Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,580.0 |
3,594.0 |
14.0 |
0.4% |
3,524.0 |
High |
3,604.0 |
3,641.0 |
37.0 |
1.0% |
3,604.0 |
Low |
3,553.0 |
3,588.0 |
35.0 |
1.0% |
3,476.0 |
Close |
3,578.0 |
3,632.0 |
54.0 |
1.5% |
3,578.0 |
Range |
51.0 |
53.0 |
2.0 |
3.9% |
128.0 |
ATR |
52.4 |
53.2 |
0.8 |
1.4% |
0.0 |
Volume |
1,033,900 |
1,502,569 |
468,669 |
45.3% |
2,303,430 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,779.3 |
3,758.7 |
3,661.2 |
|
R3 |
3,726.3 |
3,705.7 |
3,646.6 |
|
R2 |
3,673.3 |
3,673.3 |
3,641.7 |
|
R1 |
3,652.7 |
3,652.7 |
3,636.9 |
3,663.0 |
PP |
3,620.3 |
3,620.3 |
3,620.3 |
3,625.5 |
S1 |
3,599.7 |
3,599.7 |
3,627.1 |
3,610.0 |
S2 |
3,567.3 |
3,567.3 |
3,622.3 |
|
S3 |
3,514.3 |
3,546.7 |
3,617.4 |
|
S4 |
3,461.3 |
3,493.7 |
3,602.9 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,936.7 |
3,885.3 |
3,648.4 |
|
R3 |
3,808.7 |
3,757.3 |
3,613.2 |
|
R2 |
3,680.7 |
3,680.7 |
3,601.5 |
|
R1 |
3,629.3 |
3,629.3 |
3,589.7 |
3,655.0 |
PP |
3,552.7 |
3,552.7 |
3,552.7 |
3,565.5 |
S1 |
3,501.3 |
3,501.3 |
3,566.3 |
3,527.0 |
S2 |
3,424.7 |
3,424.7 |
3,554.5 |
|
S3 |
3,296.7 |
3,373.3 |
3,542.8 |
|
S4 |
3,168.7 |
3,245.3 |
3,507.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,641.0 |
3,476.0 |
165.0 |
4.5% |
54.8 |
1.5% |
95% |
True |
False |
755,472 |
10 |
3,641.0 |
3,457.0 |
184.0 |
5.1% |
50.3 |
1.4% |
95% |
True |
False |
407,502 |
20 |
3,641.0 |
3,310.0 |
331.0 |
9.1% |
47.4 |
1.3% |
97% |
True |
False |
211,963 |
40 |
3,641.0 |
3,137.0 |
504.0 |
13.9% |
52.8 |
1.5% |
98% |
True |
False |
106,629 |
60 |
3,641.0 |
2,848.0 |
793.0 |
21.8% |
60.1 |
1.7% |
99% |
True |
False |
71,441 |
80 |
3,641.0 |
2,848.0 |
793.0 |
21.8% |
54.5 |
1.5% |
99% |
True |
False |
53,678 |
100 |
3,641.0 |
2,848.0 |
793.0 |
21.8% |
49.9 |
1.4% |
99% |
True |
False |
42,948 |
120 |
3,641.0 |
2,710.0 |
931.0 |
25.6% |
47.6 |
1.3% |
99% |
True |
False |
35,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,866.3 |
2.618 |
3,779.8 |
1.618 |
3,726.8 |
1.000 |
3,694.0 |
0.618 |
3,673.8 |
HIGH |
3,641.0 |
0.618 |
3,620.8 |
0.500 |
3,614.5 |
0.382 |
3,608.2 |
LOW |
3,588.0 |
0.618 |
3,555.2 |
1.000 |
3,535.0 |
1.618 |
3,502.2 |
2.618 |
3,449.2 |
4.250 |
3,362.8 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,626.2 |
3,620.3 |
PP |
3,620.3 |
3,608.7 |
S1 |
3,614.5 |
3,597.0 |
|