Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,196.1 |
1,204.6 |
8.5 |
0.7% |
1,183.6 |
High |
1,220.4 |
1,206.6 |
-13.8 |
-1.1% |
1,220.4 |
Low |
1,194.8 |
1,192.6 |
-2.2 |
-0.2% |
1,179.4 |
Close |
1,205.7 |
1,200.7 |
-5.0 |
-0.4% |
1,200.7 |
Range |
25.6 |
14.0 |
-11.6 |
-45.3% |
41.0 |
ATR |
18.1 |
17.8 |
-0.3 |
-1.6% |
0.0 |
Volume |
112,720 |
134,238 |
21,518 |
19.1% |
435,993 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.0 |
1,235.3 |
1,208.4 |
|
R3 |
1,228.0 |
1,221.3 |
1,204.6 |
|
R2 |
1,214.0 |
1,214.0 |
1,203.3 |
|
R1 |
1,207.3 |
1,207.3 |
1,202.0 |
1,203.7 |
PP |
1,200.0 |
1,200.0 |
1,200.0 |
1,198.1 |
S1 |
1,193.3 |
1,193.3 |
1,199.4 |
1,189.7 |
S2 |
1,186.0 |
1,186.0 |
1,198.1 |
|
S3 |
1,172.0 |
1,179.3 |
1,196.9 |
|
S4 |
1,158.0 |
1,165.3 |
1,193.0 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.2 |
1,302.9 |
1,223.3 |
|
R3 |
1,282.2 |
1,261.9 |
1,212.0 |
|
R2 |
1,241.2 |
1,241.2 |
1,208.2 |
|
R1 |
1,220.9 |
1,220.9 |
1,204.5 |
1,231.1 |
PP |
1,200.2 |
1,200.2 |
1,200.2 |
1,205.2 |
S1 |
1,179.9 |
1,179.9 |
1,196.9 |
1,190.1 |
S2 |
1,159.2 |
1,159.2 |
1,193.2 |
|
S3 |
1,118.2 |
1,138.9 |
1,189.4 |
|
S4 |
1,077.2 |
1,097.9 |
1,178.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.4 |
1,179.4 |
41.0 |
3.4% |
15.0 |
1.2% |
52% |
False |
False |
87,198 |
10 |
1,220.4 |
1,142.4 |
78.0 |
6.5% |
17.3 |
1.4% |
75% |
False |
False |
54,763 |
20 |
1,223.7 |
1,142.4 |
81.3 |
6.8% |
17.0 |
1.4% |
72% |
False |
False |
34,942 |
40 |
1,286.5 |
1,142.4 |
144.1 |
12.0% |
17.8 |
1.5% |
40% |
False |
False |
19,463 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
19.0 |
1.6% |
35% |
False |
False |
14,336 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
19.1 |
1.6% |
35% |
False |
False |
11,373 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.9 |
1.7% |
38% |
False |
False |
9,827 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
18.8 |
1.6% |
38% |
False |
False |
8,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.1 |
2.618 |
1,243.3 |
1.618 |
1,229.3 |
1.000 |
1,220.6 |
0.618 |
1,215.3 |
HIGH |
1,206.6 |
0.618 |
1,201.3 |
0.500 |
1,199.6 |
0.382 |
1,197.9 |
LOW |
1,192.6 |
0.618 |
1,183.9 |
1.000 |
1,178.6 |
1.618 |
1,169.9 |
2.618 |
1,155.9 |
4.250 |
1,133.1 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,200.3 |
1,203.7 |
PP |
1,200.0 |
1,202.7 |
S1 |
1,199.6 |
1,201.7 |
|