Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,170.0 |
1,173.9 |
3.9 |
0.3% |
1,159.1 |
High |
1,177.0 |
1,188.2 |
11.2 |
1.0% |
1,188.2 |
Low |
1,161.2 |
1,170.0 |
8.8 |
0.8% |
1,143.8 |
Close |
1,170.6 |
1,186.2 |
15.6 |
1.3% |
1,186.2 |
Range |
15.8 |
18.2 |
2.4 |
15.2% |
44.4 |
ATR |
16.9 |
17.0 |
0.1 |
0.6% |
0.0 |
Volume |
3,579 |
1,793 |
-1,786 |
-49.9% |
9,381 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.1 |
1,229.3 |
1,196.2 |
|
R3 |
1,217.9 |
1,211.1 |
1,191.2 |
|
R2 |
1,199.7 |
1,199.7 |
1,189.5 |
|
R1 |
1,192.9 |
1,192.9 |
1,187.9 |
1,196.3 |
PP |
1,181.5 |
1,181.5 |
1,181.5 |
1,183.2 |
S1 |
1,174.7 |
1,174.7 |
1,184.5 |
1,178.1 |
S2 |
1,163.3 |
1,163.3 |
1,182.9 |
|
S3 |
1,145.1 |
1,156.5 |
1,181.2 |
|
S4 |
1,126.9 |
1,138.3 |
1,176.2 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.9 |
1,290.5 |
1,210.6 |
|
R3 |
1,261.5 |
1,246.1 |
1,198.4 |
|
R2 |
1,217.1 |
1,217.1 |
1,194.3 |
|
R1 |
1,201.7 |
1,201.7 |
1,190.3 |
1,209.4 |
PP |
1,172.7 |
1,172.7 |
1,172.7 |
1,176.6 |
S1 |
1,157.3 |
1,157.3 |
1,182.1 |
1,165.0 |
S2 |
1,128.3 |
1,128.3 |
1,178.1 |
|
S3 |
1,083.9 |
1,112.9 |
1,174.0 |
|
S4 |
1,039.5 |
1,068.5 |
1,161.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,188.2 |
1,143.8 |
44.4 |
3.7% |
18.1 |
1.5% |
95% |
True |
False |
1,876 |
10 |
1,188.2 |
1,143.8 |
44.4 |
3.7% |
15.2 |
1.3% |
95% |
True |
False |
2,988 |
20 |
1,224.0 |
1,143.8 |
80.2 |
6.8% |
15.0 |
1.3% |
53% |
False |
False |
2,374 |
40 |
1,300.2 |
1,143.8 |
156.4 |
13.2% |
15.9 |
1.3% |
27% |
False |
False |
1,971 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.7 |
1.3% |
26% |
False |
False |
1,579 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.2 |
1.3% |
26% |
False |
False |
1,376 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.6% |
14.7 |
1.2% |
29% |
False |
False |
1,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.6 |
2.618 |
1,235.8 |
1.618 |
1,217.6 |
1.000 |
1,206.4 |
0.618 |
1,199.4 |
HIGH |
1,188.2 |
0.618 |
1,181.2 |
0.500 |
1,179.1 |
0.382 |
1,177.0 |
LOW |
1,170.0 |
0.618 |
1,158.8 |
1.000 |
1,151.8 |
1.618 |
1,140.6 |
2.618 |
1,122.4 |
4.250 |
1,092.7 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,183.8 |
1,180.0 |
PP |
1,181.5 |
1,173.8 |
S1 |
1,179.1 |
1,167.6 |
|