Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,326.75 |
4,306.00 |
-20.75 |
-0.5% |
4,406.25 |
High |
4,341.75 |
4,365.75 |
24.00 |
0.6% |
4,409.25 |
Low |
4,281.50 |
4,292.75 |
11.25 |
0.3% |
4,281.50 |
Close |
4,302.25 |
4,352.75 |
50.50 |
1.2% |
4,302.25 |
Range |
60.25 |
73.00 |
12.75 |
21.2% |
127.75 |
ATR |
45.68 |
47.63 |
1.95 |
4.3% |
0.00 |
Volume |
313,642 |
245,966 |
-67,676 |
-21.6% |
464,355 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,556.00 |
4,527.50 |
4,393.00 |
|
R3 |
4,483.00 |
4,454.50 |
4,372.75 |
|
R2 |
4,410.00 |
4,410.00 |
4,366.25 |
|
R1 |
4,381.50 |
4,381.50 |
4,359.50 |
4,395.75 |
PP |
4,337.00 |
4,337.00 |
4,337.00 |
4,344.25 |
S1 |
4,308.50 |
4,308.50 |
4,346.00 |
4,322.75 |
S2 |
4,264.00 |
4,264.00 |
4,339.25 |
|
S3 |
4,191.00 |
4,235.50 |
4,332.75 |
|
S4 |
4,118.00 |
4,162.50 |
4,312.50 |
|
|
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 |
4,408.00 |
4,281.50 |
126.50 |
2.9% |
60.50 |
1.4% |
56% |
False |
False |
140,727 |
10 |
4,472.50 |
4,281.50 |
191.00 |
4.4% |
51.00 |
1.2% |
37% |
False |
False |
71,463 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.5% |
39.25 |
0.9% |
37% |
False |
False |
35,827 |
40 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
49.00 |
1.1% |
72% |
False |
False |
17,934 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
49.25 |
1.1% |
72% |
False |
False |
11,965 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
42.50 |
1.0% |
72% |
False |
False |
8,974 |
100 |
4,476.50 |
3,925.00 |
551.50 |
12.7% |
35.75 |
0.8% |
78% |
False |
False |
7,180 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.3% |
31.75 |
0.7% |
84% |
False |
False |
5,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.00 |
2.618 |
4,556.75 |
1.618 |
4,483.75 |
1.000 |
4,438.75 |
0.618 |
4,410.75 |
HIGH |
4,365.75 |
0.618 |
4,337.75 |
0.500 |
4,329.25 |
0.382 |
4,320.75 |
LOW |
4,292.75 |
0.618 |
4,247.75 |
1.000 |
4,219.75 |
1.618 |
4,174.75 |
2.618 |
4,101.75 |
4.250 |
3,982.50 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,345.00 |
4,343.00 |
PP |
4,337.00 |
4,333.25 |
S1 |
4,329.25 |
4,323.50 |
|