Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,155.0 |
1,153.6 |
-1.4 |
-0.1% |
1,170.1 |
High |
1,166.6 |
1,161.7 |
-4.9 |
-0.4% |
1,175.4 |
Low |
1,148.5 |
1,151.5 |
3.0 |
0.3% |
1,147.7 |
Close |
1,152.9 |
1,153.3 |
0.4 |
0.0% |
1,153.3 |
Range |
18.1 |
10.2 |
-7.9 |
-43.6% |
27.7 |
ATR |
18.4 |
17.8 |
-0.6 |
-3.2% |
0.0 |
Volume |
28,391 |
13,445 |
-14,946 |
-52.6% |
105,222 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.1 |
1,179.9 |
1,158.9 |
|
R3 |
1,175.9 |
1,169.7 |
1,156.1 |
|
R2 |
1,165.7 |
1,165.7 |
1,155.2 |
|
R1 |
1,159.5 |
1,159.5 |
1,154.2 |
1,157.5 |
PP |
1,155.5 |
1,155.5 |
1,155.5 |
1,154.5 |
S1 |
1,149.3 |
1,149.3 |
1,152.4 |
1,147.3 |
S2 |
1,145.3 |
1,145.3 |
1,151.4 |
|
S3 |
1,135.1 |
1,139.1 |
1,150.5 |
|
S4 |
1,124.9 |
1,128.9 |
1,147.7 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.9 |
1,225.3 |
1,168.5 |
|
R3 |
1,214.2 |
1,197.6 |
1,160.9 |
|
R2 |
1,186.5 |
1,186.5 |
1,158.4 |
|
R1 |
1,169.9 |
1,169.9 |
1,155.8 |
1,164.4 |
PP |
1,158.8 |
1,158.8 |
1,158.8 |
1,156.0 |
S1 |
1,142.2 |
1,142.2 |
1,150.8 |
1,136.7 |
S2 |
1,131.1 |
1,131.1 |
1,148.2 |
|
S3 |
1,103.4 |
1,114.5 |
1,145.7 |
|
S4 |
1,075.7 |
1,086.8 |
1,138.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,175.4 |
1,147.7 |
27.7 |
2.4% |
14.1 |
1.2% |
20% |
False |
False |
21,044 |
10 |
1,223.7 |
1,147.7 |
76.0 |
6.6% |
16.8 |
1.5% |
7% |
False |
False |
15,120 |
20 |
1,236.0 |
1,147.7 |
88.3 |
7.7% |
16.7 |
1.4% |
6% |
False |
False |
9,440 |
40 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.8 |
1.7% |
3% |
False |
False |
7,101 |
60 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.3 |
1.7% |
3% |
False |
False |
5,513 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.4% |
19.9 |
1.7% |
6% |
False |
False |
5,004 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
19.6 |
1.7% |
11% |
False |
False |
4,455 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
18.4 |
1.6% |
11% |
False |
False |
3,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.1 |
2.618 |
1,188.4 |
1.618 |
1,178.2 |
1.000 |
1,171.9 |
0.618 |
1,168.0 |
HIGH |
1,161.7 |
0.618 |
1,157.8 |
0.500 |
1,156.6 |
0.382 |
1,155.4 |
LOW |
1,151.5 |
0.618 |
1,145.2 |
1.000 |
1,141.3 |
1.618 |
1,135.0 |
2.618 |
1,124.8 |
4.250 |
1,108.2 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,156.6 |
1,157.2 |
PP |
1,155.5 |
1,155.9 |
S1 |
1,154.4 |
1,154.6 |
|