Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,370.50 |
4,423.75 |
53.25 |
1.2% |
4,406.25 |
High |
4,434.25 |
4,435.00 |
0.75 |
0.0% |
4,409.25 |
Low |
4,335.75 |
4,411.50 |
75.75 |
1.7% |
4,281.50 |
Close |
4,420.25 |
4,422.00 |
1.75 |
0.0% |
4,302.25 |
Range |
98.50 |
23.50 |
-75.00 |
-76.1% |
127.75 |
ATR |
50.49 |
48.56 |
-1.93 |
-3.8% |
0.00 |
Volume |
316,293 |
228,573 |
-87,720 |
-27.7% |
464,355 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.25 |
4,481.25 |
4,435.00 |
|
R3 |
4,469.75 |
4,457.75 |
4,428.50 |
|
R2 |
4,446.25 |
4,446.25 |
4,426.25 |
|
R1 |
4,434.25 |
4,434.25 |
4,424.25 |
4,428.50 |
PP |
4,422.75 |
4,422.75 |
4,422.75 |
4,420.00 |
S1 |
4,410.75 |
4,410.75 |
4,419.75 |
4,405.00 |
S2 |
4,399.25 |
4,399.25 |
4,417.75 |
|
S3 |
4,375.75 |
4,387.25 |
4,415.50 |
|
S4 |
4,352.25 |
4,363.75 |
4,409.00 |
|
|
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 |
4,435.00 |
4,281.50 |
153.50 |
3.5% |
58.25 |
1.3% |
92% |
True |
False |
272,976 |
10 |
4,453.00 |
4,281.50 |
171.50 |
3.9% |
55.50 |
1.3% |
82% |
False |
False |
151,736 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.4% |
43.75 |
1.0% |
72% |
False |
False |
76,048 |
40 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
49.00 |
1.1% |
86% |
False |
False |
38,064 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
49.25 |
1.1% |
88% |
False |
False |
25,383 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
44.50 |
1.0% |
88% |
False |
False |
19,040 |
100 |
4,476.50 |
4,015.25 |
461.25 |
10.4% |
37.00 |
0.8% |
88% |
False |
False |
15,233 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.0% |
32.75 |
0.7% |
93% |
False |
False |
12,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,535.00 |
2.618 |
4,496.50 |
1.618 |
4,473.00 |
1.000 |
4,458.50 |
0.618 |
4,449.50 |
HIGH |
4,435.00 |
0.618 |
4,426.00 |
0.500 |
4,423.25 |
0.382 |
4,420.50 |
LOW |
4,411.50 |
0.618 |
4,397.00 |
1.000 |
4,388.00 |
1.618 |
4,373.50 |
2.618 |
4,350.00 |
4.250 |
4,311.50 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,423.25 |
4,409.75 |
PP |
4,422.75 |
4,397.50 |
S1 |
4,422.50 |
4,385.50 |
|