Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,170.1 |
1,167.6 |
-2.5 |
-0.2% |
1,214.9 |
High |
1,175.4 |
1,170.3 |
-5.1 |
-0.4% |
1,223.7 |
Low |
1,166.0 |
1,154.8 |
-11.2 |
-1.0% |
1,164.0 |
Close |
1,167.6 |
1,161.1 |
-6.5 |
-0.6% |
1,165.4 |
Range |
9.4 |
15.5 |
6.1 |
64.9% |
59.7 |
ATR |
18.8 |
18.5 |
-0.2 |
-1.2% |
0.0 |
Volume |
15,513 |
17,482 |
1,969 |
12.7% |
45,980 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.6 |
1,200.3 |
1,169.6 |
|
R3 |
1,193.1 |
1,184.8 |
1,165.4 |
|
R2 |
1,177.6 |
1,177.6 |
1,163.9 |
|
R1 |
1,169.3 |
1,169.3 |
1,162.5 |
1,165.7 |
PP |
1,162.1 |
1,162.1 |
1,162.1 |
1,160.3 |
S1 |
1,153.8 |
1,153.8 |
1,159.7 |
1,150.2 |
S2 |
1,146.6 |
1,146.6 |
1,158.3 |
|
S3 |
1,131.1 |
1,138.3 |
1,156.8 |
|
S4 |
1,115.6 |
1,122.8 |
1,152.6 |
|
|
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 |
1,209.7 |
1,154.8 |
54.9 |
4.7% |
16.9 |
1.5% |
11% |
False |
True |
13,189 |
10 |
1,223.7 |
1,154.8 |
68.9 |
5.9% |
16.2 |
1.4% |
9% |
False |
True |
9,659 |
20 |
1,246.5 |
1,154.8 |
91.7 |
7.9% |
16.9 |
1.5% |
7% |
False |
True |
6,266 |
40 |
1,309.0 |
1,154.8 |
154.2 |
13.3% |
19.9 |
1.7% |
4% |
False |
True |
5,519 |
60 |
1,309.0 |
1,154.8 |
154.2 |
13.3% |
19.6 |
1.7% |
4% |
False |
True |
4,464 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.3% |
20.2 |
1.7% |
11% |
False |
False |
4,234 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.1% |
19.6 |
1.7% |
15% |
False |
False |
3,750 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.1% |
18.3 |
1.6% |
15% |
False |
False |
3,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.2 |
2.618 |
1,210.9 |
1.618 |
1,195.4 |
1.000 |
1,185.8 |
0.618 |
1,179.9 |
HIGH |
1,170.3 |
0.618 |
1,164.4 |
0.500 |
1,162.6 |
0.382 |
1,160.7 |
LOW |
1,154.8 |
0.618 |
1,145.2 |
1.000 |
1,139.3 |
1.618 |
1,129.7 |
2.618 |
1,114.2 |
4.250 |
1,088.9 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,162.6 |
1,177.9 |
PP |
1,162.1 |
1,172.3 |
S1 |
1,161.6 |
1,166.7 |
|