Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,161.1 |
1,153.7 |
-7.4 |
-0.6% |
1,213.8 |
High |
1,164.3 |
1,165.7 |
1.4 |
0.1% |
1,223.0 |
Low |
1,146.5 |
1,147.5 |
1.0 |
0.1% |
1,162.9 |
Close |
1,150.6 |
1,151.9 |
1.3 |
0.1% |
1,164.3 |
Range |
17.8 |
18.2 |
0.4 |
2.2% |
60.1 |
ATR |
19.0 |
18.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
161,561 |
159,536 |
-2,025 |
-1.3% |
742,978 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.6 |
1,199.0 |
1,161.9 |
|
R3 |
1,191.4 |
1,180.8 |
1,156.9 |
|
R2 |
1,173.2 |
1,173.2 |
1,155.2 |
|
R1 |
1,162.6 |
1,162.6 |
1,153.6 |
1,158.8 |
PP |
1,155.0 |
1,155.0 |
1,155.0 |
1,153.2 |
S1 |
1,144.4 |
1,144.4 |
1,150.2 |
1,140.6 |
S2 |
1,136.8 |
1,136.8 |
1,148.6 |
|
S3 |
1,118.6 |
1,126.2 |
1,146.9 |
|
S4 |
1,100.4 |
1,108.0 |
1,141.9 |
|
|
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 |
1,200.0 |
1,146.5 |
53.5 |
4.6% |
19.7 |
1.7% |
10% |
False |
False |
167,518 |
10 |
1,223.0 |
1,146.5 |
76.5 |
6.6% |
17.6 |
1.5% |
7% |
False |
False |
147,954 |
20 |
1,236.7 |
1,146.5 |
90.2 |
7.8% |
17.5 |
1.5% |
6% |
False |
False |
134,422 |
40 |
1,308.8 |
1,146.5 |
162.3 |
14.1% |
20.7 |
1.8% |
3% |
False |
False |
116,309 |
60 |
1,308.8 |
1,146.5 |
162.3 |
14.1% |
20.6 |
1.8% |
3% |
False |
False |
80,197 |
80 |
1,308.8 |
1,143.4 |
165.4 |
14.4% |
21.1 |
1.8% |
5% |
False |
False |
61,261 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.3% |
20.0 |
1.7% |
11% |
False |
False |
49,516 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.3% |
18.8 |
1.6% |
11% |
False |
False |
41,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.1 |
2.618 |
1,213.3 |
1.618 |
1,195.1 |
1.000 |
1,183.9 |
0.618 |
1,176.9 |
HIGH |
1,165.7 |
0.618 |
1,158.7 |
0.500 |
1,156.6 |
0.382 |
1,154.5 |
LOW |
1,147.5 |
0.618 |
1,136.3 |
1.000 |
1,129.3 |
1.618 |
1,118.1 |
2.618 |
1,099.9 |
4.250 |
1,070.2 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,156.6 |
1,158.1 |
PP |
1,155.0 |
1,156.0 |
S1 |
1,153.5 |
1,154.0 |
|