Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,440 |
19,645 |
205 |
1.1% |
19,275 |
High |
19,655 |
19,750 |
95 |
0.5% |
19,655 |
Low |
19,375 |
19,555 |
180 |
0.9% |
19,200 |
Close |
19,625 |
19,685 |
60 |
0.3% |
19,625 |
Range |
280 |
195 |
-85 |
-30.4% |
455 |
ATR |
245 |
241 |
-4 |
-1.5% |
0 |
Volume |
10,896 |
10,331 |
-565 |
-5.2% |
59,825 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,248 |
20,162 |
19,792 |
|
R3 |
20,053 |
19,967 |
19,739 |
|
R2 |
19,858 |
19,858 |
19,721 |
|
R1 |
19,772 |
19,772 |
19,703 |
19,815 |
PP |
19,663 |
19,663 |
19,663 |
19,685 |
S1 |
19,577 |
19,577 |
19,667 |
19,620 |
S2 |
19,468 |
19,468 |
19,649 |
|
S3 |
19,273 |
19,382 |
19,632 |
|
S4 |
19,078 |
19,187 |
19,578 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,858 |
20,697 |
19,875 |
|
R3 |
20,403 |
20,242 |
19,750 |
|
R2 |
19,948 |
19,948 |
19,709 |
|
R1 |
19,787 |
19,787 |
19,667 |
19,868 |
PP |
19,493 |
19,493 |
19,493 |
19,534 |
S1 |
19,332 |
19,332 |
19,583 |
19,413 |
S2 |
19,038 |
19,038 |
19,542 |
|
S3 |
18,583 |
18,877 |
19,500 |
|
S4 |
18,128 |
18,422 |
19,375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,750 |
19,275 |
475 |
2.4% |
226 |
1.1% |
86% |
True |
False |
11,842 |
10 |
19,750 |
18,450 |
1,300 |
6.6% |
288 |
1.5% |
95% |
True |
False |
14,295 |
20 |
19,750 |
18,450 |
1,300 |
6.6% |
239 |
1.2% |
95% |
True |
False |
9,606 |
40 |
19,750 |
17,440 |
2,310 |
11.7% |
202 |
1.0% |
97% |
True |
False |
4,843 |
60 |
19,750 |
16,665 |
3,085 |
15.7% |
179 |
0.9% |
98% |
True |
False |
3,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,579 |
2.618 |
20,261 |
1.618 |
20,066 |
1.000 |
19,945 |
0.618 |
19,871 |
HIGH |
19,750 |
0.618 |
19,676 |
0.500 |
19,653 |
0.382 |
19,630 |
LOW |
19,555 |
0.618 |
19,435 |
1.000 |
19,360 |
1.618 |
19,240 |
2.618 |
19,045 |
4.250 |
18,726 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,674 |
19,628 |
PP |
19,663 |
19,570 |
S1 |
19,653 |
19,513 |
|