Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,961.13 |
18,136.73 |
175.60 |
1.0% |
17,751.24 |
High |
18,197.29 |
18,205.93 |
8.64 |
0.0% |
18,197.29 |
Low |
17,961.13 |
18,116.04 |
154.91 |
0.9% |
17,697.52 |
Close |
18,127.65 |
18,116.04 |
-11.61 |
-0.1% |
18,127.65 |
Range |
236.16 |
89.89 |
-146.27 |
-61.9% |
499.77 |
ATR |
202.98 |
194.90 |
-8.08 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,415.67 |
18,355.75 |
18,165.48 |
|
R3 |
18,325.78 |
18,265.86 |
18,140.76 |
|
R2 |
18,235.89 |
18,235.89 |
18,132.52 |
|
R1 |
18,175.97 |
18,175.97 |
18,124.28 |
18,160.99 |
PP |
18,146.00 |
18,146.00 |
18,146.00 |
18,138.51 |
S1 |
18,086.08 |
18,086.08 |
18,107.80 |
18,071.10 |
S2 |
18,056.11 |
18,056.11 |
18,099.56 |
|
S3 |
17,966.22 |
17,996.19 |
18,091.32 |
|
S4 |
17,876.33 |
17,906.30 |
18,066.60 |
|
|
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 |
18,205.93 |
17,697.52 |
508.41 |
2.8% |
210.17 |
1.2% |
82% |
True |
False |
|
10 |
18,205.93 |
17,620.49 |
585.44 |
3.2% |
225.83 |
1.2% |
85% |
True |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
182.91 |
1.0% |
74% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
186.22 |
1.0% |
86% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
200.43 |
1.1% |
86% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
195.87 |
1.1% |
86% |
False |
False |
|
100 |
18,288.63 |
16,825.19 |
1,463.44 |
8.1% |
179.97 |
1.0% |
88% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.4% |
189.84 |
1.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,587.96 |
2.618 |
18,441.26 |
1.618 |
18,351.37 |
1.000 |
18,295.82 |
0.618 |
18,261.48 |
HIGH |
18,205.93 |
0.618 |
18,171.59 |
0.500 |
18,160.99 |
0.382 |
18,150.38 |
LOW |
18,116.04 |
0.618 |
18,060.49 |
1.000 |
18,026.15 |
1.618 |
17,970.60 |
2.618 |
17,880.71 |
4.250 |
17,734.01 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,160.99 |
18,100.72 |
PP |
18,146.00 |
18,085.40 |
S1 |
18,131.02 |
18,070.09 |
|