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 |
18,032 |
18,015 |
-17 |
-0.1% |
17,654 |
High |
18,126 |
18,078 |
-48 |
-0.3% |
18,117 |
Low |
17,981 |
17,927 |
-54 |
-0.3% |
17,609 |
Close |
18,016 |
17,949 |
-67 |
-0.4% |
18,033 |
Range |
145 |
151 |
6 |
4.1% |
508 |
ATR |
205 |
202 |
-4 |
-1.9% |
0 |
Volume |
73,526 |
108,919 |
35,393 |
48.1% |
661,880 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,438 |
18,344 |
18,032 |
|
R3 |
18,287 |
18,193 |
17,991 |
|
R2 |
18,136 |
18,136 |
17,977 |
|
R1 |
18,042 |
18,042 |
17,963 |
18,014 |
PP |
17,985 |
17,985 |
17,985 |
17,970 |
S1 |
17,891 |
17,891 |
17,935 |
17,863 |
S2 |
17,834 |
17,834 |
17,921 |
|
S3 |
17,683 |
17,740 |
17,908 |
|
S4 |
17,532 |
17,589 |
17,866 |
|
|
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% |
229 |
1.3% |
66% |
False |
False |
122,926 |
10 |
18,126 |
17,545 |
581 |
3.2% |
228 |
1.3% |
70% |
False |
False |
101,624 |
20 |
18,188 |
17,545 |
643 |
3.6% |
192 |
1.1% |
63% |
False |
False |
51,238 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
195 |
1.1% |
82% |
False |
False |
25,640 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
195 |
1.1% |
82% |
False |
False |
17,106 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
175 |
1.0% |
82% |
False |
False |
12,834 |
100 |
18,188 |
16,680 |
1,508 |
8.4% |
145 |
0.8% |
84% |
False |
False |
10,268 |
120 |
18,188 |
15,850 |
2,338 |
13.0% |
131 |
0.7% |
90% |
False |
False |
8,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,720 |
2.618 |
18,473 |
1.618 |
18,322 |
1.000 |
18,229 |
0.618 |
18,171 |
HIGH |
18,078 |
0.618 |
18,020 |
0.500 |
18,003 |
0.382 |
17,985 |
LOW |
17,927 |
0.618 |
17,834 |
1.000 |
17,776 |
1.618 |
17,683 |
2.618 |
17,532 |
4.250 |
17,285 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,003 |
18,000 |
PP |
17,985 |
17,983 |
S1 |
17,967 |
17,966 |
|