Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,012.61 |
17,716.27 |
-296.34 |
-1.6% |
17,751.24 |
High |
18,041.97 |
17,759.51 |
-282.46 |
-1.6% |
18,197.29 |
Low |
17,718.54 |
17,579.27 |
-139.27 |
-0.8% |
17,697.52 |
Close |
17,718.54 |
17,678.23 |
-40.31 |
-0.2% |
18,127.65 |
Range |
323.43 |
180.24 |
-143.19 |
-44.3% |
499.77 |
ATR |
200.36 |
198.93 |
-1.44 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,213.06 |
18,125.88 |
17,777.36 |
|
R3 |
18,032.82 |
17,945.64 |
17,727.80 |
|
R2 |
17,852.58 |
17,852.58 |
17,711.27 |
|
R1 |
17,765.40 |
17,765.40 |
17,694.75 |
17,718.87 |
PP |
17,672.34 |
17,672.34 |
17,672.34 |
17,649.07 |
S1 |
17,585.16 |
17,585.16 |
17,661.71 |
17,538.63 |
S2 |
17,492.10 |
17,492.10 |
17,645.19 |
|
S3 |
17,311.86 |
17,404.92 |
17,628.66 |
|
S4 |
17,131.62 |
17,224.68 |
17,579.10 |
|
|
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 |
17,579.27 |
626.66 |
3.5% |
193.70 |
1.1% |
16% |
False |
True |
|
10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
218.97 |
1.2% |
16% |
False |
True |
|
20 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
201.22 |
1.1% |
14% |
False |
True |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
182.92 |
1.0% |
51% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
208.22 |
1.2% |
51% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
201.50 |
1.1% |
51% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
179.84 |
1.0% |
51% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.8% |
190.40 |
1.1% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,525.53 |
2.618 |
18,231.38 |
1.618 |
18,051.14 |
1.000 |
17,939.75 |
0.618 |
17,870.90 |
HIGH |
17,759.51 |
0.618 |
17,690.66 |
0.500 |
17,669.39 |
0.382 |
17,648.12 |
LOW |
17,579.27 |
0.618 |
17,467.88 |
1.000 |
17,399.03 |
1.618 |
17,287.64 |
2.618 |
17,107.40 |
4.250 |
16,813.25 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,675.28 |
17,864.26 |
PP |
17,672.34 |
17,802.25 |
S1 |
17,669.39 |
17,740.24 |
|