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 |
1,188.5 |
1,192.5 |
4.0 |
0.3% |
1,157.9 |
High |
1,194.5 |
1,199.3 |
4.8 |
0.4% |
1,187.4 |
Low |
1,184.7 |
1,186.1 |
1.4 |
0.1% |
1,141.6 |
Close |
1,191.4 |
1,197.0 |
5.6 |
0.5% |
1,184.6 |
Range |
9.8 |
13.2 |
3.4 |
34.7% |
45.8 |
ATR |
18.2 |
17.9 |
-0.4 |
-2.0% |
0.0 |
Volume |
162,922 |
185,925 |
23,003 |
14.1% |
795,942 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.7 |
1,228.6 |
1,204.3 |
|
R3 |
1,220.5 |
1,215.4 |
1,200.6 |
|
R2 |
1,207.3 |
1,207.3 |
1,199.4 |
|
R1 |
1,202.2 |
1,202.2 |
1,198.2 |
1,204.8 |
PP |
1,194.1 |
1,194.1 |
1,194.1 |
1,195.4 |
S1 |
1,189.0 |
1,189.0 |
1,195.8 |
1,191.6 |
S2 |
1,180.9 |
1,180.9 |
1,194.6 |
|
S3 |
1,167.7 |
1,175.8 |
1,193.4 |
|
S4 |
1,154.5 |
1,162.6 |
1,189.7 |
|
|
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 |
1,199.3 |
1,158.6 |
40.7 |
3.4% |
14.7 |
1.2% |
94% |
True |
False |
167,193 |
10 |
1,199.3 |
1,141.6 |
57.7 |
4.8% |
16.4 |
1.4% |
96% |
True |
False |
158,953 |
20 |
1,223.0 |
1,141.6 |
81.4 |
6.8% |
16.9 |
1.4% |
68% |
False |
False |
152,340 |
40 |
1,294.6 |
1,141.6 |
153.0 |
12.8% |
18.6 |
1.6% |
36% |
False |
False |
143,499 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
19.8 |
1.7% |
33% |
False |
False |
103,374 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
20.8 |
1.7% |
33% |
False |
False |
78,536 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
20.6 |
1.7% |
37% |
False |
False |
63,674 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
19.1 |
1.6% |
37% |
False |
False |
53,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.4 |
2.618 |
1,233.9 |
1.618 |
1,220.7 |
1.000 |
1,212.5 |
0.618 |
1,207.5 |
HIGH |
1,199.3 |
0.618 |
1,194.3 |
0.500 |
1,192.7 |
0.382 |
1,191.1 |
LOW |
1,186.1 |
0.618 |
1,177.9 |
1.000 |
1,172.9 |
1.618 |
1,164.7 |
2.618 |
1,151.5 |
4.250 |
1,130.0 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,195.6 |
1,194.3 |
PP |
1,194.1 |
1,191.6 |
S1 |
1,192.7 |
1,189.0 |
|