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 |
4,418.75 |
4,448.50 |
29.75 |
0.7% |
4,306.00 |
High |
4,472.25 |
4,461.25 |
-11.00 |
-0.2% |
4,472.25 |
Low |
4,415.75 |
4,436.00 |
20.25 |
0.5% |
4,292.75 |
Close |
4,447.25 |
4,436.75 |
-10.50 |
-0.2% |
4,447.25 |
Range |
56.50 |
25.25 |
-31.25 |
-55.3% |
179.50 |
ATR |
49.13 |
47.42 |
-1.71 |
-3.5% |
0.00 |
Volume |
210,568 |
149,739 |
-60,829 |
-28.9% |
1,261,806 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.50 |
4,503.75 |
4,450.75 |
|
R3 |
4,495.25 |
4,478.50 |
4,443.75 |
|
R2 |
4,470.00 |
4,470.00 |
4,441.50 |
|
R1 |
4,453.25 |
4,453.25 |
4,439.00 |
4,449.00 |
PP |
4,444.75 |
4,444.75 |
4,444.75 |
4,442.50 |
S1 |
4,428.00 |
4,428.00 |
4,434.50 |
4,423.75 |
S2 |
4,419.50 |
4,419.50 |
4,432.00 |
|
S3 |
4,394.25 |
4,402.75 |
4,429.75 |
|
S4 |
4,369.00 |
4,377.50 |
4,422.75 |
|
|
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 |
4,335.75 |
136.50 |
3.1% |
48.00 |
1.1% |
74% |
False |
False |
233,115 |
10 |
4,472.25 |
4,281.50 |
190.75 |
4.3% |
54.25 |
1.2% |
81% |
False |
False |
186,921 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.4% |
44.75 |
1.0% |
80% |
False |
False |
94,052 |
40 |
4,476.50 |
4,084.25 |
392.25 |
8.8% |
48.00 |
1.1% |
90% |
False |
False |
47,069 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
49.75 |
1.1% |
91% |
False |
False |
31,388 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
45.25 |
1.0% |
91% |
False |
False |
23,544 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
37.75 |
0.8% |
91% |
False |
False |
18,836 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.0% |
33.25 |
0.8% |
95% |
False |
False |
15,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,568.50 |
2.618 |
4,527.25 |
1.618 |
4,502.00 |
1.000 |
4,486.50 |
0.618 |
4,476.75 |
HIGH |
4,461.25 |
0.618 |
4,451.50 |
0.500 |
4,448.50 |
0.382 |
4,445.75 |
LOW |
4,436.00 |
0.618 |
4,420.50 |
1.000 |
4,410.75 |
1.618 |
4,395.25 |
2.618 |
4,370.00 |
4.250 |
4,328.75 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,448.50 |
4,442.00 |
PP |
4,444.75 |
4,440.25 |
S1 |
4,440.75 |
4,438.50 |
|