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 |
3,588.0 |
3,601.0 |
13.0 |
0.4% |
3,654.0 |
High |
3,611.0 |
3,623.0 |
12.0 |
0.3% |
3,672.0 |
Low |
3,544.0 |
3,585.0 |
41.0 |
1.2% |
3,544.0 |
Close |
3,597.0 |
3,605.0 |
8.0 |
0.2% |
3,605.0 |
Range |
67.0 |
38.0 |
-29.0 |
-43.3% |
128.0 |
ATR |
57.1 |
55.8 |
-1.4 |
-2.4% |
0.0 |
Volume |
995,832 |
755,942 |
-239,890 |
-24.1% |
5,197,955 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,718.3 |
3,699.7 |
3,625.9 |
|
R3 |
3,680.3 |
3,661.7 |
3,615.5 |
|
R2 |
3,642.3 |
3,642.3 |
3,612.0 |
|
R1 |
3,623.7 |
3,623.7 |
3,608.5 |
3,633.0 |
PP |
3,604.3 |
3,604.3 |
3,604.3 |
3,609.0 |
S1 |
3,585.7 |
3,585.7 |
3,601.5 |
3,595.0 |
S2 |
3,566.3 |
3,566.3 |
3,598.0 |
|
S3 |
3,528.3 |
3,547.7 |
3,594.6 |
|
S4 |
3,490.3 |
3,509.7 |
3,584.1 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,991.0 |
3,926.0 |
3,675.4 |
|
R3 |
3,863.0 |
3,798.0 |
3,640.2 |
|
R2 |
3,735.0 |
3,735.0 |
3,628.5 |
|
R1 |
3,670.0 |
3,670.0 |
3,616.7 |
3,638.5 |
PP |
3,607.0 |
3,607.0 |
3,607.0 |
3,591.3 |
S1 |
3,542.0 |
3,542.0 |
3,593.3 |
3,510.5 |
S2 |
3,479.0 |
3,479.0 |
3,581.5 |
|
S3 |
3,351.0 |
3,414.0 |
3,569.8 |
|
S4 |
3,223.0 |
3,286.0 |
3,534.6 |
|
|
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% |
55.6 |
1.5% |
48% |
False |
False |
1,039,591 |
10 |
3,672.0 |
3,544.0 |
128.0 |
3.6% |
56.4 |
1.6% |
48% |
False |
False |
1,158,891 |
20 |
3,672.0 |
3,457.0 |
215.0 |
6.0% |
52.1 |
1.4% |
69% |
False |
False |
710,272 |
40 |
3,672.0 |
3,248.0 |
424.0 |
11.8% |
49.7 |
1.4% |
84% |
False |
False |
358,302 |
60 |
3,672.0 |
2,912.0 |
760.0 |
21.1% |
58.9 |
1.6% |
91% |
False |
False |
239,449 |
80 |
3,672.0 |
2,848.0 |
824.0 |
22.9% |
58.0 |
1.6% |
92% |
False |
False |
179,753 |
100 |
3,672.0 |
2,848.0 |
824.0 |
22.9% |
51.3 |
1.4% |
92% |
False |
False |
143,809 |
120 |
3,672.0 |
2,710.0 |
962.0 |
26.7% |
49.8 |
1.4% |
93% |
False |
False |
119,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,784.5 |
2.618 |
3,722.5 |
1.618 |
3,684.5 |
1.000 |
3,661.0 |
0.618 |
3,646.5 |
HIGH |
3,623.0 |
0.618 |
3,608.5 |
0.500 |
3,604.0 |
0.382 |
3,599.5 |
LOW |
3,585.0 |
0.618 |
3,561.5 |
1.000 |
3,547.0 |
1.618 |
3,523.5 |
2.618 |
3,485.5 |
4.250 |
3,423.5 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,604.7 |
3,604.0 |
PP |
3,604.3 |
3,603.0 |
S1 |
3,604.0 |
3,602.0 |
|