Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,645 |
19,670 |
25 |
0.1% |
19,275 |
High |
19,750 |
19,770 |
20 |
0.1% |
19,655 |
Low |
19,555 |
19,605 |
50 |
0.3% |
19,200 |
Close |
19,685 |
19,660 |
-25 |
-0.1% |
19,625 |
Range |
195 |
165 |
-30 |
-15.4% |
455 |
ATR |
241 |
236 |
-5 |
-2.3% |
0 |
Volume |
10,331 |
11,951 |
1,620 |
15.7% |
59,825 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,173 |
20,082 |
19,751 |
|
R3 |
20,008 |
19,917 |
19,706 |
|
R2 |
19,843 |
19,843 |
19,690 |
|
R1 |
19,752 |
19,752 |
19,675 |
19,715 |
PP |
19,678 |
19,678 |
19,678 |
19,660 |
S1 |
19,587 |
19,587 |
19,645 |
19,550 |
S2 |
19,513 |
19,513 |
19,630 |
|
S3 |
19,348 |
19,422 |
19,615 |
|
S4 |
19,183 |
19,257 |
19,569 |
|
|
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 |
19,770 |
19,275 |
495 |
2.5% |
221 |
1.1% |
78% |
True |
False |
11,932 |
10 |
19,770 |
18,450 |
1,320 |
6.7% |
262 |
1.3% |
92% |
True |
False |
13,021 |
20 |
19,770 |
18,450 |
1,320 |
6.7% |
241 |
1.2% |
92% |
True |
False |
10,188 |
40 |
19,770 |
17,440 |
2,330 |
11.9% |
203 |
1.0% |
95% |
True |
False |
5,142 |
60 |
19,770 |
16,665 |
3,105 |
15.8% |
181 |
0.9% |
96% |
True |
False |
3,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,471 |
2.618 |
20,202 |
1.618 |
20,037 |
1.000 |
19,935 |
0.618 |
19,872 |
HIGH |
19,770 |
0.618 |
19,707 |
0.500 |
19,688 |
0.382 |
19,668 |
LOW |
19,605 |
0.618 |
19,503 |
1.000 |
19,440 |
1.618 |
19,338 |
2.618 |
19,173 |
4.250 |
18,904 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,688 |
19,631 |
PP |
19,678 |
19,602 |
S1 |
19,669 |
19,573 |
|