Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,655 |
19,510 |
-145 |
-0.7% |
19,275 |
High |
19,730 |
19,570 |
-160 |
-0.8% |
19,655 |
Low |
19,450 |
19,080 |
-370 |
-1.9% |
19,200 |
Close |
19,510 |
19,355 |
-155 |
-0.8% |
19,625 |
Range |
280 |
490 |
210 |
75.0% |
455 |
ATR |
239 |
257 |
18 |
7.5% |
0 |
Volume |
11,078 |
20,407 |
9,329 |
84.2% |
59,825 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,805 |
20,570 |
19,625 |
|
R3 |
20,315 |
20,080 |
19,490 |
|
R2 |
19,825 |
19,825 |
19,445 |
|
R1 |
19,590 |
19,590 |
19,400 |
19,463 |
PP |
19,335 |
19,335 |
19,335 |
19,271 |
S1 |
19,100 |
19,100 |
19,310 |
18,973 |
S2 |
18,845 |
18,845 |
19,265 |
|
S3 |
18,355 |
18,610 |
19,220 |
|
S4 |
17,865 |
18,120 |
19,086 |
|
|
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 |
19,080 |
690 |
3.6% |
282 |
1.5% |
40% |
False |
True |
12,932 |
10 |
19,770 |
19,080 |
690 |
3.6% |
255 |
1.3% |
40% |
False |
True |
12,721 |
20 |
19,770 |
18,450 |
1,320 |
6.8% |
258 |
1.3% |
69% |
False |
False |
11,731 |
40 |
19,770 |
17,440 |
2,330 |
12.0% |
211 |
1.1% |
82% |
False |
False |
5,929 |
60 |
19,770 |
16,665 |
3,105 |
16.0% |
194 |
1.0% |
87% |
False |
False |
3,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,653 |
2.618 |
20,853 |
1.618 |
20,363 |
1.000 |
20,060 |
0.618 |
19,873 |
HIGH |
19,570 |
0.618 |
19,383 |
0.500 |
19,325 |
0.382 |
19,267 |
LOW |
19,080 |
0.618 |
18,777 |
1.000 |
18,590 |
1.618 |
18,287 |
2.618 |
17,797 |
4.250 |
16,998 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,345 |
19,425 |
PP |
19,335 |
19,402 |
S1 |
19,325 |
19,378 |
|