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 |
4,423.75 |
4,418.75 |
-5.00 |
-0.1% |
4,306.00 |
High |
4,435.00 |
4,472.25 |
37.25 |
0.8% |
4,472.25 |
Low |
4,411.50 |
4,415.75 |
4.25 |
0.1% |
4,292.75 |
Close |
4,422.00 |
4,447.25 |
25.25 |
0.6% |
4,447.25 |
Range |
23.50 |
56.50 |
33.00 |
140.4% |
179.50 |
ATR |
48.56 |
49.13 |
0.57 |
1.2% |
0.00 |
Volume |
228,573 |
210,568 |
-18,005 |
-7.9% |
1,261,806 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,614.50 |
4,587.50 |
4,478.25 |
|
R3 |
4,558.00 |
4,531.00 |
4,462.75 |
|
R2 |
4,501.50 |
4,501.50 |
4,457.50 |
|
R1 |
4,474.50 |
4,474.50 |
4,452.50 |
4,488.00 |
PP |
4,445.00 |
4,445.00 |
4,445.00 |
4,452.00 |
S1 |
4,418.00 |
4,418.00 |
4,442.00 |
4,431.50 |
S2 |
4,388.50 |
4,388.50 |
4,437.00 |
|
S3 |
4,332.00 |
4,361.50 |
4,431.75 |
|
S4 |
4,275.50 |
4,305.00 |
4,416.25 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,942.50 |
4,874.50 |
4,546.00 |
|
R3 |
4,763.00 |
4,695.00 |
4,496.50 |
|
R2 |
4,583.50 |
4,583.50 |
4,480.25 |
|
R1 |
4,515.50 |
4,515.50 |
4,463.75 |
4,549.50 |
PP |
4,404.00 |
4,404.00 |
4,404.00 |
4,421.00 |
S1 |
4,336.00 |
4,336.00 |
4,430.75 |
4,370.00 |
S2 |
4,224.50 |
4,224.50 |
4,414.25 |
|
S3 |
4,045.00 |
4,156.50 |
4,398.00 |
|
S4 |
3,865.50 |
3,977.00 |
4,348.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.25 |
4,292.75 |
179.50 |
4.0% |
57.50 |
1.3% |
86% |
True |
False |
252,361 |
10 |
4,472.25 |
4,281.50 |
190.75 |
4.3% |
54.00 |
1.2% |
87% |
True |
False |
172,616 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.4% |
44.25 |
1.0% |
85% |
False |
False |
86,573 |
40 |
4,476.50 |
4,084.25 |
392.25 |
8.8% |
48.00 |
1.1% |
93% |
False |
False |
43,328 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.8% |
49.75 |
1.1% |
93% |
False |
False |
28,893 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.8% |
44.75 |
1.0% |
93% |
False |
False |
21,672 |
100 |
4,476.50 |
4,018.75 |
457.75 |
10.3% |
37.50 |
0.8% |
94% |
False |
False |
17,338 |
120 |
4,476.50 |
3,722.75 |
753.75 |
16.9% |
33.25 |
0.7% |
96% |
False |
False |
14,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,712.50 |
2.618 |
4,620.25 |
1.618 |
4,563.75 |
1.000 |
4,528.75 |
0.618 |
4,507.25 |
HIGH |
4,472.25 |
0.618 |
4,450.75 |
0.500 |
4,444.00 |
0.382 |
4,437.25 |
LOW |
4,415.75 |
0.618 |
4,380.75 |
1.000 |
4,359.25 |
1.618 |
4,324.25 |
2.618 |
4,267.75 |
4.250 |
4,175.50 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,446.25 |
4,432.75 |
PP |
4,445.00 |
4,418.50 |
S1 |
4,444.00 |
4,404.00 |
|