Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,170.0 |
1,164.0 |
-6.0 |
-0.5% |
1,218.6 |
High |
1,171.2 |
1,165.0 |
-6.2 |
-0.5% |
1,224.0 |
Low |
1,158.2 |
1,149.0 |
-9.2 |
-0.8% |
1,165.1 |
Close |
1,162.0 |
1,152.4 |
-9.6 |
-0.8% |
1,166.2 |
Range |
13.0 |
16.0 |
3.0 |
23.1% |
58.9 |
ATR |
16.1 |
16.1 |
0.0 |
-0.1% |
0.0 |
Volume |
2,835 |
5,143 |
2,308 |
81.4% |
9,728 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.5 |
1,193.9 |
1,161.2 |
|
R3 |
1,187.5 |
1,177.9 |
1,156.8 |
|
R2 |
1,171.5 |
1,171.5 |
1,155.3 |
|
R1 |
1,161.9 |
1,161.9 |
1,153.9 |
1,158.7 |
PP |
1,155.5 |
1,155.5 |
1,155.5 |
1,153.9 |
S1 |
1,145.9 |
1,145.9 |
1,150.9 |
1,142.7 |
S2 |
1,139.5 |
1,139.5 |
1,149.5 |
|
S3 |
1,123.5 |
1,129.9 |
1,148.0 |
|
S4 |
1,107.5 |
1,113.9 |
1,143.6 |
|
|
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 |
1,149.0 |
60.0 |
5.2% |
16.9 |
1.5% |
6% |
False |
True |
2,900 |
10 |
1,224.0 |
1,149.0 |
75.0 |
6.5% |
15.1 |
1.3% |
5% |
False |
True |
2,552 |
20 |
1,237.8 |
1,149.0 |
88.8 |
7.7% |
14.5 |
1.3% |
4% |
False |
True |
2,075 |
40 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
16.6 |
1.4% |
2% |
False |
True |
1,731 |
60 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
15.1 |
1.3% |
2% |
False |
True |
1,351 |
80 |
1,309.0 |
1,147.8 |
161.2 |
14.0% |
15.0 |
1.3% |
3% |
False |
False |
1,192 |
100 |
1,309.0 |
1,135.3 |
173.7 |
15.1% |
13.9 |
1.2% |
10% |
False |
False |
1,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,233.0 |
2.618 |
1,206.9 |
1.618 |
1,190.9 |
1.000 |
1,181.0 |
0.618 |
1,174.9 |
HIGH |
1,165.0 |
0.618 |
1,158.9 |
0.500 |
1,157.0 |
0.382 |
1,155.1 |
LOW |
1,149.0 |
0.618 |
1,139.1 |
1.000 |
1,133.0 |
1.618 |
1,123.1 |
2.618 |
1,107.1 |
4.250 |
1,081.0 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,157.0 |
1,162.6 |
PP |
1,155.5 |
1,159.2 |
S1 |
1,153.9 |
1,155.8 |
|