Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,161.4 |
1,155.0 |
-6.4 |
-0.6% |
1,214.9 |
High |
1,165.0 |
1,166.6 |
1.6 |
0.1% |
1,223.7 |
Low |
1,147.7 |
1,148.5 |
0.8 |
0.1% |
1,164.0 |
Close |
1,151.6 |
1,152.9 |
1.3 |
0.1% |
1,165.4 |
Range |
17.3 |
18.1 |
0.8 |
4.6% |
59.7 |
ATR |
18.4 |
18.4 |
0.0 |
-0.1% |
0.0 |
Volume |
30,391 |
28,391 |
-2,000 |
-6.6% |
45,980 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,210.3 |
1,199.7 |
1,162.9 |
|
R3 |
1,192.2 |
1,181.6 |
1,157.9 |
|
R2 |
1,174.1 |
1,174.1 |
1,156.2 |
|
R1 |
1,163.5 |
1,163.5 |
1,154.6 |
1,159.8 |
PP |
1,156.0 |
1,156.0 |
1,156.0 |
1,154.1 |
S1 |
1,145.4 |
1,145.4 |
1,151.2 |
1,141.7 |
S2 |
1,137.9 |
1,137.9 |
1,149.6 |
|
S3 |
1,119.8 |
1,127.3 |
1,147.9 |
|
S4 |
1,101.7 |
1,109.2 |
1,142.9 |
|
|
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 |
1,201.0 |
1,147.7 |
53.3 |
4.6% |
19.5 |
1.7% |
10% |
False |
False |
22,225 |
10 |
1,223.7 |
1,147.7 |
76.0 |
6.6% |
17.2 |
1.5% |
7% |
False |
False |
14,634 |
20 |
1,236.0 |
1,147.7 |
88.3 |
7.7% |
16.9 |
1.5% |
6% |
False |
False |
8,911 |
40 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
20.0 |
1.7% |
3% |
False |
False |
6,860 |
60 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.7 |
1.7% |
3% |
False |
False |
5,349 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.4% |
20.3 |
1.8% |
6% |
False |
False |
4,874 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
19.6 |
1.7% |
11% |
False |
False |
4,323 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
18.4 |
1.6% |
11% |
False |
False |
3,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.5 |
2.618 |
1,214.0 |
1.618 |
1,195.9 |
1.000 |
1,184.7 |
0.618 |
1,177.8 |
HIGH |
1,166.6 |
0.618 |
1,159.7 |
0.500 |
1,157.6 |
0.382 |
1,155.4 |
LOW |
1,148.5 |
0.618 |
1,137.3 |
1.000 |
1,130.4 |
1.618 |
1,119.2 |
2.618 |
1,101.1 |
4.250 |
1,071.6 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,157.6 |
1,159.0 |
PP |
1,156.0 |
1,157.0 |
S1 |
1,154.5 |
1,154.9 |
|