Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,594 |
17,590 |
-4 |
0.0% |
18,080 |
High |
17,653 |
17,824 |
171 |
1.0% |
18,188 |
Low |
17,545 |
17,561 |
16 |
0.1% |
17,742 |
Close |
17,562 |
17,792 |
230 |
1.3% |
17,786 |
Range |
108 |
263 |
155 |
143.5% |
446 |
ATR |
172 |
179 |
6 |
3.8% |
0 |
Volume |
9,683 |
37,957 |
28,274 |
292.0% |
3,394 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,515 |
18,416 |
17,937 |
|
R3 |
18,252 |
18,153 |
17,864 |
|
R2 |
17,989 |
17,989 |
17,840 |
|
R1 |
17,890 |
17,890 |
17,816 |
17,940 |
PP |
17,726 |
17,726 |
17,726 |
17,750 |
S1 |
17,627 |
17,627 |
17,768 |
17,677 |
S2 |
17,463 |
17,463 |
17,744 |
|
S3 |
17,200 |
17,364 |
17,720 |
|
S4 |
16,937 |
17,101 |
17,647 |
|
|
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 |
2.9% |
243 |
1.4% |
47% |
False |
False |
10,981 |
10 |
18,188 |
17,545 |
643 |
3.6% |
180 |
1.0% |
38% |
False |
False |
5,599 |
20 |
18,188 |
17,545 |
643 |
3.6% |
146 |
0.8% |
38% |
False |
False |
2,825 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
189 |
1.1% |
70% |
False |
False |
1,435 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
188 |
1.1% |
70% |
False |
False |
968 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
151 |
0.8% |
70% |
False |
False |
727 |
100 |
18,188 |
16,152 |
2,036 |
11.4% |
130 |
0.7% |
81% |
False |
False |
583 |
120 |
18,188 |
15,850 |
2,338 |
13.1% |
116 |
0.6% |
83% |
False |
False |
487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,942 |
2.618 |
18,513 |
1.618 |
18,250 |
1.000 |
18,087 |
0.618 |
17,987 |
HIGH |
17,824 |
0.618 |
17,724 |
0.500 |
17,693 |
0.382 |
17,662 |
LOW |
17,561 |
0.618 |
17,399 |
1.000 |
17,298 |
1.618 |
17,136 |
2.618 |
16,873 |
4.250 |
16,443 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,759 |
17,768 |
PP |
17,726 |
17,743 |
S1 |
17,693 |
17,719 |
|