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 |
19,275 |
19,385 |
110 |
0.6% |
18,855 |
High |
19,455 |
19,525 |
70 |
0.4% |
19,330 |
Low |
19,200 |
19,335 |
135 |
0.7% |
18,450 |
Close |
19,390 |
19,430 |
40 |
0.2% |
19,265 |
Range |
255 |
190 |
-65 |
-25.5% |
880 |
ATR |
248 |
244 |
-4 |
-1.7% |
0 |
Volume |
10,943 |
11,503 |
560 |
5.1% |
100,508 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,000 |
19,905 |
19,535 |
|
R3 |
19,810 |
19,715 |
19,482 |
|
R2 |
19,620 |
19,620 |
19,465 |
|
R1 |
19,525 |
19,525 |
19,448 |
19,573 |
PP |
19,430 |
19,430 |
19,430 |
19,454 |
S1 |
19,335 |
19,335 |
19,413 |
19,383 |
S2 |
19,240 |
19,240 |
19,395 |
|
S3 |
19,050 |
19,145 |
19,378 |
|
S4 |
18,860 |
18,955 |
19,326 |
|
|
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 |
19,525 |
18,450 |
1,075 |
5.5% |
303 |
1.6% |
91% |
True |
False |
14,110 |
10 |
19,525 |
18,450 |
1,075 |
5.5% |
277 |
1.4% |
91% |
True |
False |
14,151 |
20 |
19,525 |
18,130 |
1,395 |
7.2% |
227 |
1.2% |
93% |
True |
False |
7,285 |
40 |
19,525 |
17,135 |
2,390 |
12.3% |
201 |
1.0% |
96% |
True |
False |
3,651 |
60 |
19,525 |
16,665 |
2,860 |
14.7% |
166 |
0.9% |
97% |
True |
False |
2,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,333 |
2.618 |
20,023 |
1.618 |
19,833 |
1.000 |
19,715 |
0.618 |
19,643 |
HIGH |
19,525 |
0.618 |
19,453 |
0.500 |
19,430 |
0.382 |
19,408 |
LOW |
19,335 |
0.618 |
19,218 |
1.000 |
19,145 |
1.618 |
19,028 |
2.618 |
18,838 |
4.250 |
18,528 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,430 |
19,391 |
PP |
19,430 |
19,352 |
S1 |
19,430 |
19,313 |
|