Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,159.0 |
1,154.4 |
-4.6 |
-0.4% |
1,170.1 |
High |
1,164.0 |
1,159.9 |
-4.1 |
-0.4% |
1,175.4 |
Low |
1,150.3 |
1,142.4 |
-7.9 |
-0.7% |
1,147.7 |
Close |
1,154.0 |
1,149.0 |
-5.0 |
-0.4% |
1,153.3 |
Range |
13.7 |
17.5 |
3.8 |
27.7% |
27.7 |
ATR |
17.5 |
17.5 |
0.0 |
0.0% |
0.0 |
Volume |
26,860 |
12,602 |
-14,258 |
-53.1% |
105,222 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.9 |
1,193.5 |
1,158.6 |
|
R3 |
1,185.4 |
1,176.0 |
1,153.8 |
|
R2 |
1,167.9 |
1,167.9 |
1,152.2 |
|
R1 |
1,158.5 |
1,158.5 |
1,150.6 |
1,154.5 |
PP |
1,150.4 |
1,150.4 |
1,150.4 |
1,148.4 |
S1 |
1,141.0 |
1,141.0 |
1,147.4 |
1,137.0 |
S2 |
1,132.9 |
1,132.9 |
1,145.8 |
|
S3 |
1,115.4 |
1,123.5 |
1,144.2 |
|
S4 |
1,097.9 |
1,106.0 |
1,139.4 |
|
|
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 |
1,166.6 |
1,142.4 |
24.2 |
2.1% |
15.4 |
1.3% |
27% |
False |
True |
22,337 |
10 |
1,209.7 |
1,142.4 |
67.3 |
5.9% |
16.1 |
1.4% |
10% |
False |
True |
17,763 |
20 |
1,223.7 |
1,142.4 |
81.3 |
7.1% |
16.0 |
1.4% |
8% |
False |
True |
11,118 |
40 |
1,309.0 |
1,142.4 |
166.6 |
14.5% |
18.9 |
1.6% |
4% |
False |
True |
7,807 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.5% |
19.0 |
1.7% |
4% |
False |
True |
6,107 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.5% |
19.9 |
1.7% |
4% |
False |
True |
5,398 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
19.7 |
1.7% |
9% |
False |
False |
4,844 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
18.5 |
1.6% |
9% |
False |
False |
4,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.3 |
2.618 |
1,205.7 |
1.618 |
1,188.2 |
1.000 |
1,177.4 |
0.618 |
1,170.7 |
HIGH |
1,159.9 |
0.618 |
1,153.2 |
0.500 |
1,151.2 |
0.382 |
1,149.1 |
LOW |
1,142.4 |
0.618 |
1,131.6 |
1.000 |
1,124.9 |
1.618 |
1,114.1 |
2.618 |
1,096.6 |
4.250 |
1,068.0 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,151.2 |
1,153.2 |
PP |
1,150.4 |
1,151.8 |
S1 |
1,149.7 |
1,150.4 |
|