Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,197.5 |
1,169.6 |
-27.9 |
-2.3% |
1,213.8 |
High |
1,200.0 |
1,174.4 |
-25.6 |
-2.1% |
1,223.0 |
Low |
1,162.9 |
1,164.8 |
1.9 |
0.2% |
1,162.9 |
Close |
1,164.3 |
1,166.5 |
2.2 |
0.2% |
1,164.3 |
Range |
37.1 |
9.6 |
-27.5 |
-74.1% |
60.1 |
ATR |
20.0 |
19.3 |
-0.7 |
-3.5% |
0.0 |
Volume |
214,797 |
123,613 |
-91,184 |
-42.5% |
742,978 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.4 |
1,191.5 |
1,171.8 |
|
R3 |
1,187.8 |
1,181.9 |
1,169.1 |
|
R2 |
1,178.2 |
1,178.2 |
1,168.3 |
|
R1 |
1,172.3 |
1,172.3 |
1,167.4 |
1,170.5 |
PP |
1,168.6 |
1,168.6 |
1,168.6 |
1,167.6 |
S1 |
1,162.7 |
1,162.7 |
1,165.6 |
1,160.9 |
S2 |
1,159.0 |
1,159.0 |
1,164.7 |
|
S3 |
1,149.4 |
1,153.1 |
1,163.9 |
|
S4 |
1,139.8 |
1,143.5 |
1,161.2 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.7 |
1,324.1 |
1,197.4 |
|
R3 |
1,303.6 |
1,264.0 |
1,180.8 |
|
R2 |
1,243.5 |
1,243.5 |
1,175.3 |
|
R1 |
1,203.9 |
1,203.9 |
1,169.8 |
1,193.7 |
PP |
1,183.4 |
1,183.4 |
1,183.4 |
1,178.3 |
S1 |
1,143.8 |
1,143.8 |
1,158.8 |
1,133.6 |
S2 |
1,123.3 |
1,123.3 |
1,153.3 |
|
S3 |
1,063.2 |
1,083.7 |
1,147.8 |
|
S4 |
1,003.1 |
1,023.6 |
1,131.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.4 |
1,162.9 |
51.5 |
4.4% |
18.1 |
1.5% |
7% |
False |
False |
146,698 |
10 |
1,223.0 |
1,162.9 |
60.1 |
5.2% |
16.6 |
1.4% |
6% |
False |
False |
134,032 |
20 |
1,245.9 |
1,162.9 |
83.0 |
7.1% |
17.2 |
1.5% |
4% |
False |
False |
124,766 |
40 |
1,308.8 |
1,162.9 |
145.9 |
12.5% |
20.6 |
1.8% |
2% |
False |
False |
105,348 |
60 |
1,308.8 |
1,162.9 |
145.9 |
12.5% |
20.4 |
1.7% |
2% |
False |
False |
72,014 |
80 |
1,308.8 |
1,143.4 |
165.4 |
14.2% |
21.0 |
1.8% |
14% |
False |
False |
55,228 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.1% |
19.9 |
1.7% |
19% |
False |
False |
44,574 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.1% |
18.7 |
1.6% |
19% |
False |
False |
37,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.2 |
2.618 |
1,199.5 |
1.618 |
1,189.9 |
1.000 |
1,184.0 |
0.618 |
1,180.3 |
HIGH |
1,174.4 |
0.618 |
1,170.7 |
0.500 |
1,169.6 |
0.382 |
1,168.5 |
LOW |
1,164.8 |
0.618 |
1,158.9 |
1.000 |
1,155.2 |
1.618 |
1,149.3 |
2.618 |
1,139.7 |
4.250 |
1,124.0 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,169.6 |
1,185.9 |
PP |
1,168.6 |
1,179.4 |
S1 |
1,167.5 |
1,173.0 |
|