Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,992 |
17,880 |
-112 |
-0.6% |
17,654 |
High |
18,046 |
18,117 |
71 |
0.4% |
18,117 |
Low |
17,847 |
17,874 |
27 |
0.2% |
17,609 |
Close |
17,885 |
18,033 |
148 |
0.8% |
18,033 |
Range |
199 |
243 |
44 |
22.1% |
508 |
ATR |
208 |
210 |
3 |
1.2% |
0 |
Volume |
128,869 |
116,676 |
-12,193 |
-9.5% |
661,880 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,737 |
18,628 |
18,167 |
|
R3 |
18,494 |
18,385 |
18,100 |
|
R2 |
18,251 |
18,251 |
18,078 |
|
R1 |
18,142 |
18,142 |
18,055 |
18,197 |
PP |
18,008 |
18,008 |
18,008 |
18,035 |
S1 |
17,899 |
17,899 |
18,011 |
17,954 |
S2 |
17,765 |
17,765 |
17,989 |
|
S3 |
17,522 |
17,656 |
17,966 |
|
S4 |
17,279 |
17,413 |
17,899 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,444 |
19,246 |
18,313 |
|
R3 |
18,936 |
18,738 |
18,173 |
|
R2 |
18,428 |
18,428 |
18,126 |
|
R1 |
18,230 |
18,230 |
18,080 |
18,329 |
PP |
17,920 |
17,920 |
17,920 |
17,969 |
S1 |
17,722 |
17,722 |
17,987 |
17,821 |
S2 |
17,412 |
17,412 |
17,940 |
|
S3 |
16,904 |
17,214 |
17,893 |
|
S4 |
16,396 |
16,706 |
17,754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,117 |
17,609 |
508 |
2.8% |
266 |
1.5% |
83% |
True |
False |
132,376 |
10 |
18,117 |
17,545 |
572 |
3.2% |
250 |
1.4% |
85% |
True |
False |
83,872 |
20 |
18,188 |
17,545 |
643 |
3.6% |
188 |
1.0% |
76% |
False |
False |
42,123 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
197 |
1.1% |
88% |
False |
False |
21,080 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
193 |
1.1% |
88% |
False |
False |
14,066 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
171 |
0.9% |
88% |
False |
False |
10,553 |
100 |
18,188 |
16,598 |
1,590 |
8.8% |
144 |
0.8% |
90% |
False |
False |
8,444 |
120 |
18,188 |
15,850 |
2,338 |
13.0% |
129 |
0.7% |
93% |
False |
False |
7,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,150 |
2.618 |
18,753 |
1.618 |
18,510 |
1.000 |
18,360 |
0.618 |
18,267 |
HIGH |
18,117 |
0.618 |
18,024 |
0.500 |
17,996 |
0.382 |
17,967 |
LOW |
17,874 |
0.618 |
17,724 |
1.000 |
17,631 |
1.618 |
17,481 |
2.618 |
17,238 |
4.250 |
16,841 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,021 |
17,976 |
PP |
18,008 |
17,920 |
S1 |
17,996 |
17,863 |
|