Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,770 |
17,992 |
222 |
1.2% |
17,800 |
High |
18,017 |
18,046 |
29 |
0.2% |
17,940 |
Low |
17,609 |
17,847 |
238 |
1.4% |
17,545 |
Close |
17,989 |
17,885 |
-104 |
-0.6% |
17,653 |
Range |
408 |
199 |
-209 |
-51.2% |
395 |
ATR |
208 |
208 |
-1 |
-0.3% |
0 |
Volume |
186,641 |
128,869 |
-57,772 |
-31.0% |
176,847 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,523 |
18,403 |
17,995 |
|
R3 |
18,324 |
18,204 |
17,940 |
|
R2 |
18,125 |
18,125 |
17,922 |
|
R1 |
18,005 |
18,005 |
17,903 |
17,966 |
PP |
17,926 |
17,926 |
17,926 |
17,906 |
S1 |
17,806 |
17,806 |
17,867 |
17,767 |
S2 |
17,727 |
17,727 |
17,849 |
|
S3 |
17,528 |
17,607 |
17,830 |
|
S4 |
17,329 |
17,408 |
17,776 |
|
|
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 |
18,046 |
17,547 |
499 |
2.8% |
273 |
1.5% |
68% |
True |
False |
133,895 |
10 |
18,069 |
17,545 |
524 |
2.9% |
258 |
1.4% |
65% |
False |
False |
72,438 |
20 |
18,188 |
17,545 |
643 |
3.6% |
189 |
1.1% |
53% |
False |
False |
36,290 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
195 |
1.1% |
77% |
False |
False |
18,164 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
191 |
1.1% |
77% |
False |
False |
12,122 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
168 |
0.9% |
77% |
False |
False |
9,095 |
100 |
18,188 |
16,578 |
1,610 |
9.0% |
141 |
0.8% |
81% |
False |
False |
7,277 |
120 |
18,188 |
15,850 |
2,338 |
13.1% |
127 |
0.7% |
87% |
False |
False |
6,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,892 |
2.618 |
18,567 |
1.618 |
18,368 |
1.000 |
18,245 |
0.618 |
18,169 |
HIGH |
18,046 |
0.618 |
17,970 |
0.500 |
17,947 |
0.382 |
17,923 |
LOW |
17,847 |
0.618 |
17,724 |
1.000 |
17,648 |
1.618 |
17,525 |
2.618 |
17,326 |
4.250 |
17,001 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,947 |
17,866 |
PP |
17,926 |
17,847 |
S1 |
17,906 |
17,828 |
|