Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,590 |
17,792 |
202 |
1.1% |
17,800 |
High |
17,824 |
17,828 |
4 |
0.0% |
17,940 |
Low |
17,561 |
17,547 |
-14 |
-0.1% |
17,545 |
Close |
17,792 |
17,653 |
-139 |
-0.8% |
17,653 |
Range |
263 |
281 |
18 |
6.8% |
395 |
ATR |
179 |
186 |
7 |
4.1% |
0 |
Volume |
37,957 |
124,275 |
86,318 |
227.4% |
176,847 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,519 |
18,367 |
17,808 |
|
R3 |
18,238 |
18,086 |
17,730 |
|
R2 |
17,957 |
17,957 |
17,705 |
|
R1 |
17,805 |
17,805 |
17,679 |
17,741 |
PP |
17,676 |
17,676 |
17,676 |
17,644 |
S1 |
17,524 |
17,524 |
17,627 |
17,460 |
S2 |
17,395 |
17,395 |
17,602 |
|
S3 |
17,114 |
17,243 |
17,576 |
|
S4 |
16,833 |
16,962 |
17,499 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,898 |
18,670 |
17,870 |
|
R3 |
18,503 |
18,275 |
17,762 |
|
R2 |
18,108 |
18,108 |
17,726 |
|
R1 |
17,880 |
17,880 |
17,689 |
17,797 |
PP |
17,713 |
17,713 |
17,713 |
17,671 |
S1 |
17,485 |
17,485 |
17,617 |
17,402 |
S2 |
17,318 |
17,318 |
17,581 |
|
S3 |
16,923 |
17,090 |
17,545 |
|
S4 |
16,528 |
16,695 |
17,436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,940 |
17,545 |
395 |
2.2% |
233 |
1.3% |
27% |
False |
False |
35,369 |
10 |
18,188 |
17,545 |
643 |
3.6% |
201 |
1.1% |
17% |
False |
False |
18,024 |
20 |
18,188 |
17,545 |
643 |
3.6% |
153 |
0.9% |
17% |
False |
False |
9,038 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
189 |
1.1% |
59% |
False |
False |
4,541 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
189 |
1.1% |
59% |
False |
False |
3,039 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
155 |
0.9% |
59% |
False |
False |
2,280 |
100 |
18,188 |
16,175 |
2,013 |
11.4% |
132 |
0.7% |
73% |
False |
False |
1,825 |
120 |
18,188 |
15,850 |
2,338 |
13.2% |
118 |
0.7% |
77% |
False |
False |
1,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,022 |
2.618 |
18,564 |
1.618 |
18,283 |
1.000 |
18,109 |
0.618 |
18,002 |
HIGH |
17,828 |
0.618 |
17,721 |
0.500 |
17,688 |
0.382 |
17,654 |
LOW |
17,547 |
0.618 |
17,373 |
1.000 |
17,266 |
1.618 |
17,092 |
2.618 |
16,811 |
4.250 |
16,353 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,688 |
17,687 |
PP |
17,676 |
17,675 |
S1 |
17,665 |
17,664 |
|