Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,328.50 |
4,305.25 |
-23.25 |
-0.5% |
4,443.75 |
High |
4,340.75 |
4,333.50 |
-7.25 |
-0.2% |
4,476.50 |
Low |
4,298.25 |
4,292.50 |
-5.75 |
-0.1% |
4,382.75 |
Close |
4,301.25 |
4,324.75 |
23.50 |
0.5% |
4,398.50 |
Range |
42.50 |
41.00 |
-1.50 |
-3.5% |
93.75 |
ATR |
44.83 |
44.56 |
-0.27 |
-0.6% |
0.00 |
Volume |
26,027 |
108,665 |
82,638 |
317.5% |
4,647 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,440.00 |
4,423.25 |
4,347.25 |
|
R3 |
4,399.00 |
4,382.25 |
4,336.00 |
|
R2 |
4,358.00 |
4,358.00 |
4,332.25 |
|
R1 |
4,341.25 |
4,341.25 |
4,328.50 |
4,349.50 |
PP |
4,317.00 |
4,317.00 |
4,317.00 |
4,321.00 |
S1 |
4,300.25 |
4,300.25 |
4,321.00 |
4,308.50 |
S2 |
4,276.00 |
4,276.00 |
4,317.25 |
|
S3 |
4,235.00 |
4,259.25 |
4,313.50 |
|
S4 |
4,194.00 |
4,218.25 |
4,302.25 |
|
|
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 |
4,453.00 |
4,292.50 |
160.50 |
3.7% |
52.50 |
1.2% |
20% |
False |
True |
30,496 |
10 |
4,476.50 |
4,292.50 |
184.00 |
4.3% |
44.00 |
1.0% |
18% |
False |
True |
15,558 |
20 |
4,476.50 |
4,290.50 |
186.00 |
4.3% |
37.00 |
0.9% |
18% |
False |
False |
7,850 |
40 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
49.00 |
1.1% |
65% |
False |
False |
3,948 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
49.00 |
1.1% |
65% |
False |
False |
2,638 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
41.00 |
0.9% |
65% |
False |
False |
1,979 |
100 |
4,476.50 |
3,785.25 |
691.25 |
16.0% |
34.50 |
0.8% |
78% |
False |
False |
1,584 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
30.75 |
0.7% |
80% |
False |
False |
1,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,507.75 |
2.618 |
4,440.75 |
1.618 |
4,399.75 |
1.000 |
4,374.50 |
0.618 |
4,358.75 |
HIGH |
4,333.50 |
0.618 |
4,317.75 |
0.500 |
4,313.00 |
0.382 |
4,308.25 |
LOW |
4,292.50 |
0.618 |
4,267.25 |
1.000 |
4,251.50 |
1.618 |
4,226.25 |
2.618 |
4,185.25 |
4.250 |
4,118.25 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,320.75 |
4,350.25 |
PP |
4,317.00 |
4,341.75 |
S1 |
4,313.00 |
4,333.25 |
|