Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,627.0 |
3,609.0 |
-18.0 |
-0.5% |
3,524.0 |
High |
3,640.0 |
3,620.0 |
-20.0 |
-0.5% |
3,604.0 |
Low |
3,579.0 |
3,563.0 |
-16.0 |
-0.4% |
3,476.0 |
Close |
3,597.0 |
3,590.0 |
-7.0 |
-0.2% |
3,578.0 |
Range |
61.0 |
57.0 |
-4.0 |
-6.6% |
128.0 |
ATR |
53.7 |
54.0 |
0.2 |
0.4% |
0.0 |
Volume |
1,547,043 |
1,155,279 |
-391,764 |
-25.3% |
2,303,430 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,762.0 |
3,733.0 |
3,621.4 |
|
R3 |
3,705.0 |
3,676.0 |
3,605.7 |
|
R2 |
3,648.0 |
3,648.0 |
3,600.5 |
|
R1 |
3,619.0 |
3,619.0 |
3,595.2 |
3,605.0 |
PP |
3,591.0 |
3,591.0 |
3,591.0 |
3,584.0 |
S1 |
3,562.0 |
3,562.0 |
3,584.8 |
3,548.0 |
S2 |
3,534.0 |
3,534.0 |
3,579.6 |
|
S3 |
3,477.0 |
3,505.0 |
3,574.3 |
|
S4 |
3,420.0 |
3,448.0 |
3,558.7 |
|
|
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 |
3,553.0 |
88.0 |
2.5% |
49.2 |
1.4% |
42% |
False |
False |
1,168,062 |
10 |
3,641.0 |
3,476.0 |
165.0 |
4.6% |
50.3 |
1.4% |
69% |
False |
False |
666,429 |
20 |
3,641.0 |
3,366.0 |
275.0 |
7.7% |
48.1 |
1.3% |
81% |
False |
False |
346,847 |
40 |
3,641.0 |
3,187.0 |
454.0 |
12.6% |
53.5 |
1.5% |
89% |
False |
False |
174,093 |
60 |
3,641.0 |
2,912.0 |
729.0 |
20.3% |
58.7 |
1.6% |
93% |
False |
False |
116,450 |
80 |
3,641.0 |
2,848.0 |
793.0 |
22.1% |
55.4 |
1.5% |
94% |
False |
False |
87,456 |
100 |
3,641.0 |
2,848.0 |
793.0 |
22.1% |
50.4 |
1.4% |
94% |
False |
False |
69,971 |
120 |
3,641.0 |
2,710.0 |
931.0 |
25.9% |
48.1 |
1.3% |
95% |
False |
False |
58,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,862.3 |
2.618 |
3,769.2 |
1.618 |
3,712.2 |
1.000 |
3,677.0 |
0.618 |
3,655.2 |
HIGH |
3,620.0 |
0.618 |
3,598.2 |
0.500 |
3,591.5 |
0.382 |
3,584.8 |
LOW |
3,563.0 |
0.618 |
3,527.8 |
1.000 |
3,506.0 |
1.618 |
3,470.8 |
2.618 |
3,413.8 |
4.250 |
3,320.8 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,591.5 |
3,602.0 |
PP |
3,591.0 |
3,598.0 |
S1 |
3,590.5 |
3,594.0 |
|