Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,893 |
17,594 |
-299 |
-1.7% |
18,080 |
High |
17,893 |
17,653 |
-240 |
-1.3% |
18,188 |
Low |
17,579 |
17,545 |
-34 |
-0.2% |
17,742 |
Close |
17,588 |
17,562 |
-26 |
-0.1% |
17,786 |
Range |
314 |
108 |
-206 |
-65.6% |
446 |
ATR |
177 |
172 |
-5 |
-2.8% |
0 |
Volume |
3,322 |
9,683 |
6,361 |
191.5% |
3,394 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,911 |
17,844 |
17,622 |
|
R3 |
17,803 |
17,736 |
17,592 |
|
R2 |
17,695 |
17,695 |
17,582 |
|
R1 |
17,628 |
17,628 |
17,572 |
17,608 |
PP |
17,587 |
17,587 |
17,587 |
17,576 |
S1 |
17,520 |
17,520 |
17,552 |
17,500 |
S2 |
17,479 |
17,479 |
17,542 |
|
S3 |
17,371 |
17,412 |
17,532 |
|
S4 |
17,263 |
17,304 |
17,503 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,243 |
18,961 |
18,031 |
|
R3 |
18,797 |
18,515 |
17,909 |
|
R2 |
18,351 |
18,351 |
17,868 |
|
R1 |
18,069 |
18,069 |
17,827 |
17,987 |
PP |
17,905 |
17,905 |
17,905 |
17,865 |
S1 |
17,623 |
17,623 |
17,745 |
17,541 |
S2 |
17,459 |
17,459 |
17,704 |
|
S3 |
17,013 |
17,177 |
17,663 |
|
S4 |
16,567 |
16,731 |
17,541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,069 |
17,545 |
524 |
3.0% |
204 |
1.2% |
3% |
False |
True |
3,424 |
10 |
18,188 |
17,545 |
643 |
3.7% |
161 |
0.9% |
3% |
False |
True |
1,810 |
20 |
18,188 |
17,545 |
643 |
3.7% |
141 |
0.8% |
3% |
False |
True |
928 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
192 |
1.1% |
52% |
False |
False |
486 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
189 |
1.1% |
52% |
False |
False |
336 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
149 |
0.8% |
52% |
False |
False |
252 |
100 |
18,188 |
15,858 |
2,330 |
13.3% |
127 |
0.7% |
73% |
False |
False |
204 |
120 |
18,188 |
15,850 |
2,338 |
13.3% |
113 |
0.6% |
73% |
False |
False |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,112 |
2.618 |
17,936 |
1.618 |
17,828 |
1.000 |
17,761 |
0.618 |
17,720 |
HIGH |
17,653 |
0.618 |
17,612 |
0.500 |
17,599 |
0.382 |
17,586 |
LOW |
17,545 |
0.618 |
17,478 |
1.000 |
17,437 |
1.618 |
17,370 |
2.618 |
17,262 |
4.250 |
17,086 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,599 |
17,743 |
PP |
17,587 |
17,682 |
S1 |
17,574 |
17,622 |
|