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 |
17,989.56 |
17,662.94 |
-326.62 |
-1.8% |
18,134.05 |
High |
17,989.56 |
17,731.78 |
-257.78 |
-1.4% |
18,288.63 |
Low |
17,662.94 |
17,627.00 |
-35.94 |
-0.2% |
17,825.15 |
Close |
17,662.94 |
17,635.39 |
-27.55 |
-0.2% |
17,856.78 |
Range |
326.62 |
104.78 |
-221.84 |
-67.9% |
463.48 |
ATR |
177.18 |
172.01 |
-5.17 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,979.06 |
17,912.01 |
17,693.02 |
|
R3 |
17,874.28 |
17,807.23 |
17,664.20 |
|
R2 |
17,769.50 |
17,769.50 |
17,654.60 |
|
R1 |
17,702.45 |
17,702.45 |
17,644.99 |
17,683.59 |
PP |
17,664.72 |
17,664.72 |
17,664.72 |
17,655.29 |
S1 |
17,597.67 |
17,597.67 |
17,625.79 |
17,578.81 |
S2 |
17,559.94 |
17,559.94 |
17,616.18 |
|
S3 |
17,455.16 |
17,492.89 |
17,606.58 |
|
S4 |
17,350.38 |
17,388.11 |
17,577.76 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,380.63 |
19,082.18 |
18,111.69 |
|
R3 |
18,917.15 |
18,618.70 |
17,984.24 |
|
R2 |
18,453.67 |
18,453.67 |
17,941.75 |
|
R1 |
18,155.22 |
18,155.22 |
17,899.27 |
18,072.71 |
PP |
17,990.19 |
17,990.19 |
17,990.19 |
17,948.93 |
S1 |
17,691.74 |
17,691.74 |
17,814.29 |
17,609.23 |
S2 |
17,526.71 |
17,526.71 |
17,771.81 |
|
S3 |
17,063.23 |
17,228.26 |
17,729.32 |
|
S4 |
16,599.75 |
16,764.78 |
17,601.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,160.35 |
17,627.00 |
533.35 |
3.0% |
197.83 |
1.1% |
2% |
False |
True |
|
10 |
18,288.63 |
17,627.00 |
661.63 |
3.8% |
163.74 |
0.9% |
1% |
False |
True |
|
20 |
18,288.63 |
17,627.00 |
661.63 |
3.8% |
139.08 |
0.8% |
1% |
False |
True |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
196.09 |
1.1% |
48% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
204.40 |
1.2% |
48% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
182.72 |
1.0% |
48% |
False |
False |
|
100 |
18,288.63 |
15,935.22 |
2,353.41 |
13.3% |
178.73 |
1.0% |
72% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.8% |
185.16 |
1.0% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,177.10 |
2.618 |
18,006.09 |
1.618 |
17,901.31 |
1.000 |
17,836.56 |
0.618 |
17,796.53 |
HIGH |
17,731.78 |
0.618 |
17,691.75 |
0.500 |
17,679.39 |
0.382 |
17,667.03 |
LOW |
17,627.00 |
0.618 |
17,562.25 |
1.000 |
17,522.22 |
1.618 |
17,457.47 |
2.618 |
17,352.69 |
4.250 |
17,181.69 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,679.39 |
17,829.02 |
PP |
17,664.72 |
17,764.48 |
S1 |
17,650.06 |
17,699.93 |
|