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 |
3,621.0 |
3,645.0 |
24.0 |
0.7% |
3,594.0 |
High |
3,672.0 |
3,660.0 |
-12.0 |
-0.3% |
3,664.0 |
Low |
3,604.0 |
3,602.0 |
-2.0 |
-0.1% |
3,563.0 |
Close |
3,664.0 |
3,620.0 |
-44.0 |
-1.2% |
3,658.0 |
Range |
68.0 |
58.0 |
-10.0 |
-14.7% |
101.0 |
ATR |
55.2 |
55.7 |
0.5 |
0.9% |
0.0 |
Volume |
991,111 |
1,478,152 |
487,041 |
49.1% |
6,390,961 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.3 |
3,768.7 |
3,651.9 |
|
R3 |
3,743.3 |
3,710.7 |
3,636.0 |
|
R2 |
3,685.3 |
3,685.3 |
3,630.6 |
|
R1 |
3,652.7 |
3,652.7 |
3,625.3 |
3,640.0 |
PP |
3,627.3 |
3,627.3 |
3,627.3 |
3,621.0 |
S1 |
3,594.7 |
3,594.7 |
3,614.7 |
3,582.0 |
S2 |
3,569.3 |
3,569.3 |
3,609.4 |
|
S3 |
3,511.3 |
3,536.7 |
3,604.1 |
|
S4 |
3,453.3 |
3,478.7 |
3,588.1 |
|
|
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 |
3,672.0 |
3,569.0 |
103.0 |
2.8% |
57.6 |
1.6% |
50% |
False |
False |
1,126,450 |
10 |
3,672.0 |
3,553.0 |
119.0 |
3.3% |
53.4 |
1.5% |
56% |
False |
False |
1,147,256 |
20 |
3,672.0 |
3,457.0 |
215.0 |
5.9% |
50.6 |
1.4% |
76% |
False |
False |
627,367 |
40 |
3,672.0 |
3,235.0 |
437.0 |
12.1% |
50.9 |
1.4% |
88% |
False |
False |
314,544 |
60 |
3,672.0 |
2,912.0 |
760.0 |
21.0% |
58.7 |
1.6% |
93% |
False |
False |
210,271 |
80 |
3,672.0 |
2,848.0 |
824.0 |
22.8% |
57.1 |
1.6% |
94% |
False |
False |
157,856 |
100 |
3,672.0 |
2,848.0 |
824.0 |
22.8% |
51.3 |
1.4% |
94% |
False |
False |
126,291 |
120 |
3,672.0 |
2,710.0 |
962.0 |
26.6% |
49.6 |
1.4% |
95% |
False |
False |
105,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,906.5 |
2.618 |
3,811.8 |
1.618 |
3,753.8 |
1.000 |
3,718.0 |
0.618 |
3,695.8 |
HIGH |
3,660.0 |
0.618 |
3,637.8 |
0.500 |
3,631.0 |
0.382 |
3,624.2 |
LOW |
3,602.0 |
0.618 |
3,566.2 |
1.000 |
3,544.0 |
1.618 |
3,508.2 |
2.618 |
3,450.2 |
4.250 |
3,355.5 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,631.0 |
3,637.0 |
PP |
3,627.3 |
3,631.3 |
S1 |
3,623.7 |
3,625.7 |
|