Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.2 |
1,188.5 |
5.3 |
0.4% |
1,157.9 |
High |
1,191.0 |
1,194.5 |
3.5 |
0.3% |
1,187.4 |
Low |
1,178.6 |
1,184.7 |
6.1 |
0.5% |
1,141.6 |
Close |
1,187.7 |
1,191.4 |
3.7 |
0.3% |
1,184.6 |
Range |
12.4 |
9.8 |
-2.6 |
-21.0% |
45.8 |
ATR |
18.9 |
18.2 |
-0.6 |
-3.4% |
0.0 |
Volume |
162,532 |
162,922 |
390 |
0.2% |
795,942 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.6 |
1,215.3 |
1,196.8 |
|
R3 |
1,209.8 |
1,205.5 |
1,194.1 |
|
R2 |
1,200.0 |
1,200.0 |
1,193.2 |
|
R1 |
1,195.7 |
1,195.7 |
1,192.3 |
1,197.9 |
PP |
1,190.2 |
1,190.2 |
1,190.2 |
1,191.3 |
S1 |
1,185.9 |
1,185.9 |
1,190.5 |
1,188.1 |
S2 |
1,180.4 |
1,180.4 |
1,189.6 |
|
S3 |
1,170.6 |
1,176.1 |
1,188.7 |
|
S4 |
1,160.8 |
1,166.3 |
1,186.0 |
|
|
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 |
1,194.5 |
1,144.9 |
49.6 |
4.2% |
18.1 |
1.5% |
94% |
True |
False |
167,704 |
10 |
1,194.5 |
1,141.6 |
52.9 |
4.4% |
16.9 |
1.4% |
94% |
True |
False |
156,517 |
20 |
1,223.0 |
1,141.6 |
81.4 |
6.8% |
16.8 |
1.4% |
61% |
False |
False |
148,348 |
40 |
1,298.6 |
1,141.6 |
157.0 |
13.2% |
18.9 |
1.6% |
32% |
False |
False |
141,102 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
20.0 |
1.7% |
30% |
False |
False |
100,320 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
20.7 |
1.7% |
30% |
False |
False |
76,348 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
20.7 |
1.7% |
34% |
False |
False |
61,829 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
19.1 |
1.6% |
34% |
False |
False |
51,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.2 |
2.618 |
1,220.2 |
1.618 |
1,210.4 |
1.000 |
1,204.3 |
0.618 |
1,200.6 |
HIGH |
1,194.5 |
0.618 |
1,190.8 |
0.500 |
1,189.6 |
0.382 |
1,188.4 |
LOW |
1,184.7 |
0.618 |
1,178.6 |
1.000 |
1,174.9 |
1.618 |
1,168.8 |
2.618 |
1,159.0 |
4.250 |
1,143.1 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,190.8 |
1,188.0 |
PP |
1,190.2 |
1,184.6 |
S1 |
1,189.6 |
1,181.2 |
|