Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,196.6 |
1,204.5 |
7.9 |
0.7% |
1,186.9 |
High |
1,216.1 |
1,207.4 |
-8.7 |
-0.7% |
1,216.1 |
Low |
1,196.6 |
1,193.5 |
-3.1 |
-0.3% |
1,181.4 |
Close |
1,206.5 |
1,201.6 |
-4.9 |
-0.4% |
1,201.6 |
Range |
19.5 |
13.9 |
-5.6 |
-28.7% |
34.7 |
ATR |
16.0 |
15.8 |
-0.1 |
-0.9% |
0.0 |
Volume |
7,877 |
9,440 |
1,563 |
19.8% |
25,559 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.5 |
1,236.0 |
1,209.2 |
|
R3 |
1,228.6 |
1,222.1 |
1,205.4 |
|
R2 |
1,214.7 |
1,214.7 |
1,204.1 |
|
R1 |
1,208.2 |
1,208.2 |
1,202.9 |
1,204.5 |
PP |
1,200.8 |
1,200.8 |
1,200.8 |
1,199.0 |
S1 |
1,194.3 |
1,194.3 |
1,200.3 |
1,190.6 |
S2 |
1,186.9 |
1,186.9 |
1,199.1 |
|
S3 |
1,173.0 |
1,180.4 |
1,197.8 |
|
S4 |
1,159.1 |
1,166.5 |
1,194.0 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.8 |
1,287.4 |
1,220.7 |
|
R3 |
1,269.1 |
1,252.7 |
1,211.1 |
|
R2 |
1,234.4 |
1,234.4 |
1,208.0 |
|
R1 |
1,218.0 |
1,218.0 |
1,204.8 |
1,226.2 |
PP |
1,199.7 |
1,199.7 |
1,199.7 |
1,203.8 |
S1 |
1,183.3 |
1,183.3 |
1,198.4 |
1,191.5 |
S2 |
1,165.0 |
1,165.0 |
1,195.2 |
|
S3 |
1,130.3 |
1,148.6 |
1,192.1 |
|
S4 |
1,095.6 |
1,113.9 |
1,182.5 |
|
|
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 |
1,181.4 |
34.7 |
2.9% |
13.1 |
1.1% |
58% |
False |
False |
5,111 |
10 |
1,216.1 |
1,143.8 |
72.3 |
6.0% |
15.6 |
1.3% |
80% |
False |
False |
3,494 |
20 |
1,224.0 |
1,143.8 |
80.2 |
6.7% |
15.3 |
1.3% |
72% |
False |
False |
3,258 |
40 |
1,286.0 |
1,143.8 |
142.2 |
11.8% |
15.3 |
1.3% |
41% |
False |
False |
2,388 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
16.1 |
1.3% |
35% |
False |
False |
1,986 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
14.9 |
1.2% |
35% |
False |
False |
1,655 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
14.8 |
1.2% |
38% |
False |
False |
1,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.5 |
2.618 |
1,243.8 |
1.618 |
1,229.9 |
1.000 |
1,221.3 |
0.618 |
1,216.0 |
HIGH |
1,207.4 |
0.618 |
1,202.1 |
0.500 |
1,200.5 |
0.382 |
1,198.8 |
LOW |
1,193.5 |
0.618 |
1,184.9 |
1.000 |
1,179.6 |
1.618 |
1,171.0 |
2.618 |
1,157.1 |
4.250 |
1,134.4 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.2 |
1,202.1 |
PP |
1,200.8 |
1,201.9 |
S1 |
1,200.5 |
1,201.8 |
|