Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,149.5 |
1,168.4 |
18.9 |
1.6% |
1,170.1 |
High |
1,175.2 |
1,177.6 |
2.4 |
0.2% |
1,175.4 |
Low |
1,145.7 |
1,159.7 |
14.0 |
1.2% |
1,147.7 |
Close |
1,152.0 |
1,169.8 |
17.8 |
1.5% |
1,153.3 |
Range |
29.5 |
17.9 |
-11.6 |
-39.3% |
27.7 |
ATR |
18.4 |
18.9 |
0.5 |
2.8% |
0.0 |
Volume |
29,526 |
12,421 |
-17,105 |
-57.9% |
105,222 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.7 |
1,214.2 |
1,179.6 |
|
R3 |
1,204.8 |
1,196.3 |
1,174.7 |
|
R2 |
1,186.9 |
1,186.9 |
1,173.1 |
|
R1 |
1,178.4 |
1,178.4 |
1,171.4 |
1,182.7 |
PP |
1,169.0 |
1,169.0 |
1,169.0 |
1,171.2 |
S1 |
1,160.5 |
1,160.5 |
1,168.2 |
1,164.8 |
S2 |
1,151.1 |
1,151.1 |
1,166.5 |
|
S3 |
1,133.2 |
1,142.6 |
1,164.9 |
|
S4 |
1,115.3 |
1,124.7 |
1,160.0 |
|
|
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 |
1,177.6 |
1,142.4 |
35.2 |
3.0% |
17.8 |
1.5% |
78% |
True |
False |
18,970 |
10 |
1,201.0 |
1,142.4 |
58.6 |
5.0% |
18.6 |
1.6% |
47% |
False |
False |
20,597 |
20 |
1,223.7 |
1,142.4 |
81.3 |
6.9% |
16.7 |
1.4% |
34% |
False |
False |
12,894 |
40 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
18.9 |
1.6% |
16% |
False |
False |
8,714 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
19.4 |
1.7% |
16% |
False |
False |
6,712 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
19.9 |
1.7% |
16% |
False |
False |
5,838 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.0% |
19.9 |
1.7% |
20% |
False |
False |
5,245 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.0% |
18.7 |
1.6% |
20% |
False |
False |
4,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.7 |
2.618 |
1,224.5 |
1.618 |
1,206.6 |
1.000 |
1,195.5 |
0.618 |
1,188.7 |
HIGH |
1,177.6 |
0.618 |
1,170.8 |
0.500 |
1,168.7 |
0.382 |
1,166.5 |
LOW |
1,159.7 |
0.618 |
1,148.6 |
1.000 |
1,141.8 |
1.618 |
1,130.7 |
2.618 |
1,112.8 |
4.250 |
1,083.6 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,169.4 |
1,166.5 |
PP |
1,169.0 |
1,163.3 |
S1 |
1,168.7 |
1,160.0 |
|