Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,110.87 |
18,012.61 |
-98.26 |
-0.5% |
17,751.24 |
High |
18,149.24 |
18,041.97 |
-107.27 |
-0.6% |
18,197.29 |
Low |
18,010.44 |
17,718.54 |
-291.90 |
-1.6% |
17,697.52 |
Close |
18,011.14 |
17,718.54 |
-292.60 |
-1.6% |
18,127.65 |
Range |
138.80 |
323.43 |
184.63 |
133.0% |
499.77 |
ATR |
190.90 |
200.36 |
9.47 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,796.64 |
18,581.02 |
17,896.43 |
|
R3 |
18,473.21 |
18,257.59 |
17,807.48 |
|
R2 |
18,149.78 |
18,149.78 |
17,777.84 |
|
R1 |
17,934.16 |
17,934.16 |
17,748.19 |
17,880.26 |
PP |
17,826.35 |
17,826.35 |
17,826.35 |
17,799.40 |
S1 |
17,610.73 |
17,610.73 |
17,688.89 |
17,556.83 |
S2 |
17,502.92 |
17,502.92 |
17,659.24 |
|
S3 |
17,179.49 |
17,287.30 |
17,629.60 |
|
S4 |
16,856.06 |
16,963.87 |
17,540.65 |
|
|
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 |
17,718.54 |
487.39 |
2.8% |
185.41 |
1.0% |
0% |
False |
True |
|
10 |
18,205.93 |
17,620.49 |
585.44 |
3.3% |
228.91 |
1.3% |
17% |
False |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.8% |
196.32 |
1.1% |
15% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
185.80 |
1.0% |
54% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
206.07 |
1.2% |
54% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
200.32 |
1.1% |
54% |
False |
False |
|
100 |
18,288.63 |
16,920.76 |
1,367.87 |
7.7% |
181.07 |
1.0% |
58% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.7% |
190.42 |
1.1% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,416.55 |
2.618 |
18,888.71 |
1.618 |
18,565.28 |
1.000 |
18,365.40 |
0.618 |
18,241.85 |
HIGH |
18,041.97 |
0.618 |
17,918.42 |
0.500 |
17,880.26 |
0.382 |
17,842.09 |
LOW |
17,718.54 |
0.618 |
17,518.66 |
1.000 |
17,395.11 |
1.618 |
17,195.23 |
2.618 |
16,871.80 |
4.250 |
16,343.96 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,880.26 |
17,962.24 |
PP |
17,826.35 |
17,881.00 |
S1 |
17,772.45 |
17,799.77 |
|