Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,155.0 |
1,159.1 |
4.1 |
0.4% |
1,170.0 |
High |
1,161.2 |
1,163.8 |
2.6 |
0.2% |
1,176.1 |
Low |
1,152.4 |
1,151.6 |
-0.8 |
-0.1% |
1,149.0 |
Close |
1,154.1 |
1,154.8 |
0.7 |
0.1% |
1,154.1 |
Range |
8.8 |
12.2 |
3.4 |
38.6% |
27.1 |
ATR |
15.6 |
15.3 |
-0.2 |
-1.5% |
0.0 |
Volume |
5,802 |
1,520 |
-4,282 |
-73.8% |
20,504 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.3 |
1,186.3 |
1,161.5 |
|
R3 |
1,181.1 |
1,174.1 |
1,158.2 |
|
R2 |
1,168.9 |
1,168.9 |
1,157.0 |
|
R1 |
1,161.9 |
1,161.9 |
1,155.9 |
1,159.3 |
PP |
1,156.7 |
1,156.7 |
1,156.7 |
1,155.5 |
S1 |
1,149.7 |
1,149.7 |
1,153.7 |
1,147.1 |
S2 |
1,144.5 |
1,144.5 |
1,152.6 |
|
S3 |
1,132.3 |
1,137.5 |
1,151.4 |
|
S4 |
1,120.1 |
1,125.3 |
1,148.1 |
|
|
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 |
1,171.2 |
1,149.0 |
22.2 |
1.9% |
13.1 |
1.1% |
26% |
False |
False |
3,633 |
10 |
1,215.7 |
1,149.0 |
66.7 |
5.8% |
14.4 |
1.2% |
9% |
False |
False |
2,993 |
20 |
1,234.8 |
1,149.0 |
85.8 |
7.4% |
14.5 |
1.3% |
7% |
False |
False |
2,345 |
40 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
15.9 |
1.4% |
4% |
False |
False |
1,880 |
60 |
1,309.0 |
1,149.0 |
160.0 |
13.9% |
15.4 |
1.3% |
4% |
False |
False |
1,479 |
80 |
1,309.0 |
1,147.8 |
161.2 |
14.0% |
15.0 |
1.3% |
4% |
False |
False |
1,297 |
100 |
1,309.0 |
1,135.3 |
173.7 |
15.0% |
14.1 |
1.2% |
11% |
False |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.7 |
2.618 |
1,195.7 |
1.618 |
1,183.5 |
1.000 |
1,176.0 |
0.618 |
1,171.3 |
HIGH |
1,163.8 |
0.618 |
1,159.1 |
0.500 |
1,157.7 |
0.382 |
1,156.3 |
LOW |
1,151.6 |
0.618 |
1,144.1 |
1.000 |
1,139.4 |
1.618 |
1,131.9 |
2.618 |
1,119.7 |
4.250 |
1,099.8 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,157.7 |
1,158.0 |
PP |
1,156.7 |
1,156.9 |
S1 |
1,155.8 |
1,155.9 |
|