Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,654 |
17,842 |
188 |
1.1% |
17,800 |
High |
17,913 |
17,877 |
-36 |
-0.2% |
17,940 |
Low |
17,611 |
17,701 |
90 |
0.5% |
17,545 |
Close |
17,855 |
17,777 |
-78 |
-0.4% |
17,653 |
Range |
302 |
176 |
-126 |
-41.7% |
395 |
ATR |
194 |
193 |
-1 |
-0.7% |
0 |
Volume |
110,608 |
119,086 |
8,478 |
7.7% |
176,847 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,313 |
18,221 |
17,874 |
|
R3 |
18,137 |
18,045 |
17,826 |
|
R2 |
17,961 |
17,961 |
17,809 |
|
R1 |
17,869 |
17,869 |
17,793 |
17,827 |
PP |
17,785 |
17,785 |
17,785 |
17,764 |
S1 |
17,693 |
17,693 |
17,761 |
17,651 |
S2 |
17,609 |
17,609 |
17,745 |
|
S3 |
17,433 |
17,517 |
17,729 |
|
S4 |
17,257 |
17,341 |
17,680 |
|
|
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% |
226 |
1.3% |
63% |
False |
False |
80,321 |
10 |
18,093 |
17,545 |
548 |
3.1% |
222 |
1.2% |
42% |
False |
False |
40,958 |
20 |
18,188 |
17,545 |
643 |
3.6% |
168 |
0.9% |
36% |
False |
False |
20,518 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
189 |
1.1% |
69% |
False |
False |
10,280 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
191 |
1.1% |
69% |
False |
False |
6,865 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
160 |
0.9% |
69% |
False |
False |
5,151 |
100 |
18,188 |
16,262 |
1,926 |
10.8% |
137 |
0.8% |
79% |
False |
False |
4,122 |
120 |
18,188 |
15,850 |
2,338 |
13.2% |
122 |
0.7% |
82% |
False |
False |
3,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,625 |
2.618 |
18,338 |
1.618 |
18,162 |
1.000 |
18,053 |
0.618 |
17,986 |
HIGH |
17,877 |
0.618 |
17,810 |
0.500 |
17,789 |
0.382 |
17,768 |
LOW |
17,701 |
0.618 |
17,592 |
1.000 |
17,525 |
1.618 |
17,416 |
2.618 |
17,240 |
4.250 |
16,953 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,789 |
17,761 |
PP |
17,785 |
17,746 |
S1 |
17,781 |
17,730 |
|