Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,594.0 |
3,627.0 |
33.0 |
0.9% |
3,524.0 |
High |
3,641.0 |
3,640.0 |
-1.0 |
0.0% |
3,604.0 |
Low |
3,588.0 |
3,579.0 |
-9.0 |
-0.3% |
3,476.0 |
Close |
3,632.0 |
3,597.0 |
-35.0 |
-1.0% |
3,578.0 |
Range |
53.0 |
61.0 |
8.0 |
15.1% |
128.0 |
ATR |
53.2 |
53.7 |
0.6 |
1.1% |
0.0 |
Volume |
1,502,569 |
1,547,043 |
44,474 |
3.0% |
2,303,430 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,788.3 |
3,753.7 |
3,630.6 |
|
R3 |
3,727.3 |
3,692.7 |
3,613.8 |
|
R2 |
3,666.3 |
3,666.3 |
3,608.2 |
|
R1 |
3,631.7 |
3,631.7 |
3,602.6 |
3,618.5 |
PP |
3,605.3 |
3,605.3 |
3,605.3 |
3,598.8 |
S1 |
3,570.7 |
3,570.7 |
3,591.4 |
3,557.5 |
S2 |
3,544.3 |
3,544.3 |
3,585.8 |
|
S3 |
3,483.3 |
3,509.7 |
3,580.2 |
|
S4 |
3,422.3 |
3,448.7 |
3,563.5 |
|
|
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 |
3,499.0 |
142.0 |
3.9% |
55.4 |
1.5% |
69% |
False |
False |
1,041,912 |
10 |
3,641.0 |
3,457.0 |
184.0 |
5.1% |
50.4 |
1.4% |
76% |
False |
False |
561,101 |
20 |
3,641.0 |
3,366.0 |
275.0 |
7.6% |
46.4 |
1.3% |
84% |
False |
False |
289,286 |
40 |
3,641.0 |
3,137.0 |
504.0 |
14.0% |
53.6 |
1.5% |
91% |
False |
False |
145,297 |
60 |
3,641.0 |
2,912.0 |
729.0 |
20.3% |
59.0 |
1.6% |
94% |
False |
False |
97,224 |
80 |
3,641.0 |
2,848.0 |
793.0 |
22.0% |
54.9 |
1.5% |
94% |
False |
False |
73,016 |
100 |
3,641.0 |
2,848.0 |
793.0 |
22.0% |
50.1 |
1.4% |
94% |
False |
False |
58,418 |
120 |
3,641.0 |
2,710.0 |
931.0 |
25.9% |
48.0 |
1.3% |
95% |
False |
False |
48,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,899.3 |
2.618 |
3,799.7 |
1.618 |
3,738.7 |
1.000 |
3,701.0 |
0.618 |
3,677.7 |
HIGH |
3,640.0 |
0.618 |
3,616.7 |
0.500 |
3,609.5 |
0.382 |
3,602.3 |
LOW |
3,579.0 |
0.618 |
3,541.3 |
1.000 |
3,518.0 |
1.618 |
3,480.3 |
2.618 |
3,419.3 |
4.250 |
3,319.8 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,609.5 |
3,597.0 |
PP |
3,605.3 |
3,597.0 |
S1 |
3,601.2 |
3,597.0 |
|