Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,153.6 |
1,159.0 |
5.4 |
0.5% |
1,170.1 |
High |
1,161.7 |
1,164.0 |
2.3 |
0.2% |
1,175.4 |
Low |
1,151.5 |
1,150.3 |
-1.2 |
-0.1% |
1,147.7 |
Close |
1,153.3 |
1,154.0 |
0.7 |
0.1% |
1,153.3 |
Range |
10.2 |
13.7 |
3.5 |
34.3% |
27.7 |
ATR |
17.8 |
17.5 |
-0.3 |
-1.7% |
0.0 |
Volume |
13,445 |
26,860 |
13,415 |
99.8% |
105,222 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.2 |
1,189.3 |
1,161.5 |
|
R3 |
1,183.5 |
1,175.6 |
1,157.8 |
|
R2 |
1,169.8 |
1,169.8 |
1,156.5 |
|
R1 |
1,161.9 |
1,161.9 |
1,155.3 |
1,159.0 |
PP |
1,156.1 |
1,156.1 |
1,156.1 |
1,154.7 |
S1 |
1,148.2 |
1,148.2 |
1,152.7 |
1,145.3 |
S2 |
1,142.4 |
1,142.4 |
1,151.5 |
|
S3 |
1,128.7 |
1,134.5 |
1,150.2 |
|
S4 |
1,115.0 |
1,120.8 |
1,146.5 |
|
|
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 |
1,170.3 |
1,147.7 |
22.6 |
2.0% |
15.0 |
1.3% |
28% |
False |
False |
23,313 |
10 |
1,215.3 |
1,147.7 |
67.6 |
5.9% |
16.3 |
1.4% |
9% |
False |
False |
17,467 |
20 |
1,236.0 |
1,147.7 |
88.3 |
7.7% |
16.8 |
1.5% |
7% |
False |
False |
10,627 |
40 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.1 |
1.7% |
4% |
False |
False |
7,621 |
60 |
1,309.0 |
1,147.7 |
161.3 |
14.0% |
19.0 |
1.6% |
4% |
False |
False |
5,947 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.4% |
19.9 |
1.7% |
7% |
False |
False |
5,280 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
19.6 |
1.7% |
11% |
False |
False |
4,721 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
18.5 |
1.6% |
11% |
False |
False |
4,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.2 |
2.618 |
1,199.9 |
1.618 |
1,186.2 |
1.000 |
1,177.7 |
0.618 |
1,172.5 |
HIGH |
1,164.0 |
0.618 |
1,158.8 |
0.500 |
1,157.2 |
0.382 |
1,155.5 |
LOW |
1,150.3 |
0.618 |
1,141.8 |
1.000 |
1,136.6 |
1.618 |
1,128.1 |
2.618 |
1,114.4 |
4.250 |
1,092.1 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,157.2 |
1,157.6 |
PP |
1,156.1 |
1,156.4 |
S1 |
1,155.1 |
1,155.2 |
|