Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,167.6 |
1,161.4 |
-6.2 |
-0.5% |
1,214.9 |
High |
1,170.3 |
1,165.0 |
-5.3 |
-0.5% |
1,223.7 |
Low |
1,154.8 |
1,147.7 |
-7.1 |
-0.6% |
1,164.0 |
Close |
1,161.1 |
1,151.6 |
-9.5 |
-0.8% |
1,165.4 |
Range |
15.5 |
17.3 |
1.8 |
11.6% |
59.7 |
ATR |
18.5 |
18.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
17,482 |
30,391 |
12,909 |
73.8% |
45,980 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.7 |
1,196.4 |
1,161.1 |
|
R3 |
1,189.4 |
1,179.1 |
1,156.4 |
|
R2 |
1,172.1 |
1,172.1 |
1,154.8 |
|
R1 |
1,161.8 |
1,161.8 |
1,153.2 |
1,158.3 |
PP |
1,154.8 |
1,154.8 |
1,154.8 |
1,153.0 |
S1 |
1,144.5 |
1,144.5 |
1,150.0 |
1,141.0 |
S2 |
1,137.5 |
1,137.5 |
1,148.4 |
|
S3 |
1,120.2 |
1,127.2 |
1,146.8 |
|
S4 |
1,102.9 |
1,109.9 |
1,142.1 |
|
|
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 |
1,147.7 |
62.0 |
5.4% |
18.4 |
1.6% |
6% |
False |
True |
17,495 |
10 |
1,223.7 |
1,147.7 |
76.0 |
6.6% |
16.9 |
1.5% |
5% |
False |
True |
12,430 |
20 |
1,239.0 |
1,147.7 |
91.3 |
7.9% |
17.0 |
1.5% |
4% |
False |
True |
7,641 |
40 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.9 |
1.7% |
2% |
False |
True |
6,213 |
60 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.6 |
1.7% |
2% |
False |
True |
4,914 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.4% |
20.3 |
1.8% |
5% |
False |
False |
4,578 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
19.5 |
1.7% |
10% |
False |
False |
4,053 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
18.4 |
1.6% |
10% |
False |
False |
3,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,238.5 |
2.618 |
1,210.3 |
1.618 |
1,193.0 |
1.000 |
1,182.3 |
0.618 |
1,175.7 |
HIGH |
1,165.0 |
0.618 |
1,158.4 |
0.500 |
1,156.4 |
0.382 |
1,154.3 |
LOW |
1,147.7 |
0.618 |
1,137.0 |
1.000 |
1,130.4 |
1.618 |
1,119.7 |
2.618 |
1,102.4 |
4.250 |
1,074.2 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,156.4 |
1,161.6 |
PP |
1,154.8 |
1,158.2 |
S1 |
1,153.2 |
1,154.9 |
|