Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,670 |
19,655 |
-15 |
-0.1% |
19,275 |
High |
19,770 |
19,730 |
-40 |
-0.2% |
19,655 |
Low |
19,605 |
19,450 |
-155 |
-0.8% |
19,200 |
Close |
19,660 |
19,510 |
-150 |
-0.8% |
19,625 |
Range |
165 |
280 |
115 |
69.7% |
455 |
ATR |
236 |
239 |
3 |
1.3% |
0 |
Volume |
11,951 |
11,078 |
-873 |
-7.3% |
59,825 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,403 |
20,237 |
19,664 |
|
R3 |
20,123 |
19,957 |
19,587 |
|
R2 |
19,843 |
19,843 |
19,561 |
|
R1 |
19,677 |
19,677 |
19,536 |
19,620 |
PP |
19,563 |
19,563 |
19,563 |
19,535 |
S1 |
19,397 |
19,397 |
19,484 |
19,340 |
S2 |
19,283 |
19,283 |
19,459 |
|
S3 |
19,003 |
19,117 |
19,433 |
|
S4 |
18,723 |
18,837 |
19,356 |
|
|
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% |
232 |
1.2% |
47% |
False |
False |
11,623 |
10 |
19,770 |
18,755 |
1,015 |
5.2% |
253 |
1.3% |
74% |
False |
False |
12,553 |
20 |
19,770 |
18,450 |
1,320 |
6.8% |
250 |
1.3% |
80% |
False |
False |
10,732 |
40 |
19,770 |
17,440 |
2,330 |
11.9% |
207 |
1.1% |
89% |
False |
False |
5,419 |
60 |
19,770 |
16,665 |
3,105 |
15.9% |
186 |
1.0% |
92% |
False |
False |
3,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,920 |
2.618 |
20,463 |
1.618 |
20,183 |
1.000 |
20,010 |
0.618 |
19,903 |
HIGH |
19,730 |
0.618 |
19,623 |
0.500 |
19,590 |
0.382 |
19,557 |
LOW |
19,450 |
0.618 |
19,277 |
1.000 |
19,170 |
1.618 |
18,997 |
2.618 |
18,717 |
4.250 |
18,260 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,590 |
19,610 |
PP |
19,563 |
19,577 |
S1 |
19,537 |
19,543 |
|