Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,531.0 |
3,499.0 |
-32.0 |
-0.9% |
3,519.0 |
High |
3,534.0 |
3,587.0 |
53.0 |
1.5% |
3,560.0 |
Low |
3,476.0 |
3,499.0 |
23.0 |
0.7% |
3,457.0 |
Close |
3,497.0 |
3,574.0 |
77.0 |
2.2% |
3,543.0 |
Range |
58.0 |
88.0 |
30.0 |
51.7% |
103.0 |
ATR |
52.0 |
54.7 |
2.7 |
5.2% |
0.0 |
Volume |
114,839 |
524,532 |
409,693 |
356.8% |
313,112 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,817.3 |
3,783.7 |
3,622.4 |
|
R3 |
3,729.3 |
3,695.7 |
3,598.2 |
|
R2 |
3,641.3 |
3,641.3 |
3,590.1 |
|
R1 |
3,607.7 |
3,607.7 |
3,582.1 |
3,624.5 |
PP |
3,553.3 |
3,553.3 |
3,553.3 |
3,561.8 |
S1 |
3,519.7 |
3,519.7 |
3,565.9 |
3,536.5 |
S2 |
3,465.3 |
3,465.3 |
3,557.9 |
|
S3 |
3,377.3 |
3,431.7 |
3,549.8 |
|
S4 |
3,289.3 |
3,343.7 |
3,525.6 |
|
|
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 |
3,587.0 |
3,476.0 |
111.0 |
3.1% |
51.4 |
1.4% |
88% |
True |
False |
164,797 |
10 |
3,587.0 |
3,457.0 |
130.0 |
3.6% |
47.8 |
1.3% |
90% |
True |
False |
107,478 |
20 |
3,587.0 |
3,295.0 |
292.0 |
8.2% |
48.4 |
1.4% |
96% |
True |
False |
55,117 |
40 |
3,587.0 |
2,942.0 |
645.0 |
18.0% |
56.8 |
1.6% |
98% |
True |
False |
28,286 |
60 |
3,587.0 |
2,848.0 |
739.0 |
20.7% |
61.6 |
1.7% |
98% |
True |
False |
19,215 |
80 |
3,587.0 |
2,848.0 |
739.0 |
20.7% |
53.7 |
1.5% |
98% |
True |
False |
14,454 |
100 |
3,587.0 |
2,710.0 |
877.0 |
24.5% |
50.3 |
1.4% |
99% |
True |
False |
11,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,961.0 |
2.618 |
3,817.4 |
1.618 |
3,729.4 |
1.000 |
3,675.0 |
0.618 |
3,641.4 |
HIGH |
3,587.0 |
0.618 |
3,553.4 |
0.500 |
3,543.0 |
0.382 |
3,532.6 |
LOW |
3,499.0 |
0.618 |
3,444.6 |
1.000 |
3,411.0 |
1.618 |
3,356.6 |
2.618 |
3,268.6 |
4.250 |
3,125.0 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,563.7 |
3,559.8 |
PP |
3,553.3 |
3,545.7 |
S1 |
3,543.0 |
3,531.5 |
|