Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,499.0 |
3,582.0 |
83.0 |
2.4% |
3,519.0 |
High |
3,587.0 |
3,583.0 |
-4.0 |
-0.1% |
3,560.0 |
Low |
3,499.0 |
3,559.0 |
60.0 |
1.7% |
3,457.0 |
Close |
3,574.0 |
3,565.0 |
-9.0 |
-0.3% |
3,543.0 |
Range |
88.0 |
24.0 |
-64.0 |
-72.7% |
103.0 |
ATR |
54.7 |
52.5 |
-2.2 |
-4.0% |
0.0 |
Volume |
524,532 |
601,520 |
76,988 |
14.7% |
313,112 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.0 |
3,627.0 |
3,578.2 |
|
R3 |
3,617.0 |
3,603.0 |
3,571.6 |
|
R2 |
3,593.0 |
3,593.0 |
3,569.4 |
|
R1 |
3,579.0 |
3,579.0 |
3,567.2 |
3,574.0 |
PP |
3,569.0 |
3,569.0 |
3,569.0 |
3,566.5 |
S1 |
3,555.0 |
3,555.0 |
3,562.8 |
3,550.0 |
S2 |
3,545.0 |
3,545.0 |
3,560.6 |
|
S3 |
3,521.0 |
3,531.0 |
3,558.4 |
|
S4 |
3,497.0 |
3,507.0 |
3,551.8 |
|
|
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 |
3,587.0 |
3,476.0 |
111.0 |
3.1% |
48.8 |
1.4% |
80% |
False |
False |
259,633 |
10 |
3,587.0 |
3,457.0 |
130.0 |
3.6% |
46.2 |
1.3% |
83% |
False |
False |
160,091 |
20 |
3,587.0 |
3,310.0 |
277.0 |
7.8% |
46.1 |
1.3% |
92% |
False |
False |
85,184 |
40 |
3,587.0 |
3,057.0 |
530.0 |
14.9% |
53.7 |
1.5% |
96% |
False |
False |
43,309 |
60 |
3,587.0 |
2,848.0 |
739.0 |
20.7% |
61.5 |
1.7% |
97% |
False |
False |
29,231 |
80 |
3,587.0 |
2,848.0 |
739.0 |
20.7% |
53.6 |
1.5% |
97% |
False |
False |
21,972 |
100 |
3,587.0 |
2,805.0 |
782.0 |
21.9% |
49.7 |
1.4% |
97% |
False |
False |
17,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,685.0 |
2.618 |
3,645.8 |
1.618 |
3,621.8 |
1.000 |
3,607.0 |
0.618 |
3,597.8 |
HIGH |
3,583.0 |
0.618 |
3,573.8 |
0.500 |
3,571.0 |
0.382 |
3,568.2 |
LOW |
3,559.0 |
0.618 |
3,544.2 |
1.000 |
3,535.0 |
1.618 |
3,520.2 |
2.618 |
3,496.2 |
4.250 |
3,457.0 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,571.0 |
3,553.8 |
PP |
3,569.0 |
3,542.7 |
S1 |
3,567.0 |
3,531.5 |
|