Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,445.50 |
4,406.25 |
-39.25 |
-0.9% |
4,443.75 |
High |
4,453.00 |
4,409.25 |
-43.75 |
-1.0% |
4,476.50 |
Low |
4,382.75 |
4,385.50 |
2.75 |
0.1% |
4,382.75 |
Close |
4,398.50 |
4,407.25 |
8.75 |
0.2% |
4,398.50 |
Range |
70.25 |
23.75 |
-46.50 |
-66.2% |
93.75 |
ATR |
43.29 |
41.89 |
-1.40 |
-3.2% |
0.00 |
Volume |
1,768 |
6,683 |
4,915 |
278.0% |
4,647 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.00 |
4,463.25 |
4,420.25 |
|
R3 |
4,448.25 |
4,439.50 |
4,413.75 |
|
R2 |
4,424.50 |
4,424.50 |
4,411.50 |
|
R1 |
4,415.75 |
4,415.75 |
4,409.50 |
4,420.00 |
PP |
4,400.75 |
4,400.75 |
4,400.75 |
4,402.75 |
S1 |
4,392.00 |
4,392.00 |
4,405.00 |
4,396.50 |
S2 |
4,377.00 |
4,377.00 |
4,403.00 |
|
S3 |
4,353.25 |
4,368.25 |
4,400.75 |
|
S4 |
4,329.50 |
4,344.50 |
4,394.25 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.50 |
4,643.25 |
4,450.00 |
|
R3 |
4,606.75 |
4,549.50 |
4,424.25 |
|
R2 |
4,513.00 |
4,513.00 |
4,415.75 |
|
R1 |
4,455.75 |
4,455.75 |
4,407.00 |
4,437.50 |
PP |
4,419.25 |
4,419.25 |
4,419.25 |
4,410.00 |
S1 |
4,362.00 |
4,362.00 |
4,390.00 |
4,343.75 |
S2 |
4,325.50 |
4,325.50 |
4,381.25 |
|
S3 |
4,231.75 |
4,268.25 |
4,372.75 |
|
S4 |
4,138.00 |
4,174.50 |
4,347.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.50 |
4,382.75 |
89.75 |
2.0% |
41.75 |
0.9% |
27% |
False |
False |
2,199 |
10 |
4,476.50 |
4,382.75 |
93.75 |
2.1% |
35.25 |
0.8% |
26% |
False |
False |
1,182 |
20 |
4,476.50 |
4,196.75 |
279.75 |
6.3% |
35.00 |
0.8% |
75% |
False |
False |
654 |
40 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.00 |
1.1% |
84% |
False |
False |
348 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
49.00 |
1.1% |
84% |
False |
False |
238 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
39.25 |
0.9% |
84% |
False |
False |
179 |
100 |
4,476.50 |
3,722.75 |
753.75 |
17.1% |
33.00 |
0.7% |
91% |
False |
False |
144 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.1% |
29.50 |
0.7% |
91% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,510.25 |
2.618 |
4,471.50 |
1.618 |
4,447.75 |
1.000 |
4,433.00 |
0.618 |
4,424.00 |
HIGH |
4,409.25 |
0.618 |
4,400.25 |
0.500 |
4,397.50 |
0.382 |
4,394.50 |
LOW |
4,385.50 |
0.618 |
4,370.75 |
1.000 |
4,361.75 |
1.618 |
4,347.00 |
2.618 |
4,323.25 |
4.250 |
4,284.50 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,404.00 |
4,422.50 |
PP |
4,400.75 |
4,417.25 |
S1 |
4,397.50 |
4,412.25 |
|