Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,609.0 |
3,584.0 |
-25.0 |
-0.7% |
3,524.0 |
High |
3,620.0 |
3,615.0 |
-5.0 |
-0.1% |
3,604.0 |
Low |
3,563.0 |
3,569.0 |
6.0 |
0.2% |
3,476.0 |
Close |
3,590.0 |
3,597.0 |
7.0 |
0.2% |
3,578.0 |
Range |
57.0 |
46.0 |
-11.0 |
-19.3% |
128.0 |
ATR |
54.0 |
53.4 |
-0.6 |
-1.1% |
0.0 |
Volume |
1,155,279 |
1,300,338 |
145,059 |
12.6% |
2,303,430 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,731.7 |
3,710.3 |
3,622.3 |
|
R3 |
3,685.7 |
3,664.3 |
3,609.7 |
|
R2 |
3,639.7 |
3,639.7 |
3,605.4 |
|
R1 |
3,618.3 |
3,618.3 |
3,601.2 |
3,629.0 |
PP |
3,593.7 |
3,593.7 |
3,593.7 |
3,599.0 |
S1 |
3,572.3 |
3,572.3 |
3,592.8 |
3,583.0 |
S2 |
3,547.7 |
3,547.7 |
3,588.6 |
|
S3 |
3,501.7 |
3,526.3 |
3,584.4 |
|
S4 |
3,455.7 |
3,480.3 |
3,571.7 |
|
|
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 |
2.4% |
53.6 |
1.5% |
50% |
False |
False |
1,307,825 |
10 |
3,641.0 |
3,476.0 |
165.0 |
4.6% |
51.2 |
1.4% |
73% |
False |
False |
783,729 |
20 |
3,641.0 |
3,381.0 |
260.0 |
7.2% |
47.6 |
1.3% |
83% |
False |
False |
411,819 |
40 |
3,641.0 |
3,235.0 |
406.0 |
11.3% |
52.1 |
1.4% |
89% |
False |
False |
206,594 |
60 |
3,641.0 |
2,912.0 |
729.0 |
20.3% |
58.3 |
1.6% |
94% |
False |
False |
138,120 |
80 |
3,641.0 |
2,848.0 |
793.0 |
22.0% |
55.7 |
1.5% |
94% |
False |
False |
103,711 |
100 |
3,641.0 |
2,848.0 |
793.0 |
22.0% |
50.3 |
1.4% |
94% |
False |
False |
82,975 |
120 |
3,641.0 |
2,710.0 |
931.0 |
25.9% |
48.0 |
1.3% |
95% |
False |
False |
69,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,810.5 |
2.618 |
3,735.4 |
1.618 |
3,689.4 |
1.000 |
3,661.0 |
0.618 |
3,643.4 |
HIGH |
3,615.0 |
0.618 |
3,597.4 |
0.500 |
3,592.0 |
0.382 |
3,586.6 |
LOW |
3,569.0 |
0.618 |
3,540.6 |
1.000 |
3,523.0 |
1.618 |
3,494.6 |
2.618 |
3,448.6 |
4.250 |
3,373.5 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,595.3 |
3,601.5 |
PP |
3,593.7 |
3,600.0 |
S1 |
3,592.0 |
3,598.5 |
|