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 |
3,645.0 |
3,588.0 |
-57.0 |
-1.6% |
3,594.0 |
High |
3,660.0 |
3,611.0 |
-49.0 |
-1.3% |
3,664.0 |
Low |
3,602.0 |
3,544.0 |
-58.0 |
-1.6% |
3,563.0 |
Close |
3,620.0 |
3,597.0 |
-23.0 |
-0.6% |
3,658.0 |
Range |
58.0 |
67.0 |
9.0 |
15.5% |
101.0 |
ATR |
55.7 |
57.1 |
1.5 |
2.6% |
0.0 |
Volume |
1,478,152 |
995,832 |
-482,320 |
-32.6% |
6,390,961 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,785.0 |
3,758.0 |
3,633.9 |
|
R3 |
3,718.0 |
3,691.0 |
3,615.4 |
|
R2 |
3,651.0 |
3,651.0 |
3,609.3 |
|
R1 |
3,624.0 |
3,624.0 |
3,603.1 |
3,637.5 |
PP |
3,584.0 |
3,584.0 |
3,584.0 |
3,590.8 |
S1 |
3,557.0 |
3,557.0 |
3,590.9 |
3,570.5 |
S2 |
3,517.0 |
3,517.0 |
3,584.7 |
|
S3 |
3,450.0 |
3,490.0 |
3,578.6 |
|
S4 |
3,383.0 |
3,423.0 |
3,560.2 |
|
|
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 |
3,544.0 |
128.0 |
3.6% |
61.8 |
1.7% |
41% |
False |
True |
1,065,549 |
10 |
3,672.0 |
3,544.0 |
128.0 |
3.6% |
57.7 |
1.6% |
41% |
False |
True |
1,186,687 |
20 |
3,672.0 |
3,457.0 |
215.0 |
6.0% |
52.0 |
1.4% |
65% |
False |
False |
673,389 |
40 |
3,672.0 |
3,248.0 |
424.0 |
11.8% |
50.2 |
1.4% |
82% |
False |
False |
339,430 |
60 |
3,672.0 |
2,912.0 |
760.0 |
21.1% |
59.1 |
1.6% |
90% |
False |
False |
226,867 |
80 |
3,672.0 |
2,848.0 |
824.0 |
22.9% |
57.8 |
1.6% |
91% |
False |
False |
170,304 |
100 |
3,672.0 |
2,848.0 |
824.0 |
22.9% |
51.4 |
1.4% |
91% |
False |
False |
136,250 |
120 |
3,672.0 |
2,710.0 |
962.0 |
26.7% |
49.6 |
1.4% |
92% |
False |
False |
113,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,895.8 |
2.618 |
3,786.4 |
1.618 |
3,719.4 |
1.000 |
3,678.0 |
0.618 |
3,652.4 |
HIGH |
3,611.0 |
0.618 |
3,585.4 |
0.500 |
3,577.5 |
0.382 |
3,569.6 |
LOW |
3,544.0 |
0.618 |
3,502.6 |
1.000 |
3,477.0 |
1.618 |
3,435.6 |
2.618 |
3,368.6 |
4.250 |
3,259.3 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,590.5 |
3,608.0 |
PP |
3,584.0 |
3,604.3 |
S1 |
3,577.5 |
3,600.7 |
|