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 |
1,192.5 |
1,195.4 |
2.9 |
0.2% |
1,157.9 |
High |
1,199.3 |
1,219.5 |
20.2 |
1.7% |
1,187.4 |
Low |
1,186.1 |
1,193.8 |
7.7 |
0.6% |
1,141.6 |
Close |
1,197.0 |
1,204.8 |
7.8 |
0.7% |
1,184.6 |
Range |
13.2 |
25.7 |
12.5 |
94.7% |
45.8 |
ATR |
17.9 |
18.4 |
0.6 |
3.1% |
0.0 |
Volume |
185,925 |
245,373 |
59,448 |
32.0% |
795,942 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.1 |
1,269.7 |
1,218.9 |
|
R3 |
1,257.4 |
1,244.0 |
1,211.9 |
|
R2 |
1,231.7 |
1,231.7 |
1,209.5 |
|
R1 |
1,218.3 |
1,218.3 |
1,207.2 |
1,225.0 |
PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,209.4 |
S1 |
1,192.6 |
1,192.6 |
1,202.4 |
1,199.3 |
S2 |
1,180.3 |
1,180.3 |
1,200.1 |
|
S3 |
1,154.6 |
1,166.9 |
1,197.7 |
|
S4 |
1,128.9 |
1,141.2 |
1,190.7 |
|
|
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 |
1,219.5 |
1,167.9 |
51.6 |
4.3% |
16.1 |
1.3% |
72% |
True |
False |
184,856 |
10 |
1,219.5 |
1,141.6 |
77.9 |
6.5% |
17.1 |
1.4% |
81% |
True |
False |
167,537 |
20 |
1,223.0 |
1,141.6 |
81.4 |
6.8% |
17.4 |
1.4% |
78% |
False |
False |
157,745 |
40 |
1,286.6 |
1,141.6 |
145.0 |
12.0% |
18.9 |
1.6% |
44% |
False |
False |
145,859 |
60 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
20.0 |
1.7% |
38% |
False |
False |
107,425 |
80 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
20.7 |
1.7% |
38% |
False |
False |
81,526 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
20.6 |
1.7% |
41% |
False |
False |
66,108 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.3 |
1.6% |
41% |
False |
False |
55,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.7 |
2.618 |
1,286.8 |
1.618 |
1,261.1 |
1.000 |
1,245.2 |
0.618 |
1,235.4 |
HIGH |
1,219.5 |
0.618 |
1,209.7 |
0.500 |
1,206.7 |
0.382 |
1,203.6 |
LOW |
1,193.8 |
0.618 |
1,177.9 |
1.000 |
1,168.1 |
1.618 |
1,152.2 |
2.618 |
1,126.5 |
4.250 |
1,084.6 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,206.7 |
1,203.9 |
PP |
1,206.0 |
1,203.0 |
S1 |
1,205.4 |
1,202.1 |
|