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 |
17,945 |
17,666 |
-279 |
-1.6% |
17,654 |
High |
17,967 |
17,679 |
-288 |
-1.6% |
18,117 |
Low |
17,628 |
17,465 |
-163 |
-0.9% |
17,609 |
Close |
17,649 |
17,603 |
-46 |
-0.3% |
18,033 |
Range |
339 |
214 |
-125 |
-36.9% |
508 |
ATR |
211 |
212 |
0 |
0.1% |
0 |
Volume |
162,709 |
179,585 |
16,876 |
10.4% |
661,880 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,224 |
18,128 |
17,721 |
|
R3 |
18,010 |
17,914 |
17,662 |
|
R2 |
17,796 |
17,796 |
17,642 |
|
R1 |
17,700 |
17,700 |
17,623 |
17,641 |
PP |
17,582 |
17,582 |
17,582 |
17,553 |
S1 |
17,486 |
17,486 |
17,584 |
17,427 |
S2 |
17,368 |
17,368 |
17,564 |
|
S3 |
17,154 |
17,272 |
17,544 |
|
S4 |
16,940 |
17,058 |
17,485 |
|
|
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 |
17,465 |
661 |
3.8% |
219 |
1.2% |
21% |
False |
True |
128,283 |
10 |
18,126 |
17,465 |
661 |
3.8% |
246 |
1.4% |
21% |
False |
True |
131,089 |
20 |
18,188 |
17,465 |
723 |
4.1% |
213 |
1.2% |
19% |
False |
True |
68,344 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
191 |
1.1% |
55% |
False |
False |
34,196 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
203 |
1.1% |
55% |
False |
False |
22,809 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
182 |
1.0% |
55% |
False |
False |
17,113 |
100 |
18,188 |
16,880 |
1,308 |
7.4% |
148 |
0.8% |
55% |
False |
False |
13,691 |
120 |
18,188 |
15,850 |
2,338 |
13.3% |
135 |
0.8% |
75% |
False |
False |
11,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,589 |
2.618 |
18,239 |
1.618 |
18,025 |
1.000 |
17,893 |
0.618 |
17,811 |
HIGH |
17,679 |
0.618 |
17,597 |
0.500 |
17,572 |
0.382 |
17,547 |
LOW |
17,465 |
0.618 |
17,333 |
1.000 |
17,251 |
1.618 |
17,119 |
2.618 |
16,905 |
4.250 |
16,556 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,593 |
17,772 |
PP |
17,582 |
17,715 |
S1 |
17,572 |
17,659 |
|