Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,164.0 |
1,154.1 |
-9.9 |
-0.9% |
1,218.6 |
High |
1,165.0 |
1,165.7 |
0.7 |
0.1% |
1,224.0 |
Low |
1,149.0 |
1,150.2 |
1.2 |
0.1% |
1,165.1 |
Close |
1,152.4 |
1,153.7 |
1.3 |
0.1% |
1,166.2 |
Range |
16.0 |
15.5 |
-0.5 |
-3.1% |
58.9 |
ATR |
16.1 |
16.1 |
0.0 |
-0.3% |
0.0 |
Volume |
5,143 |
2,865 |
-2,278 |
-44.3% |
9,728 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.0 |
1,193.9 |
1,162.2 |
|
R3 |
1,187.5 |
1,178.4 |
1,158.0 |
|
R2 |
1,172.0 |
1,172.0 |
1,156.5 |
|
R1 |
1,162.9 |
1,162.9 |
1,155.1 |
1,159.7 |
PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,155.0 |
S1 |
1,147.4 |
1,147.4 |
1,152.3 |
1,144.2 |
S2 |
1,141.0 |
1,141.0 |
1,150.9 |
|
S3 |
1,125.5 |
1,131.9 |
1,149.4 |
|
S4 |
1,110.0 |
1,116.4 |
1,145.2 |
|
|
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 |
1,201.2 |
1,149.0 |
52.2 |
4.5% |
17.7 |
1.5% |
9% |
False |
False |
3,163 |
10 |
1,224.0 |
1,149.0 |
75.0 |
6.5% |
15.3 |
1.3% |
6% |
False |
False |
2,720 |
20 |
1,235.7 |
1,149.0 |
86.7 |
7.5% |
14.4 |
1.2% |
5% |
False |
False |
2,141 |
40 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
16.6 |
1.4% |
3% |
False |
False |
1,783 |
60 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
15.3 |
1.3% |
3% |
False |
False |
1,392 |
80 |
1,309.0 |
1,147.8 |
161.2 |
14.0% |
15.2 |
1.3% |
4% |
False |
False |
1,216 |
100 |
1,309.0 |
1,135.3 |
173.7 |
15.1% |
14.0 |
1.2% |
11% |
False |
False |
1,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.6 |
2.618 |
1,206.3 |
1.618 |
1,190.8 |
1.000 |
1,181.2 |
0.618 |
1,175.3 |
HIGH |
1,165.7 |
0.618 |
1,159.8 |
0.500 |
1,158.0 |
0.382 |
1,156.1 |
LOW |
1,150.2 |
0.618 |
1,140.6 |
1.000 |
1,134.7 |
1.618 |
1,125.1 |
2.618 |
1,109.6 |
4.250 |
1,084.3 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,158.0 |
1,160.1 |
PP |
1,156.5 |
1,158.0 |
S1 |
1,155.1 |
1,155.8 |
|