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 |
19,385 |
19,440 |
55 |
0.3% |
18,855 |
High |
19,525 |
19,585 |
60 |
0.3% |
19,330 |
Low |
19,335 |
19,360 |
25 |
0.1% |
18,450 |
Close |
19,430 |
19,445 |
15 |
0.1% |
19,265 |
Range |
190 |
225 |
35 |
18.4% |
880 |
ATR |
244 |
242 |
-1 |
-0.5% |
0 |
Volume |
11,503 |
12,624 |
1,121 |
9.7% |
100,508 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,138 |
20,017 |
19,569 |
|
R3 |
19,913 |
19,792 |
19,507 |
|
R2 |
19,688 |
19,688 |
19,486 |
|
R1 |
19,567 |
19,567 |
19,466 |
19,628 |
PP |
19,463 |
19,463 |
19,463 |
19,494 |
S1 |
19,342 |
19,342 |
19,425 |
19,403 |
S2 |
19,238 |
19,238 |
19,404 |
|
S3 |
19,013 |
19,117 |
19,383 |
|
S4 |
18,788 |
18,892 |
19,321 |
|
|
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 |
19,585 |
18,755 |
830 |
4.3% |
273 |
1.4% |
83% |
True |
False |
13,484 |
10 |
19,585 |
18,450 |
1,135 |
5.8% |
284 |
1.5% |
88% |
True |
False |
15,334 |
20 |
19,585 |
18,215 |
1,370 |
7.0% |
228 |
1.2% |
90% |
True |
False |
7,901 |
40 |
19,585 |
17,255 |
2,330 |
12.0% |
198 |
1.0% |
94% |
True |
False |
3,967 |
60 |
19,585 |
16,665 |
2,920 |
15.0% |
167 |
0.9% |
95% |
True |
False |
2,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,541 |
2.618 |
20,174 |
1.618 |
19,949 |
1.000 |
19,810 |
0.618 |
19,724 |
HIGH |
19,585 |
0.618 |
19,499 |
0.500 |
19,473 |
0.382 |
19,446 |
LOW |
19,360 |
0.618 |
19,221 |
1.000 |
19,135 |
1.618 |
18,996 |
2.618 |
18,771 |
4.250 |
18,404 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,473 |
19,428 |
PP |
19,463 |
19,410 |
S1 |
19,454 |
19,393 |
|