |
LOW |
1,153.8 |
0.618 |
1,144.0 |
1.000 |
1,138.0 |
1.618 |
1,128.2 |
2.618 |
1,112.4 |
4.250 |
1,086.7 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,161.7 |
1,176.9 |
PP |
1,161.2 |
1,171.3 |
S1 |
1,160.6 |
1,165.7 |
|