Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,305.25 |
4,326.75 |
21.50 |
0.5% |
4,406.25 |
High |
4,333.50 |
4,341.75 |
8.25 |
0.2% |
4,409.25 |
Low |
4,292.50 |
4,281.50 |
-11.00 |
-0.3% |
4,281.50 |
Close |
4,324.75 |
4,302.25 |
-22.50 |
-0.5% |
4,302.25 |
Range |
41.00 |
60.25 |
19.25 |
47.0% |
127.75 |
ATR |
44.56 |
45.68 |
1.12 |
2.5% |
0.00 |
Volume |
108,665 |
313,642 |
204,977 |
188.6% |
464,355 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,489.25 |
4,456.00 |
4,335.50 |
|
R3 |
4,429.00 |
4,395.75 |
4,318.75 |
|
R2 |
4,368.75 |
4,368.75 |
4,313.25 |
|
R1 |
4,335.50 |
4,335.50 |
4,307.75 |
4,322.00 |
PP |
4,308.50 |
4,308.50 |
4,308.50 |
4,301.75 |
S1 |
4,275.25 |
4,275.25 |
4,296.75 |
4,261.75 |
S2 |
4,248.25 |
4,248.25 |
4,291.25 |
|
S3 |
4,188.00 |
4,215.00 |
4,285.75 |
|
S4 |
4,127.75 |
4,154.75 |
4,269.00 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,714.25 |
4,636.00 |
4,372.50 |
|
R3 |
4,586.50 |
4,508.25 |
4,337.50 |
|
R2 |
4,458.75 |
4,458.75 |
4,325.75 |
|
R1 |
4,380.50 |
4,380.50 |
4,314.00 |
4,355.75 |
PP |
4,331.00 |
4,331.00 |
4,331.00 |
4,318.50 |
S1 |
4,252.75 |
4,252.75 |
4,290.50 |
4,228.00 |
S2 |
4,203.25 |
4,203.25 |
4,278.75 |
|
S3 |
4,075.50 |
4,125.00 |
4,267.00 |
|
S4 |
3,947.75 |
3,997.25 |
4,232.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,409.25 |
4,281.50 |
127.75 |
3.0% |
50.50 |
1.2% |
16% |
False |
True |
92,871 |
10 |
4,476.50 |
4,281.50 |
195.00 |
4.5% |
47.50 |
1.1% |
11% |
False |
True |
46,900 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.5% |
37.75 |
0.9% |
11% |
False |
True |
23,531 |
40 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
49.25 |
1.1% |
60% |
False |
False |
11,785 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
49.75 |
1.2% |
60% |
False |
False |
7,865 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
41.50 |
1.0% |
60% |
False |
False |
5,900 |
100 |
4,476.50 |
3,847.25 |
629.25 |
14.6% |
35.00 |
0.8% |
72% |
False |
False |
4,720 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.5% |
31.25 |
0.7% |
77% |
False |
False |
3,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.75 |
2.618 |
4,499.50 |
1.618 |
4,439.25 |
1.000 |
4,402.00 |
0.618 |
4,379.00 |
HIGH |
4,341.75 |
0.618 |
4,318.75 |
0.500 |
4,311.50 |
0.382 |
4,304.50 |
LOW |
4,281.50 |
0.618 |
4,244.25 |
1.000 |
4,221.25 |
1.618 |
4,184.00 |
2.618 |
4,123.75 |
4.250 |
4,025.50 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,311.50 |
4,311.50 |
PP |
4,308.50 |
4,308.50 |
S1 |
4,305.50 |
4,305.50 |
|