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 |
18,015 |
17,945 |
-70 |
-0.4% |
17,654 |
High |
18,078 |
17,967 |
-111 |
-0.6% |
18,117 |
Low |
17,927 |
17,628 |
-299 |
-1.7% |
17,609 |
Close |
17,949 |
17,649 |
-300 |
-1.7% |
18,033 |
Range |
151 |
339 |
188 |
124.5% |
508 |
ATR |
202 |
211 |
10 |
4.9% |
0 |
Volume |
108,919 |
162,709 |
53,790 |
49.4% |
661,880 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,765 |
18,546 |
17,836 |
|
R3 |
18,426 |
18,207 |
17,742 |
|
R2 |
18,087 |
18,087 |
17,711 |
|
R1 |
17,868 |
17,868 |
17,680 |
17,808 |
PP |
17,748 |
17,748 |
17,748 |
17,718 |
S1 |
17,529 |
17,529 |
17,618 |
17,469 |
S2 |
17,409 |
17,409 |
17,587 |
|
S3 |
17,070 |
17,190 |
17,556 |
|
S4 |
16,731 |
16,851 |
17,463 |
|
|
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 |
17,628 |
498 |
2.8% |
216 |
1.2% |
4% |
False |
True |
118,139 |
10 |
18,126 |
17,547 |
579 |
3.3% |
251 |
1.4% |
18% |
False |
False |
116,926 |
20 |
18,188 |
17,545 |
643 |
3.6% |
206 |
1.2% |
16% |
False |
False |
59,368 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
193 |
1.1% |
59% |
False |
False |
29,707 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
200 |
1.1% |
59% |
False |
False |
19,817 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
179 |
1.0% |
59% |
False |
False |
14,868 |
100 |
18,188 |
16,710 |
1,478 |
8.4% |
148 |
0.8% |
64% |
False |
False |
11,895 |
120 |
18,188 |
15,850 |
2,338 |
13.2% |
134 |
0.8% |
77% |
False |
False |
9,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,408 |
2.618 |
18,855 |
1.618 |
18,516 |
1.000 |
18,306 |
0.618 |
18,177 |
HIGH |
17,967 |
0.618 |
17,838 |
0.500 |
17,798 |
0.382 |
17,758 |
LOW |
17,628 |
0.618 |
17,419 |
1.000 |
17,289 |
1.618 |
17,080 |
2.618 |
16,741 |
4.250 |
16,187 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,798 |
17,877 |
PP |
17,748 |
17,801 |
S1 |
17,699 |
17,725 |
|