Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,152.6 |
1,157.9 |
5.3 |
0.5% |
1,169.6 |
High |
1,160.9 |
1,163.3 |
2.4 |
0.2% |
1,174.4 |
Low |
1,150.4 |
1,149.3 |
-1.1 |
-0.1% |
1,146.5 |
Close |
1,152.4 |
1,153.2 |
0.8 |
0.1% |
1,152.4 |
Range |
10.5 |
14.0 |
3.5 |
33.3% |
27.9 |
ATR |
18.3 |
18.0 |
-0.3 |
-1.7% |
0.0 |
Volume |
122,680 |
123,258 |
578 |
0.5% |
745,474 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.3 |
1,189.2 |
1,160.9 |
|
R3 |
1,183.3 |
1,175.2 |
1,157.1 |
|
R2 |
1,169.3 |
1,169.3 |
1,155.8 |
|
R1 |
1,161.2 |
1,161.2 |
1,154.5 |
1,158.3 |
PP |
1,155.3 |
1,155.3 |
1,155.3 |
1,153.8 |
S1 |
1,147.2 |
1,147.2 |
1,151.9 |
1,144.3 |
S2 |
1,141.3 |
1,141.3 |
1,150.6 |
|
S3 |
1,127.3 |
1,133.2 |
1,149.4 |
|
S4 |
1,113.3 |
1,119.2 |
1,145.5 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.5 |
1,224.8 |
1,167.7 |
|
R3 |
1,213.6 |
1,196.9 |
1,160.1 |
|
R2 |
1,185.7 |
1,185.7 |
1,157.5 |
|
R1 |
1,169.0 |
1,169.0 |
1,155.0 |
1,163.4 |
PP |
1,157.8 |
1,157.8 |
1,157.8 |
1,155.0 |
S1 |
1,141.1 |
1,141.1 |
1,149.8 |
1,135.5 |
S2 |
1,129.9 |
1,129.9 |
1,147.3 |
|
S3 |
1,102.0 |
1,113.2 |
1,144.7 |
|
S4 |
1,074.1 |
1,085.3 |
1,137.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.6 |
1,146.5 |
23.1 |
2.0% |
15.3 |
1.3% |
29% |
False |
False |
149,023 |
10 |
1,214.4 |
1,146.5 |
67.9 |
5.9% |
16.7 |
1.4% |
10% |
False |
False |
147,861 |
20 |
1,236.7 |
1,146.5 |
90.2 |
7.8% |
17.4 |
1.5% |
7% |
False |
False |
136,430 |
40 |
1,308.8 |
1,146.5 |
162.3 |
14.1% |
19.8 |
1.7% |
4% |
False |
False |
121,354 |
60 |
1,308.8 |
1,146.5 |
162.3 |
14.1% |
19.9 |
1.7% |
4% |
False |
False |
84,215 |
80 |
1,308.8 |
1,143.4 |
165.4 |
14.3% |
20.7 |
1.8% |
6% |
False |
False |
64,232 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.3% |
20.1 |
1.7% |
12% |
False |
False |
51,955 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.3% |
18.8 |
1.6% |
12% |
False |
False |
43,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.8 |
2.618 |
1,200.0 |
1.618 |
1,186.0 |
1.000 |
1,177.3 |
0.618 |
1,172.0 |
HIGH |
1,163.3 |
0.618 |
1,158.0 |
0.500 |
1,156.3 |
0.382 |
1,154.6 |
LOW |
1,149.3 |
0.618 |
1,140.6 |
1.000 |
1,135.3 |
1.618 |
1,126.6 |
2.618 |
1,112.6 |
4.250 |
1,089.8 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,156.3 |
1,156.6 |
PP |
1,155.3 |
1,155.5 |
S1 |
1,154.2 |
1,154.3 |
|