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 |
1,186.9 |
1,187.3 |
0.4 |
0.0% |
1,159.1 |
High |
1,192.0 |
1,195.1 |
3.1 |
0.3% |
1,188.2 |
Low |
1,181.4 |
1,186.2 |
4.8 |
0.4% |
1,143.8 |
Close |
1,189.2 |
1,192.9 |
3.7 |
0.3% |
1,186.2 |
Range |
10.6 |
8.9 |
-1.7 |
-16.0% |
44.4 |
ATR |
16.5 |
16.0 |
-0.5 |
-3.3% |
0.0 |
Volume |
3,611 |
2,414 |
-1,197 |
-33.1% |
9,381 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.1 |
1,214.4 |
1,197.8 |
|
R3 |
1,209.2 |
1,205.5 |
1,195.3 |
|
R2 |
1,200.3 |
1,200.3 |
1,194.5 |
|
R1 |
1,196.6 |
1,196.6 |
1,193.7 |
1,198.5 |
PP |
1,191.4 |
1,191.4 |
1,191.4 |
1,192.3 |
S1 |
1,187.7 |
1,187.7 |
1,192.1 |
1,189.6 |
S2 |
1,182.5 |
1,182.5 |
1,191.3 |
|
S3 |
1,173.6 |
1,178.8 |
1,190.5 |
|
S4 |
1,164.7 |
1,169.9 |
1,188.0 |
|
|
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 |
1,195.1 |
1,146.9 |
48.2 |
4.0% |
16.3 |
1.4% |
95% |
True |
False |
2,542 |
10 |
1,195.1 |
1,143.8 |
51.3 |
4.3% |
15.0 |
1.3% |
96% |
True |
False |
2,921 |
20 |
1,224.0 |
1,143.8 |
80.2 |
6.7% |
14.7 |
1.2% |
61% |
False |
False |
2,554 |
40 |
1,297.4 |
1,143.8 |
153.6 |
12.9% |
15.5 |
1.3% |
32% |
False |
False |
2,022 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.9 |
1.3% |
30% |
False |
False |
1,667 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.5 |
1.3% |
30% |
False |
False |
1,441 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.6% |
14.9 |
1.3% |
33% |
False |
False |
1,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,232.9 |
2.618 |
1,218.4 |
1.618 |
1,209.5 |
1.000 |
1,204.0 |
0.618 |
1,200.6 |
HIGH |
1,195.1 |
0.618 |
1,191.7 |
0.500 |
1,190.7 |
0.382 |
1,189.6 |
LOW |
1,186.2 |
0.618 |
1,180.7 |
1.000 |
1,177.3 |
1.618 |
1,171.8 |
2.618 |
1,162.9 |
4.250 |
1,148.4 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,192.2 |
1,189.5 |
PP |
1,191.4 |
1,186.0 |
S1 |
1,190.7 |
1,182.6 |
|