Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,153.7 |
1,148.1 |
-5.6 |
-0.5% |
1,169.6 |
High |
1,159.3 |
1,175.1 |
15.8 |
1.4% |
1,174.4 |
Low |
1,141.6 |
1,144.9 |
3.3 |
0.3% |
1,146.5 |
Close |
1,148.2 |
1,151.3 |
3.1 |
0.3% |
1,152.4 |
Range |
17.7 |
30.2 |
12.5 |
70.6% |
27.9 |
ATR |
18.0 |
18.9 |
0.9 |
4.8% |
0.0 |
Volume |
159,617 |
188,480 |
28,863 |
18.1% |
745,474 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.7 |
1,229.7 |
1,167.9 |
|
R3 |
1,217.5 |
1,199.5 |
1,159.6 |
|
R2 |
1,187.3 |
1,187.3 |
1,156.8 |
|
R1 |
1,169.3 |
1,169.3 |
1,154.1 |
1,178.3 |
PP |
1,157.1 |
1,157.1 |
1,157.1 |
1,161.6 |
S1 |
1,139.1 |
1,139.1 |
1,148.5 |
1,148.1 |
S2 |
1,126.9 |
1,126.9 |
1,145.8 |
|
S3 |
1,096.7 |
1,108.9 |
1,143.0 |
|
S4 |
1,066.5 |
1,078.7 |
1,134.7 |
|
|
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 |
1,175.1 |
1,141.6 |
33.5 |
2.9% |
18.1 |
1.6% |
29% |
True |
False |
150,714 |
10 |
1,208.9 |
1,141.6 |
67.3 |
5.8% |
18.4 |
1.6% |
14% |
False |
False |
156,348 |
20 |
1,223.0 |
1,141.6 |
81.4 |
7.1% |
17.3 |
1.5% |
12% |
False |
False |
138,686 |
40 |
1,308.8 |
1,141.6 |
167.2 |
14.5% |
19.7 |
1.7% |
6% |
False |
False |
128,844 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.5% |
20.0 |
1.7% |
6% |
False |
False |
89,700 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.5% |
20.7 |
1.8% |
6% |
False |
False |
68,427 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.3% |
20.4 |
1.8% |
11% |
False |
False |
55,400 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.3% |
19.0 |
1.7% |
11% |
False |
False |
46,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.5 |
2.618 |
1,254.2 |
1.618 |
1,224.0 |
1.000 |
1,205.3 |
0.618 |
1,193.8 |
HIGH |
1,175.1 |
0.618 |
1,163.6 |
0.500 |
1,160.0 |
0.382 |
1,156.4 |
LOW |
1,144.9 |
0.618 |
1,126.2 |
1.000 |
1,114.7 |
1.618 |
1,096.0 |
2.618 |
1,065.8 |
4.250 |
1,016.6 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,160.0 |
1,158.4 |
PP |
1,157.1 |
1,156.0 |
S1 |
1,154.2 |
1,153.7 |
|