Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,306.00 |
4,348.00 |
42.00 |
1.0% |
4,406.25 |
High |
4,365.75 |
4,377.75 |
12.00 |
0.3% |
4,409.25 |
Low |
4,292.75 |
4,341.75 |
49.00 |
1.1% |
4,281.50 |
Close |
4,352.75 |
4,370.50 |
17.75 |
0.4% |
4,302.25 |
Range |
73.00 |
36.00 |
-37.00 |
-50.7% |
127.75 |
ATR |
47.63 |
46.80 |
-0.83 |
-1.7% |
0.00 |
Volume |
245,966 |
260,406 |
14,440 |
5.9% |
464,355 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,471.25 |
4,457.00 |
4,390.25 |
|
R3 |
4,435.25 |
4,421.00 |
4,380.50 |
|
R2 |
4,399.25 |
4,399.25 |
4,377.00 |
|
R1 |
4,385.00 |
4,385.00 |
4,373.75 |
4,392.00 |
PP |
4,363.25 |
4,363.25 |
4,363.25 |
4,367.00 |
S1 |
4,349.00 |
4,349.00 |
4,367.25 |
4,356.00 |
S2 |
4,327.25 |
4,327.25 |
4,364.00 |
|
S3 |
4,291.25 |
4,313.00 |
4,360.50 |
|
S4 |
4,255.25 |
4,277.00 |
4,350.75 |
|
|
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 |
4,377.75 |
4,281.50 |
96.25 |
2.2% |
50.50 |
1.2% |
92% |
True |
False |
190,941 |
10 |
4,462.00 |
4,281.50 |
180.50 |
4.1% |
50.25 |
1.2% |
49% |
False |
False |
97,438 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.5% |
40.00 |
0.9% |
46% |
False |
False |
48,843 |
40 |
4,476.50 |
4,084.25 |
392.25 |
9.0% |
47.50 |
1.1% |
73% |
False |
False |
24,443 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
49.50 |
1.1% |
76% |
False |
False |
16,305 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
43.00 |
1.0% |
76% |
False |
False |
12,229 |
100 |
4,476.50 |
3,926.50 |
550.00 |
12.6% |
35.75 |
0.8% |
81% |
False |
False |
9,784 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.2% |
32.00 |
0.7% |
86% |
False |
False |
8,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,530.75 |
2.618 |
4,472.00 |
1.618 |
4,436.00 |
1.000 |
4,413.75 |
0.618 |
4,400.00 |
HIGH |
4,377.75 |
0.618 |
4,364.00 |
0.500 |
4,359.75 |
0.382 |
4,355.50 |
LOW |
4,341.75 |
0.618 |
4,319.50 |
1.000 |
4,305.75 |
1.618 |
4,283.50 |
2.618 |
4,247.50 |
4.250 |
4,188.75 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,367.00 |
4,357.00 |
PP |
4,363.25 |
4,343.25 |
S1 |
4,359.75 |
4,329.50 |
|