Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,159.1 |
1,155.1 |
-4.0 |
-0.3% |
1,170.0 |
High |
1,163.8 |
1,159.8 |
-4.0 |
-0.3% |
1,176.1 |
Low |
1,151.6 |
1,143.8 |
-7.8 |
-0.7% |
1,149.0 |
Close |
1,154.8 |
1,149.8 |
-5.0 |
-0.4% |
1,154.1 |
Range |
12.2 |
16.0 |
3.8 |
31.1% |
27.1 |
ATR |
15.3 |
15.4 |
0.0 |
0.3% |
0.0 |
Volume |
1,520 |
1,176 |
-344 |
-22.6% |
20,504 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.1 |
1,190.5 |
1,158.6 |
|
R3 |
1,183.1 |
1,174.5 |
1,154.2 |
|
R2 |
1,167.1 |
1,167.1 |
1,152.7 |
|
R1 |
1,158.5 |
1,158.5 |
1,151.3 |
1,154.8 |
PP |
1,151.1 |
1,151.1 |
1,151.1 |
1,149.3 |
S1 |
1,142.5 |
1,142.5 |
1,148.3 |
1,138.8 |
S2 |
1,135.1 |
1,135.1 |
1,146.9 |
|
S3 |
1,119.1 |
1,126.5 |
1,145.4 |
|
S4 |
1,103.1 |
1,110.5 |
1,141.0 |
|
|
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 |
1,165.7 |
1,143.8 |
21.9 |
1.9% |
13.7 |
1.2% |
27% |
False |
True |
3,301 |
10 |
1,209.0 |
1,143.8 |
65.2 |
5.7% |
14.4 |
1.3% |
9% |
False |
True |
2,999 |
20 |
1,224.0 |
1,143.8 |
80.2 |
7.0% |
13.9 |
1.2% |
7% |
False |
True |
2,350 |
40 |
1,309.0 |
1,143.8 |
165.2 |
14.4% |
15.7 |
1.4% |
4% |
False |
True |
1,893 |
60 |
1,309.0 |
1,143.8 |
165.2 |
14.4% |
15.5 |
1.3% |
4% |
False |
True |
1,478 |
80 |
1,309.0 |
1,143.8 |
165.2 |
14.4% |
15.0 |
1.3% |
4% |
False |
True |
1,308 |
100 |
1,309.0 |
1,135.3 |
173.7 |
15.1% |
14.3 |
1.2% |
8% |
False |
False |
1,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.8 |
2.618 |
1,201.7 |
1.618 |
1,185.7 |
1.000 |
1,175.8 |
0.618 |
1,169.7 |
HIGH |
1,159.8 |
0.618 |
1,153.7 |
0.500 |
1,151.8 |
0.382 |
1,149.9 |
LOW |
1,143.8 |
0.618 |
1,133.9 |
1.000 |
1,127.8 |
1.618 |
1,117.9 |
2.618 |
1,101.9 |
4.250 |
1,075.8 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,151.8 |
1,153.8 |
PP |
1,151.1 |
1,152.5 |
S1 |
1,150.5 |
1,151.1 |
|