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 |
1,166.1 |
1,170.4 |
4.3 |
0.4% |
1,157.9 |
High |
1,177.0 |
1,187.4 |
10.4 |
0.9% |
1,187.4 |
Low |
1,158.6 |
1,167.9 |
9.3 |
0.8% |
1,141.6 |
Close |
1,169.0 |
1,184.6 |
15.6 |
1.3% |
1,184.6 |
Range |
18.4 |
19.5 |
1.1 |
6.0% |
45.8 |
ATR |
19.4 |
19.4 |
0.0 |
0.1% |
0.0 |
Volume |
157,056 |
167,531 |
10,475 |
6.7% |
795,942 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.5 |
1,231.0 |
1,195.3 |
|
R3 |
1,219.0 |
1,211.5 |
1,190.0 |
|
R2 |
1,199.5 |
1,199.5 |
1,188.2 |
|
R1 |
1,192.0 |
1,192.0 |
1,186.4 |
1,195.8 |
PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,181.8 |
S1 |
1,172.5 |
1,172.5 |
1,182.8 |
1,176.3 |
S2 |
1,160.5 |
1,160.5 |
1,181.0 |
|
S3 |
1,141.0 |
1,153.0 |
1,179.2 |
|
S4 |
1,121.5 |
1,133.5 |
1,173.9 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.6 |
1,292.4 |
1,209.8 |
|
R3 |
1,262.8 |
1,246.6 |
1,197.2 |
|
R2 |
1,217.0 |
1,217.0 |
1,193.0 |
|
R1 |
1,200.8 |
1,200.8 |
1,188.8 |
1,208.9 |
PP |
1,171.2 |
1,171.2 |
1,171.2 |
1,175.3 |
S1 |
1,155.0 |
1,155.0 |
1,180.4 |
1,163.1 |
S2 |
1,125.4 |
1,125.4 |
1,176.2 |
|
S3 |
1,079.6 |
1,109.2 |
1,172.0 |
|
S4 |
1,033.8 |
1,063.4 |
1,159.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,187.4 |
1,141.6 |
45.8 |
3.9% |
20.0 |
1.7% |
94% |
True |
False |
159,188 |
10 |
1,187.4 |
1,141.6 |
45.8 |
3.9% |
17.2 |
1.4% |
94% |
True |
False |
154,141 |
20 |
1,223.0 |
1,141.6 |
81.4 |
6.9% |
17.4 |
1.5% |
53% |
False |
False |
143,667 |
40 |
1,303.0 |
1,141.6 |
161.4 |
13.6% |
19.4 |
1.6% |
27% |
False |
False |
135,447 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
19.9 |
1.7% |
26% |
False |
False |
94,993 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
20.7 |
1.7% |
26% |
False |
False |
72,416 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
20.6 |
1.7% |
30% |
False |
False |
58,618 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
19.1 |
1.6% |
30% |
False |
False |
49,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.3 |
2.618 |
1,238.5 |
1.618 |
1,219.0 |
1.000 |
1,206.9 |
0.618 |
1,199.5 |
HIGH |
1,187.4 |
0.618 |
1,180.0 |
0.500 |
1,177.7 |
0.382 |
1,175.3 |
LOW |
1,167.9 |
0.618 |
1,155.8 |
1.000 |
1,148.4 |
1.618 |
1,136.3 |
2.618 |
1,116.8 |
4.250 |
1,085.0 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,182.3 |
1,178.5 |
PP |
1,180.0 |
1,172.3 |
S1 |
1,177.7 |
1,166.2 |
|