Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,198.7 |
1,170.1 |
-28.6 |
-2.4% |
1,214.9 |
High |
1,201.0 |
1,175.4 |
-25.6 |
-2.1% |
1,223.7 |
Low |
1,164.0 |
1,166.0 |
2.0 |
0.2% |
1,164.0 |
Close |
1,165.4 |
1,167.6 |
2.2 |
0.2% |
1,165.4 |
Range |
37.0 |
9.4 |
-27.6 |
-74.6% |
59.7 |
ATR |
19.4 |
18.8 |
-0.7 |
-3.5% |
0.0 |
Volume |
19,348 |
15,513 |
-3,835 |
-19.8% |
45,980 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.9 |
1,192.1 |
1,172.8 |
|
R3 |
1,188.5 |
1,182.7 |
1,170.2 |
|
R2 |
1,179.1 |
1,179.1 |
1,169.3 |
|
R1 |
1,173.3 |
1,173.3 |
1,168.5 |
1,171.5 |
PP |
1,169.7 |
1,169.7 |
1,169.7 |
1,168.8 |
S1 |
1,163.9 |
1,163.9 |
1,166.7 |
1,162.1 |
S2 |
1,160.3 |
1,160.3 |
1,165.9 |
|
S3 |
1,150.9 |
1,154.5 |
1,165.0 |
|
S4 |
1,141.5 |
1,145.1 |
1,162.4 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.5 |
1,324.1 |
1,198.2 |
|
R3 |
1,303.8 |
1,264.4 |
1,181.8 |
|
R2 |
1,244.1 |
1,244.1 |
1,176.3 |
|
R1 |
1,204.7 |
1,204.7 |
1,170.9 |
1,194.6 |
PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,179.3 |
S1 |
1,145.0 |
1,145.0 |
1,159.9 |
1,134.9 |
S2 |
1,124.7 |
1,124.7 |
1,154.5 |
|
S3 |
1,065.0 |
1,085.3 |
1,149.0 |
|
S4 |
1,005.3 |
1,025.6 |
1,132.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.3 |
1,164.0 |
51.3 |
4.4% |
17.7 |
1.5% |
7% |
False |
False |
11,620 |
10 |
1,223.7 |
1,164.0 |
59.7 |
5.1% |
16.1 |
1.4% |
6% |
False |
False |
8,145 |
20 |
1,246.5 |
1,164.0 |
82.5 |
7.1% |
16.5 |
1.4% |
4% |
False |
False |
5,601 |
40 |
1,309.0 |
1,164.0 |
145.0 |
12.4% |
19.9 |
1.7% |
2% |
False |
False |
5,176 |
60 |
1,309.0 |
1,164.0 |
145.0 |
12.4% |
19.5 |
1.7% |
2% |
False |
False |
4,249 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.2% |
20.3 |
1.7% |
15% |
False |
False |
4,055 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.0% |
19.5 |
1.7% |
19% |
False |
False |
3,592 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.0% |
18.3 |
1.6% |
19% |
False |
False |
3,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.4 |
2.618 |
1,200.0 |
1.618 |
1,190.6 |
1.000 |
1,184.8 |
0.618 |
1,181.2 |
HIGH |
1,175.4 |
0.618 |
1,171.8 |
0.500 |
1,170.7 |
0.382 |
1,169.6 |
LOW |
1,166.0 |
0.618 |
1,160.2 |
1.000 |
1,156.6 |
1.618 |
1,150.8 |
2.618 |
1,141.4 |
4.250 |
1,126.1 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,170.7 |
1,186.9 |
PP |
1,169.7 |
1,180.4 |
S1 |
1,168.6 |
1,174.0 |
|