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 |
4,448.50 |
4,436.50 |
-12.00 |
-0.3% |
4,306.00 |
High |
4,461.25 |
4,461.00 |
-0.25 |
0.0% |
4,472.25 |
Low |
4,436.00 |
4,424.25 |
-11.75 |
-0.3% |
4,292.75 |
Close |
4,436.75 |
4,429.00 |
-7.75 |
-0.2% |
4,447.25 |
Range |
25.25 |
36.75 |
11.50 |
45.5% |
179.50 |
ATR |
47.42 |
46.66 |
-0.76 |
-1.6% |
0.00 |
Volume |
149,739 |
184,226 |
34,487 |
23.0% |
1,261,806 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.25 |
4,525.50 |
4,449.25 |
|
R3 |
4,511.50 |
4,488.75 |
4,439.00 |
|
R2 |
4,474.75 |
4,474.75 |
4,435.75 |
|
R1 |
4,452.00 |
4,452.00 |
4,432.25 |
4,445.00 |
PP |
4,438.00 |
4,438.00 |
4,438.00 |
4,434.50 |
S1 |
4,415.25 |
4,415.25 |
4,425.75 |
4,408.25 |
S2 |
4,401.25 |
4,401.25 |
4,422.25 |
|
S3 |
4,364.50 |
4,378.50 |
4,419.00 |
|
S4 |
4,327.75 |
4,341.75 |
4,408.75 |
|
|
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% |
68% |
False |
False |
217,879 |
10 |
4,472.25 |
4,281.50 |
190.75 |
4.3% |
49.25 |
1.1% |
77% |
False |
False |
204,410 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.4% |
45.75 |
1.0% |
76% |
False |
False |
103,260 |
40 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
48.50 |
1.1% |
88% |
False |
False |
51,674 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.25 |
1.1% |
89% |
False |
False |
34,458 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
45.75 |
1.0% |
89% |
False |
False |
25,847 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
37.75 |
0.9% |
89% |
False |
False |
20,678 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.0% |
33.50 |
0.8% |
94% |
False |
False |
17,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.25 |
2.618 |
4,557.25 |
1.618 |
4,520.50 |
1.000 |
4,497.75 |
0.618 |
4,483.75 |
HIGH |
4,461.00 |
0.618 |
4,447.00 |
0.500 |
4,442.50 |
0.382 |
4,438.25 |
LOW |
4,424.25 |
0.618 |
4,401.50 |
1.000 |
4,387.50 |
1.618 |
4,364.75 |
2.618 |
4,328.00 |
4.250 |
4,268.00 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,442.50 |
4,444.00 |
PP |
4,438.00 |
4,439.00 |
S1 |
4,433.50 |
4,434.00 |
|