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 |
1,183.6 |
1,189.5 |
5.9 |
0.5% |
1,159.0 |
High |
1,191.6 |
1,195.1 |
3.5 |
0.3% |
1,188.0 |
Low |
1,179.4 |
1,185.4 |
6.0 |
0.5% |
1,142.4 |
Close |
1,188.4 |
1,192.1 |
3.7 |
0.3% |
1,185.4 |
Range |
12.2 |
9.7 |
-2.5 |
-20.5% |
45.6 |
ATR |
18.4 |
17.8 |
-0.6 |
-3.4% |
0.0 |
Volume |
51,064 |
48,703 |
-2,361 |
-4.6% |
111,645 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.0 |
1,215.7 |
1,197.4 |
|
R3 |
1,210.3 |
1,206.0 |
1,194.8 |
|
R2 |
1,200.6 |
1,200.6 |
1,193.9 |
|
R1 |
1,196.3 |
1,196.3 |
1,193.0 |
1,198.5 |
PP |
1,190.9 |
1,190.9 |
1,190.9 |
1,191.9 |
S1 |
1,186.6 |
1,186.6 |
1,191.2 |
1,188.8 |
S2 |
1,181.2 |
1,181.2 |
1,190.3 |
|
S3 |
1,171.5 |
1,176.9 |
1,189.4 |
|
S4 |
1,161.8 |
1,167.2 |
1,186.8 |
|
|
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 |
1,195.1 |
1,145.7 |
49.4 |
4.1% |
17.7 |
1.5% |
94% |
True |
False |
34,390 |
10 |
1,195.1 |
1,142.4 |
52.7 |
4.4% |
16.5 |
1.4% |
94% |
True |
False |
28,363 |
20 |
1,223.7 |
1,142.4 |
81.3 |
6.8% |
16.4 |
1.4% |
61% |
False |
False |
19,011 |
40 |
1,299.4 |
1,142.4 |
157.0 |
13.2% |
18.2 |
1.5% |
32% |
False |
False |
11,582 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
19.2 |
1.6% |
30% |
False |
False |
8,813 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
20.0 |
1.7% |
30% |
False |
False |
7,328 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
20.2 |
1.7% |
33% |
False |
False |
6,507 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
18.7 |
1.6% |
33% |
False |
False |
5,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.3 |
2.618 |
1,220.5 |
1.618 |
1,210.8 |
1.000 |
1,204.8 |
0.618 |
1,201.1 |
HIGH |
1,195.1 |
0.618 |
1,191.4 |
0.500 |
1,190.3 |
0.382 |
1,189.1 |
LOW |
1,185.4 |
0.618 |
1,179.4 |
1.000 |
1,175.7 |
1.618 |
1,169.7 |
2.618 |
1,160.0 |
4.250 |
1,144.2 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,191.5 |
1,188.7 |
PP |
1,190.9 |
1,185.3 |
S1 |
1,190.3 |
1,181.9 |
|