Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,545.0 |
3,524.0 |
-21.0 |
-0.6% |
3,519.0 |
High |
3,560.0 |
3,544.0 |
-16.0 |
-0.4% |
3,560.0 |
Low |
3,521.0 |
3,509.0 |
-12.0 |
-0.3% |
3,457.0 |
Close |
3,543.0 |
3,534.0 |
-9.0 |
-0.3% |
3,543.0 |
Range |
39.0 |
35.0 |
-4.0 |
-10.3% |
103.0 |
ATR |
52.8 |
51.5 |
-1.3 |
-2.4% |
0.0 |
Volume |
28,639 |
28,639 |
0 |
0.0% |
313,112 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,634.0 |
3,619.0 |
3,553.3 |
|
R3 |
3,599.0 |
3,584.0 |
3,543.6 |
|
R2 |
3,564.0 |
3,564.0 |
3,540.4 |
|
R1 |
3,549.0 |
3,549.0 |
3,537.2 |
3,556.5 |
PP |
3,529.0 |
3,529.0 |
3,529.0 |
3,532.8 |
S1 |
3,514.0 |
3,514.0 |
3,530.8 |
3,521.5 |
S2 |
3,494.0 |
3,494.0 |
3,527.6 |
|
S3 |
3,459.0 |
3,479.0 |
3,524.4 |
|
S4 |
3,424.0 |
3,444.0 |
3,514.8 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,829.0 |
3,789.0 |
3,599.7 |
|
R3 |
3,726.0 |
3,686.0 |
3,571.3 |
|
R2 |
3,623.0 |
3,623.0 |
3,561.9 |
|
R1 |
3,583.0 |
3,583.0 |
3,552.4 |
3,603.0 |
PP |
3,520.0 |
3,520.0 |
3,520.0 |
3,530.0 |
S1 |
3,480.0 |
3,480.0 |
3,533.6 |
3,500.0 |
S2 |
3,417.0 |
3,417.0 |
3,524.1 |
|
S3 |
3,314.0 |
3,377.0 |
3,514.7 |
|
S4 |
3,211.0 |
3,274.0 |
3,486.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,560.0 |
3,457.0 |
103.0 |
2.9% |
45.8 |
1.3% |
75% |
False |
False |
59,533 |
10 |
3,560.0 |
3,438.0 |
122.0 |
3.5% |
39.9 |
1.1% |
79% |
False |
False |
45,282 |
20 |
3,560.0 |
3,264.0 |
296.0 |
8.4% |
45.7 |
1.3% |
91% |
False |
False |
23,207 |
40 |
3,560.0 |
2,942.0 |
618.0 |
17.5% |
56.9 |
1.6% |
96% |
False |
False |
12,318 |
60 |
3,560.0 |
2,848.0 |
712.0 |
20.1% |
60.9 |
1.7% |
96% |
False |
False |
8,564 |
80 |
3,560.0 |
2,848.0 |
712.0 |
20.1% |
52.2 |
1.5% |
96% |
False |
False |
6,462 |
100 |
3,560.0 |
2,710.0 |
850.0 |
24.1% |
50.3 |
1.4% |
97% |
False |
False |
5,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,692.8 |
2.618 |
3,635.6 |
1.618 |
3,600.6 |
1.000 |
3,579.0 |
0.618 |
3,565.6 |
HIGH |
3,544.0 |
0.618 |
3,530.6 |
0.500 |
3,526.5 |
0.382 |
3,522.4 |
LOW |
3,509.0 |
0.618 |
3,487.4 |
1.000 |
3,474.0 |
1.618 |
3,452.4 |
2.618 |
3,417.4 |
4.250 |
3,360.3 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,531.5 |
3,534.5 |
PP |
3,529.0 |
3,534.3 |
S1 |
3,526.5 |
3,534.2 |
|