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 |
1,173.9 |
1,186.9 |
13.0 |
1.1% |
1,159.1 |
High |
1,188.2 |
1,192.0 |
3.8 |
0.3% |
1,188.2 |
Low |
1,170.0 |
1,181.4 |
11.4 |
1.0% |
1,143.8 |
Close |
1,186.2 |
1,189.2 |
3.0 |
0.3% |
1,186.2 |
Range |
18.2 |
10.6 |
-7.6 |
-41.8% |
44.4 |
ATR |
17.0 |
16.5 |
-0.5 |
-2.7% |
0.0 |
Volume |
1,793 |
3,611 |
1,818 |
101.4% |
9,381 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.3 |
1,214.9 |
1,195.0 |
|
R3 |
1,208.7 |
1,204.3 |
1,192.1 |
|
R2 |
1,198.1 |
1,198.1 |
1,191.1 |
|
R1 |
1,193.7 |
1,193.7 |
1,190.2 |
1,195.9 |
PP |
1,187.5 |
1,187.5 |
1,187.5 |
1,188.7 |
S1 |
1,183.1 |
1,183.1 |
1,188.2 |
1,185.3 |
S2 |
1,176.9 |
1,176.9 |
1,187.3 |
|
S3 |
1,166.3 |
1,172.5 |
1,186.3 |
|
S4 |
1,155.7 |
1,161.9 |
1,183.4 |
|
|
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 |
1,192.0 |
1,143.8 |
48.2 |
4.1% |
17.8 |
1.5% |
94% |
True |
False |
2,294 |
10 |
1,192.0 |
1,143.8 |
48.2 |
4.1% |
15.4 |
1.3% |
94% |
True |
False |
2,963 |
20 |
1,224.0 |
1,143.8 |
80.2 |
6.7% |
14.8 |
1.2% |
57% |
False |
False |
2,516 |
40 |
1,300.2 |
1,143.8 |
156.4 |
13.2% |
15.8 |
1.3% |
29% |
False |
False |
1,985 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.8 |
1.3% |
27% |
False |
False |
1,631 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.3 |
1.3% |
27% |
False |
False |
1,420 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.6% |
14.8 |
1.2% |
31% |
False |
False |
1,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.1 |
2.618 |
1,219.8 |
1.618 |
1,209.2 |
1.000 |
1,202.6 |
0.618 |
1,198.6 |
HIGH |
1,192.0 |
0.618 |
1,188.0 |
0.500 |
1,186.7 |
0.382 |
1,185.4 |
LOW |
1,181.4 |
0.618 |
1,174.8 |
1.000 |
1,170.8 |
1.618 |
1,164.2 |
2.618 |
1,153.6 |
4.250 |
1,136.4 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,188.4 |
1,185.0 |
PP |
1,187.5 |
1,180.8 |
S1 |
1,186.7 |
1,176.6 |
|