Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,842 |
17,770 |
-72 |
-0.4% |
17,800 |
High |
17,877 |
18,017 |
140 |
0.8% |
17,940 |
Low |
17,701 |
17,609 |
-92 |
-0.5% |
17,545 |
Close |
17,777 |
17,989 |
212 |
1.2% |
17,653 |
Range |
176 |
408 |
232 |
131.8% |
395 |
ATR |
193 |
208 |
15 |
8.0% |
0 |
Volume |
119,086 |
186,641 |
67,555 |
56.7% |
176,847 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,096 |
18,950 |
18,214 |
|
R3 |
18,688 |
18,542 |
18,101 |
|
R2 |
18,280 |
18,280 |
18,064 |
|
R1 |
18,134 |
18,134 |
18,027 |
18,207 |
PP |
17,872 |
17,872 |
17,872 |
17,908 |
S1 |
17,726 |
17,726 |
17,952 |
17,799 |
S2 |
17,464 |
17,464 |
17,914 |
|
S3 |
17,056 |
17,318 |
17,877 |
|
S4 |
16,648 |
16,910 |
17,765 |
|
|
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 |
18,017 |
17,547 |
470 |
2.6% |
286 |
1.6% |
94% |
True |
False |
115,713 |
10 |
18,069 |
17,545 |
524 |
2.9% |
245 |
1.4% |
85% |
False |
False |
59,568 |
20 |
18,188 |
17,545 |
643 |
3.6% |
185 |
1.0% |
69% |
False |
False |
29,848 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
194 |
1.1% |
85% |
False |
False |
14,943 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
191 |
1.1% |
85% |
False |
False |
9,976 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
165 |
0.9% |
85% |
False |
False |
7,484 |
100 |
18,188 |
16,455 |
1,733 |
9.6% |
139 |
0.8% |
89% |
False |
False |
5,988 |
120 |
18,188 |
15,850 |
2,338 |
13.0% |
125 |
0.7% |
91% |
False |
False |
4,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,751 |
2.618 |
19,085 |
1.618 |
18,677 |
1.000 |
18,425 |
0.618 |
18,269 |
HIGH |
18,017 |
0.618 |
17,861 |
0.500 |
17,813 |
0.382 |
17,765 |
LOW |
17,609 |
0.618 |
17,357 |
1.000 |
17,201 |
1.618 |
16,949 |
2.618 |
16,541 |
4.250 |
15,875 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,930 |
17,930 |
PP |
17,872 |
17,872 |
S1 |
17,813 |
17,813 |
|