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 |
17,880 |
18,032 |
152 |
0.9% |
17,654 |
High |
18,117 |
18,126 |
9 |
0.0% |
18,117 |
Low |
17,874 |
17,981 |
107 |
0.6% |
17,609 |
Close |
18,033 |
18,016 |
-17 |
-0.1% |
18,033 |
Range |
243 |
145 |
-98 |
-40.3% |
508 |
ATR |
210 |
205 |
-5 |
-2.2% |
0 |
Volume |
116,676 |
73,526 |
-43,150 |
-37.0% |
661,880 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,476 |
18,391 |
18,096 |
|
R3 |
18,331 |
18,246 |
18,056 |
|
R2 |
18,186 |
18,186 |
18,043 |
|
R1 |
18,101 |
18,101 |
18,029 |
18,071 |
PP |
18,041 |
18,041 |
18,041 |
18,026 |
S1 |
17,956 |
17,956 |
18,003 |
17,926 |
S2 |
17,896 |
17,896 |
17,990 |
|
S3 |
17,751 |
17,811 |
17,976 |
|
S4 |
17,606 |
17,666 |
17,936 |
|
|
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 |
18,126 |
17,609 |
517 |
2.9% |
234 |
1.3% |
79% |
True |
False |
124,959 |
10 |
18,126 |
17,545 |
581 |
3.2% |
244 |
1.4% |
81% |
True |
False |
91,064 |
20 |
18,188 |
17,545 |
643 |
3.6% |
192 |
1.1% |
73% |
False |
False |
45,796 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
196 |
1.1% |
87% |
False |
False |
22,918 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
194 |
1.1% |
87% |
False |
False |
15,292 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
173 |
1.0% |
87% |
False |
False |
11,472 |
100 |
18,188 |
16,650 |
1,538 |
8.5% |
145 |
0.8% |
89% |
False |
False |
9,179 |
120 |
18,188 |
15,850 |
2,338 |
13.0% |
130 |
0.7% |
93% |
False |
False |
7,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,742 |
2.618 |
18,506 |
1.618 |
18,361 |
1.000 |
18,271 |
0.618 |
18,216 |
HIGH |
18,126 |
0.618 |
18,071 |
0.500 |
18,054 |
0.382 |
18,037 |
LOW |
17,981 |
0.618 |
17,892 |
1.000 |
17,836 |
1.618 |
17,747 |
2.618 |
17,602 |
4.250 |
17,365 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,054 |
18,006 |
PP |
18,041 |
17,996 |
S1 |
18,029 |
17,987 |
|