Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,194.0 |
1,196.6 |
2.6 |
0.2% |
1,159.1 |
High |
1,200.9 |
1,216.1 |
15.2 |
1.3% |
1,188.2 |
Low |
1,188.1 |
1,196.6 |
8.5 |
0.7% |
1,143.8 |
Close |
1,198.9 |
1,206.5 |
7.6 |
0.6% |
1,186.2 |
Range |
12.8 |
19.5 |
6.7 |
52.3% |
44.4 |
ATR |
15.7 |
16.0 |
0.3 |
1.7% |
0.0 |
Volume |
2,217 |
7,877 |
5,660 |
255.3% |
9,381 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.9 |
1,255.2 |
1,217.2 |
|
R3 |
1,245.4 |
1,235.7 |
1,211.9 |
|
R2 |
1,225.9 |
1,225.9 |
1,210.1 |
|
R1 |
1,216.2 |
1,216.2 |
1,208.3 |
1,221.1 |
PP |
1,206.4 |
1,206.4 |
1,206.4 |
1,208.8 |
S1 |
1,196.7 |
1,196.7 |
1,204.7 |
1,201.6 |
S2 |
1,186.9 |
1,186.9 |
1,202.9 |
|
S3 |
1,167.4 |
1,177.2 |
1,201.1 |
|
S4 |
1,147.9 |
1,157.7 |
1,195.8 |
|
|
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 |
1,216.1 |
1,170.0 |
46.1 |
3.8% |
14.0 |
1.2% |
79% |
True |
False |
3,582 |
10 |
1,216.1 |
1,143.8 |
72.3 |
6.0% |
15.1 |
1.3% |
87% |
True |
False |
3,130 |
20 |
1,224.0 |
1,143.8 |
80.2 |
6.6% |
15.2 |
1.3% |
78% |
False |
False |
2,925 |
40 |
1,286.0 |
1,143.8 |
142.2 |
11.8% |
15.7 |
1.3% |
44% |
False |
False |
2,194 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
16.0 |
1.3% |
38% |
False |
False |
1,831 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.6 |
1.3% |
38% |
False |
False |
1,541 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
15.0 |
1.2% |
41% |
False |
False |
1,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.0 |
2.618 |
1,267.2 |
1.618 |
1,247.7 |
1.000 |
1,235.6 |
0.618 |
1,228.2 |
HIGH |
1,216.1 |
0.618 |
1,208.7 |
0.500 |
1,206.4 |
0.382 |
1,204.0 |
LOW |
1,196.6 |
0.618 |
1,184.5 |
1.000 |
1,177.1 |
1.618 |
1,165.0 |
2.618 |
1,145.5 |
4.250 |
1,113.7 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,206.5 |
1,204.7 |
PP |
1,206.4 |
1,202.9 |
S1 |
1,206.4 |
1,201.2 |
|