Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,348.00 |
4,370.50 |
22.50 |
0.5% |
4,406.25 |
High |
4,377.75 |
4,434.25 |
56.50 |
1.3% |
4,409.25 |
Low |
4,341.75 |
4,335.75 |
-6.00 |
-0.1% |
4,281.50 |
Close |
4,370.50 |
4,420.25 |
49.75 |
1.1% |
4,302.25 |
Range |
36.00 |
98.50 |
62.50 |
173.6% |
127.75 |
ATR |
46.80 |
50.49 |
3.69 |
7.9% |
0.00 |
Volume |
260,406 |
316,293 |
55,887 |
21.5% |
464,355 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,692.25 |
4,654.75 |
4,474.50 |
|
R3 |
4,593.75 |
4,556.25 |
4,447.25 |
|
R2 |
4,495.25 |
4,495.25 |
4,438.25 |
|
R1 |
4,457.75 |
4,457.75 |
4,429.25 |
4,476.50 |
PP |
4,396.75 |
4,396.75 |
4,396.75 |
4,406.00 |
S1 |
4,359.25 |
4,359.25 |
4,411.25 |
4,378.00 |
S2 |
4,298.25 |
4,298.25 |
4,402.25 |
|
S3 |
4,199.75 |
4,260.75 |
4,393.25 |
|
S4 |
4,101.25 |
4,162.25 |
4,366.00 |
|
|
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 |
4,434.25 |
4,281.50 |
152.75 |
3.5% |
61.75 |
1.4% |
91% |
True |
False |
248,994 |
10 |
4,462.00 |
4,281.50 |
180.50 |
4.1% |
56.50 |
1.3% |
77% |
False |
False |
128,989 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.4% |
44.00 |
1.0% |
71% |
False |
False |
64,624 |
40 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
49.50 |
1.1% |
86% |
False |
False |
32,350 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
49.25 |
1.1% |
87% |
False |
False |
21,576 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
44.25 |
1.0% |
87% |
False |
False |
16,183 |
100 |
4,476.50 |
3,985.50 |
491.00 |
11.1% |
36.75 |
0.8% |
89% |
False |
False |
12,947 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.1% |
32.50 |
0.7% |
93% |
False |
False |
10,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,853.00 |
2.618 |
4,692.00 |
1.618 |
4,593.50 |
1.000 |
4,532.75 |
0.618 |
4,495.00 |
HIGH |
4,434.25 |
0.618 |
4,396.50 |
0.500 |
4,385.00 |
0.382 |
4,373.50 |
LOW |
4,335.75 |
0.618 |
4,275.00 |
1.000 |
4,237.25 |
1.618 |
4,176.50 |
2.618 |
4,078.00 |
4.250 |
3,917.00 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,408.50 |
4,401.25 |
PP |
4,396.75 |
4,382.50 |
S1 |
4,385.00 |
4,363.50 |
|