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 |
3,584.0 |
3,607.0 |
23.0 |
0.6% |
3,594.0 |
High |
3,615.0 |
3,664.0 |
49.0 |
1.4% |
3,664.0 |
Low |
3,569.0 |
3,595.0 |
26.0 |
0.7% |
3,563.0 |
Close |
3,597.0 |
3,658.0 |
61.0 |
1.7% |
3,658.0 |
Range |
46.0 |
69.0 |
23.0 |
50.0% |
101.0 |
ATR |
53.4 |
54.5 |
1.1 |
2.1% |
0.0 |
Volume |
1,300,338 |
885,732 |
-414,606 |
-31.9% |
6,390,961 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,846.0 |
3,821.0 |
3,696.0 |
|
R3 |
3,777.0 |
3,752.0 |
3,677.0 |
|
R2 |
3,708.0 |
3,708.0 |
3,670.7 |
|
R1 |
3,683.0 |
3,683.0 |
3,664.3 |
3,695.5 |
PP |
3,639.0 |
3,639.0 |
3,639.0 |
3,645.3 |
S1 |
3,614.0 |
3,614.0 |
3,651.7 |
3,626.5 |
S2 |
3,570.0 |
3,570.0 |
3,645.4 |
|
S3 |
3,501.0 |
3,545.0 |
3,639.0 |
|
S4 |
3,432.0 |
3,476.0 |
3,620.1 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,931.3 |
3,895.7 |
3,713.6 |
|
R3 |
3,830.3 |
3,794.7 |
3,685.8 |
|
R2 |
3,729.3 |
3,729.3 |
3,676.5 |
|
R1 |
3,693.7 |
3,693.7 |
3,667.3 |
3,711.5 |
PP |
3,628.3 |
3,628.3 |
3,628.3 |
3,637.3 |
S1 |
3,592.7 |
3,592.7 |
3,648.7 |
3,610.5 |
S2 |
3,527.3 |
3,527.3 |
3,639.5 |
|
S3 |
3,426.3 |
3,491.7 |
3,630.2 |
|
S4 |
3,325.3 |
3,390.7 |
3,602.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,664.0 |
3,563.0 |
101.0 |
2.8% |
57.2 |
1.6% |
94% |
True |
False |
1,278,192 |
10 |
3,664.0 |
3,476.0 |
188.0 |
5.1% |
54.2 |
1.5% |
97% |
True |
False |
869,439 |
20 |
3,664.0 |
3,426.0 |
238.0 |
6.5% |
46.9 |
1.3% |
97% |
True |
False |
456,003 |
40 |
3,664.0 |
3,235.0 |
429.0 |
11.7% |
52.2 |
1.4% |
99% |
True |
False |
228,705 |
60 |
3,664.0 |
2,912.0 |
752.0 |
20.6% |
57.7 |
1.6% |
99% |
True |
False |
152,848 |
80 |
3,664.0 |
2,848.0 |
816.0 |
22.3% |
55.7 |
1.5% |
99% |
True |
False |
114,780 |
100 |
3,664.0 |
2,848.0 |
816.0 |
22.3% |
51.0 |
1.4% |
99% |
True |
False |
91,830 |
120 |
3,664.0 |
2,710.0 |
954.0 |
26.1% |
48.5 |
1.3% |
99% |
True |
False |
76,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,957.3 |
2.618 |
3,844.6 |
1.618 |
3,775.6 |
1.000 |
3,733.0 |
0.618 |
3,706.6 |
HIGH |
3,664.0 |
0.618 |
3,637.6 |
0.500 |
3,629.5 |
0.382 |
3,621.4 |
LOW |
3,595.0 |
0.618 |
3,552.4 |
1.000 |
3,526.0 |
1.618 |
3,483.4 |
2.618 |
3,414.4 |
4.250 |
3,301.8 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,648.5 |
3,643.2 |
PP |
3,639.0 |
3,628.3 |
S1 |
3,629.5 |
3,613.5 |
|