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 |
19,190 |
19,275 |
85 |
0.4% |
18,855 |
High |
19,330 |
19,455 |
125 |
0.6% |
19,330 |
Low |
19,100 |
19,200 |
100 |
0.5% |
18,450 |
Close |
19,265 |
19,390 |
125 |
0.6% |
19,265 |
Range |
230 |
255 |
25 |
10.9% |
880 |
ATR |
247 |
248 |
1 |
0.2% |
0 |
Volume |
13,619 |
10,943 |
-2,676 |
-19.6% |
100,508 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,113 |
20,007 |
19,530 |
|
R3 |
19,858 |
19,752 |
19,460 |
|
R2 |
19,603 |
19,603 |
19,437 |
|
R1 |
19,497 |
19,497 |
19,414 |
19,550 |
PP |
19,348 |
19,348 |
19,348 |
19,375 |
S1 |
19,242 |
19,242 |
19,367 |
19,295 |
S2 |
19,093 |
19,093 |
19,343 |
|
S3 |
18,838 |
18,987 |
19,320 |
|
S4 |
18,583 |
18,732 |
19,250 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,655 |
21,340 |
19,749 |
|
R3 |
20,775 |
20,460 |
19,507 |
|
R2 |
19,895 |
19,895 |
19,426 |
|
R1 |
19,580 |
19,580 |
19,346 |
19,738 |
PP |
19,015 |
19,015 |
19,015 |
19,094 |
S1 |
18,700 |
18,700 |
19,184 |
18,858 |
S2 |
18,135 |
18,135 |
19,104 |
|
S3 |
17,255 |
17,820 |
19,023 |
|
S4 |
16,375 |
16,940 |
18,781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,455 |
18,450 |
1,005 |
5.2% |
350 |
1.8% |
94% |
True |
False |
16,749 |
10 |
19,455 |
18,450 |
1,005 |
5.2% |
285 |
1.5% |
94% |
True |
False |
13,092 |
20 |
19,455 |
17,960 |
1,495 |
7.7% |
229 |
1.2% |
96% |
True |
False |
6,714 |
40 |
19,455 |
16,810 |
2,645 |
13.6% |
204 |
1.0% |
98% |
True |
False |
3,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,539 |
2.618 |
20,123 |
1.618 |
19,868 |
1.000 |
19,710 |
0.618 |
19,613 |
HIGH |
19,455 |
0.618 |
19,358 |
0.500 |
19,328 |
0.382 |
19,298 |
LOW |
19,200 |
0.618 |
19,043 |
1.000 |
18,945 |
1.618 |
18,788 |
2.618 |
18,533 |
4.250 |
18,116 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,369 |
19,295 |
PP |
19,348 |
19,200 |
S1 |
19,328 |
19,105 |
|