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 |
1,187.3 |
1,194.0 |
6.7 |
0.6% |
1,159.1 |
High |
1,195.1 |
1,200.9 |
5.8 |
0.5% |
1,188.2 |
Low |
1,186.2 |
1,188.1 |
1.9 |
0.2% |
1,143.8 |
Close |
1,192.9 |
1,198.9 |
6.0 |
0.5% |
1,186.2 |
Range |
8.9 |
12.8 |
3.9 |
43.8% |
44.4 |
ATR |
16.0 |
15.7 |
-0.2 |
-1.4% |
0.0 |
Volume |
2,414 |
2,217 |
-197 |
-8.2% |
9,381 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.4 |
1,229.4 |
1,205.9 |
|
R3 |
1,221.6 |
1,216.6 |
1,202.4 |
|
R2 |
1,208.8 |
1,208.8 |
1,201.2 |
|
R1 |
1,203.8 |
1,203.8 |
1,200.1 |
1,206.3 |
PP |
1,196.0 |
1,196.0 |
1,196.0 |
1,197.2 |
S1 |
1,191.0 |
1,191.0 |
1,197.7 |
1,193.5 |
S2 |
1,183.2 |
1,183.2 |
1,196.6 |
|
S3 |
1,170.4 |
1,178.2 |
1,195.4 |
|
S4 |
1,157.6 |
1,165.4 |
1,191.9 |
|
|
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 |
1,200.9 |
1,161.2 |
39.7 |
3.3% |
13.3 |
1.1% |
95% |
True |
False |
2,722 |
10 |
1,200.9 |
1,143.8 |
57.1 |
4.8% |
14.7 |
1.2% |
96% |
True |
False |
2,629 |
20 |
1,224.0 |
1,143.8 |
80.2 |
6.7% |
14.9 |
1.2% |
69% |
False |
False |
2,590 |
40 |
1,293.9 |
1,143.8 |
150.1 |
12.5% |
15.4 |
1.3% |
37% |
False |
False |
2,042 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.8 |
1.3% |
33% |
False |
False |
1,700 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.6 |
1.3% |
33% |
False |
False |
1,448 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
14.9 |
1.2% |
37% |
False |
False |
1,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.3 |
2.618 |
1,234.4 |
1.618 |
1,221.6 |
1.000 |
1,213.7 |
0.618 |
1,208.8 |
HIGH |
1,200.9 |
0.618 |
1,196.0 |
0.500 |
1,194.5 |
0.382 |
1,193.0 |
LOW |
1,188.1 |
0.618 |
1,180.2 |
1.000 |
1,175.3 |
1.618 |
1,167.4 |
2.618 |
1,154.6 |
4.250 |
1,133.7 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,197.4 |
1,196.3 |
PP |
1,196.0 |
1,193.7 |
S1 |
1,194.5 |
1,191.2 |
|