Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,157.9 |
1,153.7 |
-4.2 |
-0.4% |
1,169.6 |
High |
1,163.3 |
1,159.3 |
-4.0 |
-0.3% |
1,174.4 |
Low |
1,149.3 |
1,141.6 |
-7.7 |
-0.7% |
1,146.5 |
Close |
1,153.2 |
1,148.2 |
-5.0 |
-0.4% |
1,152.4 |
Range |
14.0 |
17.7 |
3.7 |
26.4% |
27.9 |
ATR |
18.0 |
18.0 |
0.0 |
-0.1% |
0.0 |
Volume |
123,258 |
159,617 |
36,359 |
29.5% |
745,474 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.8 |
1,193.2 |
1,157.9 |
|
R3 |
1,185.1 |
1,175.5 |
1,153.1 |
|
R2 |
1,167.4 |
1,167.4 |
1,151.4 |
|
R1 |
1,157.8 |
1,157.8 |
1,149.8 |
1,153.8 |
PP |
1,149.7 |
1,149.7 |
1,149.7 |
1,147.7 |
S1 |
1,140.1 |
1,140.1 |
1,146.6 |
1,136.1 |
S2 |
1,132.0 |
1,132.0 |
1,145.0 |
|
S3 |
1,114.3 |
1,122.4 |
1,143.3 |
|
S4 |
1,096.6 |
1,104.7 |
1,138.5 |
|
|
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 |
1,165.7 |
1,141.6 |
24.1 |
2.1% |
15.6 |
1.4% |
27% |
False |
True |
145,330 |
10 |
1,208.9 |
1,141.6 |
67.3 |
5.9% |
16.5 |
1.4% |
10% |
False |
True |
148,257 |
20 |
1,223.0 |
1,141.6 |
81.4 |
7.1% |
16.6 |
1.4% |
8% |
False |
True |
135,318 |
40 |
1,308.8 |
1,141.6 |
167.2 |
14.6% |
19.5 |
1.7% |
4% |
False |
True |
124,676 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.6% |
19.8 |
1.7% |
4% |
False |
True |
86,657 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.6% |
20.6 |
1.8% |
4% |
False |
True |
66,111 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.4% |
20.2 |
1.8% |
9% |
False |
False |
53,539 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.4% |
18.8 |
1.6% |
9% |
False |
False |
44,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.5 |
2.618 |
1,205.6 |
1.618 |
1,187.9 |
1.000 |
1,177.0 |
0.618 |
1,170.2 |
HIGH |
1,159.3 |
0.618 |
1,152.5 |
0.500 |
1,150.5 |
0.382 |
1,148.4 |
LOW |
1,141.6 |
0.618 |
1,130.7 |
1.000 |
1,123.9 |
1.618 |
1,113.0 |
2.618 |
1,095.3 |
4.250 |
1,066.4 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,150.5 |
1,152.5 |
PP |
1,149.7 |
1,151.0 |
S1 |
1,149.0 |
1,149.6 |
|