Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,189.5 |
1,193.0 |
3.5 |
0.3% |
1,159.0 |
High |
1,195.1 |
1,200.3 |
5.2 |
0.4% |
1,188.0 |
Low |
1,185.4 |
1,187.0 |
1.6 |
0.1% |
1,142.4 |
Close |
1,192.1 |
1,198.0 |
5.9 |
0.5% |
1,185.4 |
Range |
9.7 |
13.3 |
3.6 |
37.1% |
45.6 |
ATR |
17.8 |
17.5 |
-0.3 |
-1.8% |
0.0 |
Volume |
48,703 |
89,268 |
40,565 |
83.3% |
111,645 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.0 |
1,229.8 |
1,205.3 |
|
R3 |
1,221.7 |
1,216.5 |
1,201.7 |
|
R2 |
1,208.4 |
1,208.4 |
1,200.4 |
|
R1 |
1,203.2 |
1,203.2 |
1,199.2 |
1,205.8 |
PP |
1,195.1 |
1,195.1 |
1,195.1 |
1,196.4 |
S1 |
1,189.9 |
1,189.9 |
1,196.8 |
1,192.5 |
S2 |
1,181.8 |
1,181.8 |
1,195.6 |
|
S3 |
1,168.5 |
1,176.6 |
1,194.3 |
|
S4 |
1,155.2 |
1,163.3 |
1,190.7 |
|
|
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 |
1,200.3 |
1,159.7 |
40.6 |
3.4% |
14.5 |
1.2% |
94% |
True |
False |
46,338 |
10 |
1,200.3 |
1,142.4 |
57.9 |
4.8% |
16.1 |
1.3% |
96% |
True |
False |
34,251 |
20 |
1,223.7 |
1,142.4 |
81.3 |
6.8% |
16.5 |
1.4% |
68% |
False |
False |
23,341 |
40 |
1,294.6 |
1,142.4 |
152.2 |
12.7% |
17.9 |
1.5% |
37% |
False |
False |
13,593 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
19.1 |
1.6% |
33% |
False |
False |
10,268 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
20.0 |
1.7% |
33% |
False |
False |
8,352 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
20.1 |
1.7% |
37% |
False |
False |
7,396 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
18.8 |
1.6% |
37% |
False |
False |
6,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.8 |
2.618 |
1,235.1 |
1.618 |
1,221.8 |
1.000 |
1,213.6 |
0.618 |
1,208.5 |
HIGH |
1,200.3 |
0.618 |
1,195.2 |
0.500 |
1,193.7 |
0.382 |
1,192.1 |
LOW |
1,187.0 |
0.618 |
1,178.8 |
1.000 |
1,173.7 |
1.618 |
1,165.5 |
2.618 |
1,152.2 |
4.250 |
1,130.5 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,196.6 |
1,195.3 |
PP |
1,195.1 |
1,192.6 |
S1 |
1,193.7 |
1,189.9 |
|