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 |
3,654.0 |
3,621.0 |
-33.0 |
-0.9% |
3,594.0 |
High |
3,655.0 |
3,672.0 |
17.0 |
0.5% |
3,664.0 |
Low |
3,608.0 |
3,604.0 |
-4.0 |
-0.1% |
3,563.0 |
Close |
3,621.0 |
3,664.0 |
43.0 |
1.2% |
3,658.0 |
Range |
47.0 |
68.0 |
21.0 |
44.7% |
101.0 |
ATR |
54.2 |
55.2 |
1.0 |
1.8% |
0.0 |
Volume |
976,918 |
991,111 |
14,193 |
1.5% |
6,390,961 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,850.7 |
3,825.3 |
3,701.4 |
|
R3 |
3,782.7 |
3,757.3 |
3,682.7 |
|
R2 |
3,714.7 |
3,714.7 |
3,676.5 |
|
R1 |
3,689.3 |
3,689.3 |
3,670.2 |
3,702.0 |
PP |
3,646.7 |
3,646.7 |
3,646.7 |
3,653.0 |
S1 |
3,621.3 |
3,621.3 |
3,657.8 |
3,634.0 |
S2 |
3,578.7 |
3,578.7 |
3,651.5 |
|
S3 |
3,510.7 |
3,553.3 |
3,645.3 |
|
S4 |
3,442.7 |
3,485.3 |
3,626.6 |
|
|
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 |
3,672.0 |
3,563.0 |
109.0 |
3.0% |
57.4 |
1.6% |
93% |
True |
False |
1,061,875 |
10 |
3,672.0 |
3,499.0 |
173.0 |
4.7% |
56.4 |
1.5% |
95% |
True |
False |
1,051,894 |
20 |
3,672.0 |
3,455.0 |
217.0 |
5.9% |
48.9 |
1.3% |
96% |
True |
False |
554,215 |
40 |
3,672.0 |
3,235.0 |
437.0 |
11.9% |
51.6 |
1.4% |
98% |
True |
False |
277,695 |
60 |
3,672.0 |
2,912.0 |
760.0 |
20.7% |
58.5 |
1.6% |
99% |
True |
False |
185,638 |
80 |
3,672.0 |
2,848.0 |
824.0 |
22.5% |
56.5 |
1.5% |
99% |
True |
False |
139,379 |
100 |
3,672.0 |
2,848.0 |
824.0 |
22.5% |
51.1 |
1.4% |
99% |
True |
False |
111,510 |
120 |
3,672.0 |
2,710.0 |
962.0 |
26.3% |
49.2 |
1.3% |
99% |
True |
False |
92,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,961.0 |
2.618 |
3,850.0 |
1.618 |
3,782.0 |
1.000 |
3,740.0 |
0.618 |
3,714.0 |
HIGH |
3,672.0 |
0.618 |
3,646.0 |
0.500 |
3,638.0 |
0.382 |
3,630.0 |
LOW |
3,604.0 |
0.618 |
3,562.0 |
1.000 |
3,536.0 |
1.618 |
3,494.0 |
2.618 |
3,426.0 |
4.250 |
3,315.0 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,655.3 |
3,653.8 |
PP |
3,646.7 |
3,643.7 |
S1 |
3,638.0 |
3,633.5 |
|