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 |
4,429.25 |
4,327.00 |
-102.25 |
-2.3% |
4,306.00 |
High |
4,438.50 |
4,331.00 |
-107.50 |
-2.4% |
4,472.25 |
Low |
4,320.00 |
4,270.00 |
-50.00 |
-1.2% |
4,292.75 |
Close |
4,323.50 |
4,310.75 |
-12.75 |
-0.3% |
4,447.25 |
Range |
118.50 |
61.00 |
-57.50 |
-48.5% |
179.50 |
ATR |
51.79 |
52.45 |
0.66 |
1.3% |
0.00 |
Volume |
320,355 |
356,229 |
35,874 |
11.2% |
1,261,806 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,487.00 |
4,459.75 |
4,344.25 |
|
R3 |
4,426.00 |
4,398.75 |
4,327.50 |
|
R2 |
4,365.00 |
4,365.00 |
4,322.00 |
|
R1 |
4,337.75 |
4,337.75 |
4,316.25 |
4,321.00 |
PP |
4,304.00 |
4,304.00 |
4,304.00 |
4,295.50 |
S1 |
4,276.75 |
4,276.75 |
4,305.25 |
4,260.00 |
S2 |
4,243.00 |
4,243.00 |
4,299.50 |
|
S3 |
4,182.00 |
4,215.75 |
4,294.00 |
|
S4 |
4,121.00 |
4,154.75 |
4,277.25 |
|
|
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 |
4,270.00 |
202.25 |
4.7% |
59.50 |
1.4% |
20% |
False |
True |
244,223 |
10 |
4,472.25 |
4,270.00 |
202.25 |
4.7% |
59.00 |
1.4% |
20% |
False |
True |
258,599 |
20 |
4,476.50 |
4,270.00 |
206.50 |
4.8% |
51.50 |
1.2% |
20% |
False |
True |
137,079 |
40 |
4,476.50 |
4,084.25 |
392.25 |
9.1% |
47.25 |
1.1% |
58% |
False |
False |
68,586 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
52.50 |
1.2% |
62% |
False |
False |
45,734 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
47.75 |
1.1% |
62% |
False |
False |
34,304 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
39.25 |
0.9% |
62% |
False |
False |
27,444 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.5% |
35.00 |
0.8% |
78% |
False |
False |
22,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,590.25 |
2.618 |
4,490.75 |
1.618 |
4,429.75 |
1.000 |
4,392.00 |
0.618 |
4,368.75 |
HIGH |
4,331.00 |
0.618 |
4,307.75 |
0.500 |
4,300.50 |
0.382 |
4,293.25 |
LOW |
4,270.00 |
0.618 |
4,232.25 |
1.000 |
4,209.00 |
1.618 |
4,171.25 |
2.618 |
4,110.25 |
4.250 |
4,010.75 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,307.25 |
4,365.50 |
PP |
4,304.00 |
4,347.25 |
S1 |
4,300.50 |
4,329.00 |
|