Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,195.4 |
1,203.8 |
8.4 |
0.7% |
1,183.2 |
High |
1,219.5 |
1,205.6 |
-13.9 |
-1.1% |
1,219.5 |
Low |
1,193.8 |
1,191.7 |
-2.1 |
-0.2% |
1,178.6 |
Close |
1,204.8 |
1,199.8 |
-5.0 |
-0.4% |
1,199.8 |
Range |
25.7 |
13.9 |
-11.8 |
-45.9% |
40.9 |
ATR |
18.4 |
18.1 |
-0.3 |
-1.8% |
0.0 |
Volume |
245,373 |
172,260 |
-73,113 |
-29.8% |
929,012 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.7 |
1,234.2 |
1,207.4 |
|
R3 |
1,226.8 |
1,220.3 |
1,203.6 |
|
R2 |
1,212.9 |
1,212.9 |
1,202.3 |
|
R1 |
1,206.4 |
1,206.4 |
1,201.1 |
1,202.7 |
PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,197.2 |
S1 |
1,192.5 |
1,192.5 |
1,198.5 |
1,188.8 |
S2 |
1,185.1 |
1,185.1 |
1,197.3 |
|
S3 |
1,171.2 |
1,178.6 |
1,196.0 |
|
S4 |
1,157.3 |
1,164.7 |
1,192.2 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.0 |
1,301.8 |
1,222.3 |
|
R3 |
1,281.1 |
1,260.9 |
1,211.0 |
|
R2 |
1,240.2 |
1,240.2 |
1,207.3 |
|
R1 |
1,220.0 |
1,220.0 |
1,203.5 |
1,230.1 |
PP |
1,199.3 |
1,199.3 |
1,199.3 |
1,204.4 |
S1 |
1,179.1 |
1,179.1 |
1,196.1 |
1,189.2 |
S2 |
1,158.4 |
1,158.4 |
1,192.3 |
|
S3 |
1,117.5 |
1,138.2 |
1,188.6 |
|
S4 |
1,076.6 |
1,097.3 |
1,177.3 |
|
|
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 |
1,178.6 |
40.9 |
3.4% |
15.0 |
1.3% |
52% |
False |
False |
185,802 |
10 |
1,219.5 |
1,141.6 |
77.9 |
6.5% |
17.5 |
1.5% |
75% |
False |
False |
172,495 |
20 |
1,223.0 |
1,141.6 |
81.4 |
6.8% |
17.3 |
1.4% |
71% |
False |
False |
160,670 |
40 |
1,286.5 |
1,141.6 |
144.9 |
12.1% |
18.3 |
1.5% |
40% |
False |
False |
144,075 |
60 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
19.7 |
1.6% |
35% |
False |
False |
110,230 |
80 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
19.9 |
1.7% |
35% |
False |
False |
83,632 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
20.4 |
1.7% |
38% |
False |
False |
67,806 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.2 |
1.6% |
38% |
False |
False |
56,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.7 |
2.618 |
1,242.0 |
1.618 |
1,228.1 |
1.000 |
1,219.5 |
0.618 |
1,214.2 |
HIGH |
1,205.6 |
0.618 |
1,200.3 |
0.500 |
1,198.7 |
0.382 |
1,197.0 |
LOW |
1,191.7 |
0.618 |
1,183.1 |
1.000 |
1,177.8 |
1.618 |
1,169.2 |
2.618 |
1,155.3 |
4.250 |
1,132.6 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,199.4 |
1,202.8 |
PP |
1,199.0 |
1,201.8 |
S1 |
1,198.7 |
1,200.8 |
|