Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,440 |
19,465 |
25 |
0.1% |
18,855 |
High |
19,585 |
19,515 |
-70 |
-0.4% |
19,330 |
Low |
19,360 |
19,275 |
-85 |
-0.4% |
18,450 |
Close |
19,445 |
19,435 |
-10 |
-0.1% |
19,265 |
Range |
225 |
240 |
15 |
6.7% |
880 |
ATR |
242 |
242 |
0 |
-0.1% |
0 |
Volume |
12,624 |
13,859 |
1,235 |
9.8% |
100,508 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,128 |
20,022 |
19,567 |
|
R3 |
19,888 |
19,782 |
19,501 |
|
R2 |
19,648 |
19,648 |
19,479 |
|
R1 |
19,542 |
19,542 |
19,457 |
19,475 |
PP |
19,408 |
19,408 |
19,408 |
19,375 |
S1 |
19,302 |
19,302 |
19,413 |
19,235 |
S2 |
19,168 |
19,168 |
19,391 |
|
S3 |
18,928 |
19,062 |
19,369 |
|
S4 |
18,688 |
18,822 |
19,303 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,655 |
21,340 |
19,749 |
|
R3 |
20,775 |
20,460 |
19,507 |
|
R2 |
19,895 |
19,895 |
19,426 |
|
R1 |
19,580 |
19,580 |
19,346 |
19,738 |
PP |
19,015 |
19,015 |
19,015 |
19,094 |
S1 |
18,700 |
18,700 |
19,184 |
18,858 |
S2 |
18,135 |
18,135 |
19,104 |
|
S3 |
17,255 |
17,820 |
19,023 |
|
S4 |
16,375 |
16,940 |
18,781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,585 |
19,100 |
485 |
2.5% |
228 |
1.2% |
69% |
False |
False |
12,509 |
10 |
19,585 |
18,450 |
1,135 |
5.8% |
286 |
1.5% |
87% |
False |
False |
15,727 |
20 |
19,585 |
18,290 |
1,295 |
6.7% |
232 |
1.2% |
88% |
False |
False |
8,576 |
40 |
19,585 |
17,345 |
2,240 |
11.5% |
201 |
1.0% |
93% |
False |
False |
4,313 |
60 |
19,585 |
16,665 |
2,920 |
15.0% |
171 |
0.9% |
95% |
False |
False |
2,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,535 |
2.618 |
20,143 |
1.618 |
19,903 |
1.000 |
19,755 |
0.618 |
19,663 |
HIGH |
19,515 |
0.618 |
19,423 |
0.500 |
19,395 |
0.382 |
19,367 |
LOW |
19,275 |
0.618 |
19,127 |
1.000 |
19,035 |
1.618 |
18,887 |
2.618 |
18,647 |
4.250 |
18,255 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,422 |
19,433 |
PP |
19,408 |
19,432 |
S1 |
19,395 |
19,430 |
|