Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,165.6 |
1,161.1 |
-4.5 |
-0.4% |
1,213.8 |
High |
1,169.6 |
1,164.3 |
-5.3 |
-0.5% |
1,223.0 |
Low |
1,153.8 |
1,146.5 |
-7.3 |
-0.6% |
1,162.9 |
Close |
1,160.1 |
1,150.6 |
-9.5 |
-0.8% |
1,164.3 |
Range |
15.8 |
17.8 |
2.0 |
12.7% |
60.1 |
ATR |
19.1 |
19.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
178,084 |
161,561 |
-16,523 |
-9.3% |
742,978 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.2 |
1,196.7 |
1,160.4 |
|
R3 |
1,189.4 |
1,178.9 |
1,155.5 |
|
R2 |
1,171.6 |
1,171.6 |
1,153.9 |
|
R1 |
1,161.1 |
1,161.1 |
1,152.2 |
1,157.5 |
PP |
1,153.8 |
1,153.8 |
1,153.8 |
1,152.0 |
S1 |
1,143.3 |
1,143.3 |
1,149.0 |
1,139.7 |
S2 |
1,136.0 |
1,136.0 |
1,147.3 |
|
S3 |
1,118.2 |
1,125.5 |
1,145.7 |
|
S4 |
1,100.4 |
1,107.7 |
1,140.8 |
|
|
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 |
1,146.5 |
62.4 |
5.4% |
18.7 |
1.6% |
7% |
False |
True |
161,983 |
10 |
1,223.0 |
1,146.5 |
76.5 |
6.6% |
17.4 |
1.5% |
5% |
False |
True |
145,728 |
20 |
1,238.7 |
1,146.5 |
92.2 |
8.0% |
17.7 |
1.5% |
4% |
False |
True |
132,259 |
40 |
1,308.8 |
1,146.5 |
162.3 |
14.1% |
20.6 |
1.8% |
3% |
False |
True |
112,863 |
60 |
1,308.8 |
1,146.5 |
162.3 |
14.1% |
20.5 |
1.8% |
3% |
False |
True |
77,565 |
80 |
1,308.8 |
1,143.4 |
165.4 |
14.4% |
21.0 |
1.8% |
4% |
False |
False |
59,328 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.4% |
19.9 |
1.7% |
10% |
False |
False |
47,953 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.4% |
18.7 |
1.6% |
10% |
False |
False |
40,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.0 |
2.618 |
1,210.9 |
1.618 |
1,193.1 |
1.000 |
1,182.1 |
0.618 |
1,175.3 |
HIGH |
1,164.3 |
0.618 |
1,157.5 |
0.500 |
1,155.4 |
0.382 |
1,153.3 |
LOW |
1,146.5 |
0.618 |
1,135.5 |
1.000 |
1,128.7 |
1.618 |
1,117.7 |
2.618 |
1,099.9 |
4.250 |
1,070.9 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,155.4 |
1,160.5 |
PP |
1,153.8 |
1,157.2 |
S1 |
1,152.2 |
1,153.9 |
|