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 |
4,427.50 |
4,426.25 |
-1.25 |
0.0% |
4,313.50 |
High |
4,441.75 |
4,467.25 |
25.50 |
0.6% |
4,467.25 |
Low |
4,419.50 |
4,424.00 |
4.50 |
0.1% |
4,299.50 |
Close |
4,429.50 |
4,467.13 |
37.63 |
0.8% |
4,467.13 |
Range |
22.25 |
43.25 |
21.00 |
94.4% |
167.75 |
ATR |
51.39 |
50.81 |
-0.58 |
-1.1% |
0.00 |
Volume |
39,157 |
5,895 |
-33,262 |
-84.9% |
359,572 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,582.50 |
4,568.00 |
4,491.00 |
|
R3 |
4,539.25 |
4,524.75 |
4,479.00 |
|
R2 |
4,496.00 |
4,496.00 |
4,475.00 |
|
R1 |
4,481.50 |
4,481.50 |
4,471.00 |
4,488.75 |
PP |
4,452.75 |
4,452.75 |
4,452.75 |
4,456.50 |
S1 |
4,438.25 |
4,438.25 |
4,463.25 |
4,445.50 |
S2 |
4,409.50 |
4,409.50 |
4,459.25 |
|
S3 |
4,366.25 |
4,395.00 |
4,455.25 |
|
S4 |
4,323.00 |
4,351.75 |
4,443.25 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,914.50 |
4,858.50 |
4,559.50 |
|
R3 |
4,746.75 |
4,690.75 |
4,513.25 |
|
R2 |
4,579.00 |
4,579.00 |
4,498.00 |
|
R1 |
4,523.00 |
4,523.00 |
4,482.50 |
4,551.00 |
PP |
4,411.25 |
4,411.25 |
4,411.25 |
4,425.25 |
S1 |
4,355.25 |
4,355.25 |
4,451.75 |
4,383.25 |
S2 |
4,243.50 |
4,243.50 |
4,436.50 |
|
S3 |
4,075.75 |
4,187.50 |
4,421.00 |
|
S4 |
3,908.00 |
4,019.75 |
4,374.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,467.25 |
4,299.50 |
167.75 |
3.8% |
54.50 |
1.2% |
100% |
True |
False |
71,914 |
10 |
4,467.25 |
4,288.25 |
179.00 |
4.0% |
52.75 |
1.2% |
100% |
True |
False |
163,904 |
20 |
4,483.25 |
4,288.25 |
195.00 |
4.4% |
44.75 |
1.0% |
92% |
False |
False |
177,638 |
40 |
4,483.25 |
4,085.50 |
397.75 |
8.9% |
53.25 |
1.2% |
96% |
False |
False |
213,614 |
60 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
59.50 |
1.3% |
96% |
False |
False |
235,772 |
80 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
59.00 |
1.3% |
96% |
False |
False |
216,234 |
100 |
4,483.25 |
4,003.50 |
479.75 |
10.7% |
55.25 |
1.2% |
97% |
False |
False |
173,090 |
120 |
4,483.25 |
3,687.00 |
796.25 |
17.8% |
58.75 |
1.3% |
98% |
False |
False |
144,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,651.00 |
2.618 |
4,580.50 |
1.618 |
4,537.25 |
1.000 |
4,510.50 |
0.618 |
4,494.00 |
HIGH |
4,467.25 |
0.618 |
4,450.75 |
0.500 |
4,445.50 |
0.382 |
4,440.50 |
LOW |
4,424.00 |
0.618 |
4,397.25 |
1.000 |
4,380.75 |
1.618 |
4,354.00 |
2.618 |
4,310.75 |
4.250 |
4,240.25 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,460.00 |
4,446.50 |
PP |
4,452.75 |
4,426.00 |
S1 |
4,445.50 |
4,405.25 |
|