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 |
1,170.9 |
1,183.6 |
12.7 |
1.1% |
1,159.0 |
High |
1,188.0 |
1,191.6 |
3.6 |
0.3% |
1,188.0 |
Low |
1,168.7 |
1,179.4 |
10.7 |
0.9% |
1,142.4 |
Close |
1,185.4 |
1,188.4 |
3.0 |
0.3% |
1,185.4 |
Range |
19.3 |
12.2 |
-7.1 |
-36.8% |
45.6 |
ATR |
18.9 |
18.4 |
-0.5 |
-2.5% |
0.0 |
Volume |
30,236 |
51,064 |
20,828 |
68.9% |
111,645 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.1 |
1,217.9 |
1,195.1 |
|
R3 |
1,210.9 |
1,205.7 |
1,191.8 |
|
R2 |
1,198.7 |
1,198.7 |
1,190.6 |
|
R1 |
1,193.5 |
1,193.5 |
1,189.5 |
1,196.1 |
PP |
1,186.5 |
1,186.5 |
1,186.5 |
1,187.8 |
S1 |
1,181.3 |
1,181.3 |
1,187.3 |
1,183.9 |
S2 |
1,174.3 |
1,174.3 |
1,186.2 |
|
S3 |
1,162.1 |
1,169.1 |
1,185.0 |
|
S4 |
1,149.9 |
1,156.9 |
1,181.7 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.7 |
1,292.7 |
1,210.5 |
|
R3 |
1,263.1 |
1,247.1 |
1,197.9 |
|
R2 |
1,217.5 |
1,217.5 |
1,193.8 |
|
R1 |
1,201.5 |
1,201.5 |
1,189.6 |
1,209.5 |
PP |
1,171.9 |
1,171.9 |
1,171.9 |
1,176.0 |
S1 |
1,155.9 |
1,155.9 |
1,181.2 |
1,163.9 |
S2 |
1,126.3 |
1,126.3 |
1,177.0 |
|
S3 |
1,080.7 |
1,110.3 |
1,172.9 |
|
S4 |
1,035.1 |
1,064.7 |
1,160.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,191.6 |
1,142.4 |
49.2 |
4.1% |
19.3 |
1.6% |
93% |
True |
False |
27,169 |
10 |
1,191.6 |
1,142.4 |
49.2 |
4.1% |
17.1 |
1.4% |
93% |
True |
False |
25,241 |
20 |
1,223.7 |
1,142.4 |
81.3 |
6.8% |
16.6 |
1.4% |
57% |
False |
False |
16,693 |
40 |
1,300.6 |
1,142.4 |
158.2 |
13.3% |
18.5 |
1.6% |
29% |
False |
False |
10,428 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
19.2 |
1.6% |
28% |
False |
False |
8,049 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
20.0 |
1.7% |
28% |
False |
False |
6,785 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
20.2 |
1.7% |
31% |
False |
False |
6,036 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
18.8 |
1.6% |
31% |
False |
False |
5,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.5 |
2.618 |
1,223.5 |
1.618 |
1,211.3 |
1.000 |
1,203.8 |
0.618 |
1,199.1 |
HIGH |
1,191.6 |
0.618 |
1,186.9 |
0.500 |
1,185.5 |
0.382 |
1,184.1 |
LOW |
1,179.4 |
0.618 |
1,171.9 |
1.000 |
1,167.2 |
1.618 |
1,159.7 |
2.618 |
1,147.5 |
4.250 |
1,127.6 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,187.4 |
1,184.2 |
PP |
1,186.5 |
1,179.9 |
S1 |
1,185.5 |
1,175.7 |
|