Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,154.1 |
1,155.0 |
0.9 |
0.1% |
1,170.0 |
High |
1,165.7 |
1,161.2 |
-4.5 |
-0.4% |
1,176.1 |
Low |
1,150.2 |
1,152.4 |
2.2 |
0.2% |
1,149.0 |
Close |
1,153.7 |
1,154.1 |
0.4 |
0.0% |
1,154.1 |
Range |
15.5 |
8.8 |
-6.7 |
-43.2% |
27.1 |
ATR |
16.1 |
15.6 |
-0.5 |
-3.2% |
0.0 |
Volume |
2,865 |
5,802 |
2,937 |
102.5% |
20,504 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.3 |
1,177.0 |
1,158.9 |
|
R3 |
1,173.5 |
1,168.2 |
1,156.5 |
|
R2 |
1,164.7 |
1,164.7 |
1,155.7 |
|
R1 |
1,159.4 |
1,159.4 |
1,154.9 |
1,157.7 |
PP |
1,155.9 |
1,155.9 |
1,155.9 |
1,155.0 |
S1 |
1,150.6 |
1,150.6 |
1,153.3 |
1,148.9 |
S2 |
1,147.1 |
1,147.1 |
1,152.5 |
|
S3 |
1,138.3 |
1,141.8 |
1,151.7 |
|
S4 |
1,129.5 |
1,133.0 |
1,149.3 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.0 |
1,224.7 |
1,169.0 |
|
R3 |
1,213.9 |
1,197.6 |
1,161.6 |
|
R2 |
1,186.8 |
1,186.8 |
1,159.1 |
|
R1 |
1,170.5 |
1,170.5 |
1,156.6 |
1,165.1 |
PP |
1,159.7 |
1,159.7 |
1,159.7 |
1,157.1 |
S1 |
1,143.4 |
1,143.4 |
1,151.6 |
1,138.0 |
S2 |
1,132.6 |
1,132.6 |
1,149.1 |
|
S3 |
1,105.5 |
1,116.3 |
1,146.6 |
|
S4 |
1,078.4 |
1,089.2 |
1,139.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,176.1 |
1,149.0 |
27.1 |
2.3% |
12.3 |
1.1% |
19% |
False |
False |
4,100 |
10 |
1,224.0 |
1,149.0 |
75.0 |
6.5% |
14.9 |
1.3% |
7% |
False |
False |
3,023 |
20 |
1,235.7 |
1,149.0 |
86.7 |
7.5% |
14.5 |
1.3% |
6% |
False |
False |
2,367 |
40 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
16.6 |
1.4% |
3% |
False |
False |
1,892 |
60 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
15.3 |
1.3% |
3% |
False |
False |
1,458 |
80 |
1,309.0 |
1,147.8 |
161.2 |
14.0% |
14.9 |
1.3% |
4% |
False |
False |
1,283 |
100 |
1,309.0 |
1,135.3 |
173.7 |
15.1% |
14.1 |
1.2% |
11% |
False |
False |
1,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.6 |
2.618 |
1,184.2 |
1.618 |
1,175.4 |
1.000 |
1,170.0 |
0.618 |
1,166.6 |
HIGH |
1,161.2 |
0.618 |
1,157.8 |
0.500 |
1,156.8 |
0.382 |
1,155.8 |
LOW |
1,152.4 |
0.618 |
1,147.0 |
1.000 |
1,143.6 |
1.618 |
1,138.2 |
2.618 |
1,129.4 |
4.250 |
1,115.0 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,156.8 |
1,157.4 |
PP |
1,155.9 |
1,156.3 |
S1 |
1,155.0 |
1,155.2 |
|