Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,072.58 |
17,961.13 |
-111.45 |
-0.6% |
17,751.24 |
High |
18,072.99 |
18,197.29 |
124.30 |
0.7% |
18,197.29 |
Low |
17,934.24 |
17,961.13 |
26.89 |
0.1% |
17,697.52 |
Close |
17,959.03 |
18,127.65 |
168.62 |
0.9% |
18,127.65 |
Range |
138.75 |
236.16 |
97.41 |
70.2% |
499.77 |
ATR |
200.27 |
202.98 |
2.71 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,803.84 |
18,701.90 |
18,257.54 |
|
R3 |
18,567.68 |
18,465.74 |
18,192.59 |
|
R2 |
18,331.52 |
18,331.52 |
18,170.95 |
|
R1 |
18,229.58 |
18,229.58 |
18,149.30 |
18,280.55 |
PP |
18,095.36 |
18,095.36 |
18,095.36 |
18,120.84 |
S1 |
17,993.42 |
17,993.42 |
18,106.00 |
18,044.39 |
S2 |
17,859.20 |
17,859.20 |
18,084.35 |
|
S3 |
17,623.04 |
17,757.26 |
18,062.71 |
|
S4 |
17,386.88 |
17,521.10 |
17,997.76 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,506.80 |
19,316.99 |
18,402.52 |
|
R3 |
19,007.03 |
18,817.22 |
18,265.09 |
|
R2 |
18,507.26 |
18,507.26 |
18,219.27 |
|
R1 |
18,317.45 |
18,317.45 |
18,173.46 |
18,412.36 |
PP |
18,007.49 |
18,007.49 |
18,007.49 |
18,054.94 |
S1 |
17,817.68 |
17,817.68 |
18,081.84 |
17,912.59 |
S2 |
17,507.72 |
17,507.72 |
18,036.03 |
|
S3 |
17,007.95 |
17,317.91 |
17,990.21 |
|
S4 |
16,508.18 |
16,818.14 |
17,852.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,197.29 |
17,697.52 |
499.77 |
2.8% |
239.64 |
1.3% |
86% |
True |
False |
|
10 |
18,197.29 |
17,620.49 |
576.80 |
3.2% |
234.29 |
1.3% |
88% |
True |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
182.73 |
1.0% |
76% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
187.59 |
1.0% |
87% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
200.58 |
1.1% |
87% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
195.53 |
1.1% |
87% |
False |
False |
|
100 |
18,288.63 |
16,729.83 |
1,558.80 |
8.6% |
180.14 |
1.0% |
90% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.4% |
190.54 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,200.97 |
2.618 |
18,815.56 |
1.618 |
18,579.40 |
1.000 |
18,433.45 |
0.618 |
18,343.24 |
HIGH |
18,197.29 |
0.618 |
18,107.08 |
0.500 |
18,079.21 |
0.382 |
18,051.34 |
LOW |
17,961.13 |
0.618 |
17,815.18 |
1.000 |
17,724.97 |
1.618 |
17,579.02 |
2.618 |
17,342.86 |
4.250 |
16,957.45 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,111.50 |
18,067.57 |
PP |
18,095.36 |
18,007.49 |
S1 |
18,079.21 |
17,947.41 |
|