Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,406.25 |
4,408.00 |
1.75 |
0.0% |
4,443.75 |
High |
4,409.25 |
4,408.00 |
-1.25 |
0.0% |
4,476.50 |
Low |
4,385.50 |
4,322.50 |
-63.00 |
-1.4% |
4,382.75 |
Close |
4,407.25 |
4,324.75 |
-82.50 |
-1.9% |
4,398.50 |
Range |
23.75 |
85.50 |
61.75 |
260.0% |
93.75 |
ATR |
41.89 |
45.01 |
3.11 |
7.4% |
0.00 |
Volume |
6,683 |
9,338 |
2,655 |
39.7% |
4,647 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,608.25 |
4,552.00 |
4,371.75 |
|
R3 |
4,522.75 |
4,466.50 |
4,348.25 |
|
R2 |
4,437.25 |
4,437.25 |
4,340.50 |
|
R1 |
4,381.00 |
4,381.00 |
4,332.50 |
4,366.50 |
PP |
4,351.75 |
4,351.75 |
4,351.75 |
4,344.50 |
S1 |
4,295.50 |
4,295.50 |
4,317.00 |
4,281.00 |
S2 |
4,266.25 |
4,266.25 |
4,309.00 |
|
S3 |
4,180.75 |
4,210.00 |
4,301.25 |
|
S4 |
4,095.25 |
4,124.50 |
4,277.75 |
|
|
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 |
4,462.00 |
4,322.50 |
139.50 |
3.2% |
50.00 |
1.2% |
2% |
False |
True |
3,935 |
10 |
4,476.50 |
4,322.50 |
154.00 |
3.6% |
42.00 |
1.0% |
1% |
False |
True |
2,110 |
20 |
4,476.50 |
4,211.25 |
265.25 |
6.1% |
38.25 |
0.9% |
43% |
False |
False |
1,120 |
40 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
50.75 |
1.2% |
65% |
False |
False |
581 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
49.25 |
1.1% |
65% |
False |
False |
394 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
40.25 |
0.9% |
65% |
False |
False |
296 |
100 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
33.50 |
0.8% |
80% |
False |
False |
237 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
30.00 |
0.7% |
80% |
False |
False |
198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,771.50 |
2.618 |
4,631.75 |
1.618 |
4,546.25 |
1.000 |
4,493.50 |
0.618 |
4,460.75 |
HIGH |
4,408.00 |
0.618 |
4,375.25 |
0.500 |
4,365.25 |
0.382 |
4,355.25 |
LOW |
4,322.50 |
0.618 |
4,269.75 |
1.000 |
4,237.00 |
1.618 |
4,184.25 |
2.618 |
4,098.75 |
4.250 |
3,959.00 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,365.25 |
4,387.75 |
PP |
4,351.75 |
4,366.75 |
S1 |
4,338.25 |
4,345.75 |
|