Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,170.0 |
1,170.0 |
0.0 |
0.0% |
1,218.6 |
High |
1,176.1 |
1,171.2 |
-4.9 |
-0.4% |
1,224.0 |
Low |
1,168.0 |
1,158.2 |
-9.8 |
-0.8% |
1,165.1 |
Close |
1,168.5 |
1,162.0 |
-6.5 |
-0.6% |
1,166.2 |
Range |
8.1 |
13.0 |
4.9 |
60.5% |
58.9 |
ATR |
16.4 |
16.1 |
-0.2 |
-1.5% |
0.0 |
Volume |
3,859 |
2,835 |
-1,024 |
-26.5% |
9,728 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.8 |
1,195.4 |
1,169.2 |
|
R3 |
1,189.8 |
1,182.4 |
1,165.6 |
|
R2 |
1,176.8 |
1,176.8 |
1,164.4 |
|
R1 |
1,169.4 |
1,169.4 |
1,163.2 |
1,166.6 |
PP |
1,163.8 |
1,163.8 |
1,163.8 |
1,162.4 |
S1 |
1,156.4 |
1,156.4 |
1,160.8 |
1,153.6 |
S2 |
1,150.8 |
1,150.8 |
1,159.6 |
|
S3 |
1,137.8 |
1,143.4 |
1,158.4 |
|
S4 |
1,124.8 |
1,130.4 |
1,154.9 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.8 |
1,322.9 |
1,198.6 |
|
R3 |
1,302.9 |
1,264.0 |
1,182.4 |
|
R2 |
1,244.0 |
1,244.0 |
1,177.0 |
|
R1 |
1,205.1 |
1,205.1 |
1,171.6 |
1,195.1 |
PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,180.1 |
S1 |
1,146.2 |
1,146.2 |
1,160.8 |
1,136.2 |
S2 |
1,126.2 |
1,126.2 |
1,155.4 |
|
S3 |
1,067.3 |
1,087.3 |
1,150.0 |
|
S4 |
1,008.4 |
1,028.4 |
1,133.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,209.0 |
1,158.2 |
50.8 |
4.4% |
15.1 |
1.3% |
7% |
False |
True |
2,696 |
10 |
1,224.0 |
1,158.2 |
65.8 |
5.7% |
14.4 |
1.2% |
6% |
False |
True |
2,186 |
20 |
1,240.4 |
1,158.2 |
82.2 |
7.1% |
14.0 |
1.2% |
5% |
False |
True |
1,863 |
40 |
1,309.0 |
1,158.2 |
150.8 |
13.0% |
16.6 |
1.4% |
3% |
False |
True |
1,610 |
60 |
1,309.0 |
1,158.2 |
150.8 |
13.0% |
15.0 |
1.3% |
3% |
False |
True |
1,275 |
80 |
1,309.0 |
1,147.8 |
161.2 |
13.9% |
14.9 |
1.3% |
9% |
False |
False |
1,134 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.9% |
14.0 |
1.2% |
15% |
False |
False |
962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.5 |
2.618 |
1,205.2 |
1.618 |
1,192.2 |
1.000 |
1,184.2 |
0.618 |
1,179.2 |
HIGH |
1,171.2 |
0.618 |
1,166.2 |
0.500 |
1,164.7 |
0.382 |
1,163.2 |
LOW |
1,158.2 |
0.618 |
1,150.2 |
1.000 |
1,145.2 |
1.618 |
1,137.2 |
2.618 |
1,124.2 |
4.250 |
1,103.0 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,164.7 |
1,179.7 |
PP |
1,163.8 |
1,173.8 |
S1 |
1,162.9 |
1,167.9 |
|