Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,792 |
17,654 |
-138 |
-0.8% |
17,800 |
High |
17,828 |
17,913 |
85 |
0.5% |
17,940 |
Low |
17,547 |
17,611 |
64 |
0.4% |
17,545 |
Close |
17,653 |
17,855 |
202 |
1.1% |
17,653 |
Range |
281 |
302 |
21 |
7.5% |
395 |
ATR |
186 |
194 |
8 |
4.5% |
0 |
Volume |
124,275 |
110,608 |
-13,667 |
-11.0% |
176,847 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,699 |
18,579 |
18,021 |
|
R3 |
18,397 |
18,277 |
17,938 |
|
R2 |
18,095 |
18,095 |
17,910 |
|
R1 |
17,975 |
17,975 |
17,883 |
18,035 |
PP |
17,793 |
17,793 |
17,793 |
17,823 |
S1 |
17,673 |
17,673 |
17,827 |
17,733 |
S2 |
17,491 |
17,491 |
17,800 |
|
S3 |
17,189 |
17,371 |
17,772 |
|
S4 |
16,887 |
17,069 |
17,689 |
|
|
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 |
17,913 |
17,545 |
368 |
2.1% |
254 |
1.4% |
84% |
True |
False |
57,169 |
10 |
18,176 |
17,545 |
631 |
3.5% |
217 |
1.2% |
49% |
False |
False |
29,073 |
20 |
18,188 |
17,545 |
643 |
3.6% |
165 |
0.9% |
48% |
False |
False |
14,566 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
192 |
1.1% |
75% |
False |
False |
7,304 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
192 |
1.1% |
75% |
False |
False |
4,882 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
158 |
0.9% |
75% |
False |
False |
3,663 |
100 |
18,188 |
16,262 |
1,926 |
10.8% |
135 |
0.8% |
83% |
False |
False |
2,931 |
120 |
18,188 |
15,850 |
2,338 |
13.1% |
120 |
0.7% |
86% |
False |
False |
2,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,197 |
2.618 |
18,704 |
1.618 |
18,402 |
1.000 |
18,215 |
0.618 |
18,100 |
HIGH |
17,913 |
0.618 |
17,798 |
0.500 |
17,762 |
0.382 |
17,726 |
LOW |
17,611 |
0.618 |
17,424 |
1.000 |
17,309 |
1.618 |
17,122 |
2.618 |
16,820 |
4.250 |
16,328 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,824 |
17,813 |
PP |
17,793 |
17,772 |
S1 |
17,762 |
17,730 |
|