Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,154.4 |
1,149.5 |
-4.9 |
-0.4% |
1,170.1 |
High |
1,159.9 |
1,175.2 |
15.3 |
1.3% |
1,175.4 |
Low |
1,142.4 |
1,145.7 |
3.3 |
0.3% |
1,147.7 |
Close |
1,149.0 |
1,152.0 |
3.0 |
0.3% |
1,153.3 |
Range |
17.5 |
29.5 |
12.0 |
68.6% |
27.7 |
ATR |
17.5 |
18.4 |
0.9 |
4.9% |
0.0 |
Volume |
12,602 |
29,526 |
16,924 |
134.3% |
105,222 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.1 |
1,228.6 |
1,168.2 |
|
R3 |
1,216.6 |
1,199.1 |
1,160.1 |
|
R2 |
1,187.1 |
1,187.1 |
1,157.4 |
|
R1 |
1,169.6 |
1,169.6 |
1,154.7 |
1,178.4 |
PP |
1,157.6 |
1,157.6 |
1,157.6 |
1,162.0 |
S1 |
1,140.1 |
1,140.1 |
1,149.3 |
1,148.9 |
S2 |
1,128.1 |
1,128.1 |
1,146.6 |
|
S3 |
1,098.6 |
1,110.6 |
1,143.9 |
|
S4 |
1,069.1 |
1,081.1 |
1,135.8 |
|
|
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 |
1,175.2 |
1,142.4 |
32.8 |
2.8% |
17.8 |
1.5% |
29% |
True |
False |
22,164 |
10 |
1,209.7 |
1,142.4 |
67.3 |
5.8% |
18.1 |
1.6% |
14% |
False |
False |
19,829 |
20 |
1,223.7 |
1,142.4 |
81.3 |
7.1% |
16.7 |
1.4% |
12% |
False |
False |
12,461 |
40 |
1,309.0 |
1,142.4 |
166.6 |
14.5% |
19.0 |
1.6% |
6% |
False |
False |
8,471 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.5% |
19.2 |
1.7% |
6% |
False |
False |
6,547 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.5% |
19.9 |
1.7% |
6% |
False |
False |
5,707 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
19.9 |
1.7% |
10% |
False |
False |
5,129 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.2% |
18.7 |
1.6% |
10% |
False |
False |
4,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.6 |
2.618 |
1,252.4 |
1.618 |
1,222.9 |
1.000 |
1,204.7 |
0.618 |
1,193.4 |
HIGH |
1,175.2 |
0.618 |
1,163.9 |
0.500 |
1,160.5 |
0.382 |
1,157.0 |
LOW |
1,145.7 |
0.618 |
1,127.5 |
1.000 |
1,116.2 |
1.618 |
1,098.0 |
2.618 |
1,068.5 |
4.250 |
1,020.3 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,160.5 |
1,158.8 |
PP |
1,157.6 |
1,156.5 |
S1 |
1,154.8 |
1,154.3 |
|