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 |
1,173.3 |
1,187.0 |
13.7 |
1.2% |
1,160.7 |
High |
1,189.7 |
1,193.1 |
3.4 |
0.3% |
1,189.7 |
Low |
1,171.0 |
1,183.2 |
12.2 |
1.0% |
1,145.5 |
Close |
1,187.6 |
1,190.6 |
3.0 |
0.3% |
1,187.6 |
Range |
18.7 |
9.9 |
-8.8 |
-47.1% |
44.2 |
ATR |
17.1 |
16.6 |
-0.5 |
-3.0% |
0.0 |
Volume |
1,047 |
2,171 |
1,124 |
107.4% |
8,137 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.7 |
1,214.5 |
1,196.0 |
|
R3 |
1,208.8 |
1,204.6 |
1,193.3 |
|
R2 |
1,198.9 |
1,198.9 |
1,192.4 |
|
R1 |
1,194.7 |
1,194.7 |
1,191.5 |
1,196.8 |
PP |
1,189.0 |
1,189.0 |
1,189.0 |
1,190.0 |
S1 |
1,184.8 |
1,184.8 |
1,189.7 |
1,186.9 |
S2 |
1,179.1 |
1,179.1 |
1,188.8 |
|
S3 |
1,169.2 |
1,174.9 |
1,187.9 |
|
S4 |
1,159.3 |
1,165.0 |
1,185.2 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.9 |
1,291.4 |
1,211.9 |
|
R3 |
1,262.7 |
1,247.2 |
1,199.8 |
|
R2 |
1,218.5 |
1,218.5 |
1,195.7 |
|
R1 |
1,203.0 |
1,203.0 |
1,191.7 |
1,210.8 |
PP |
1,174.3 |
1,174.3 |
1,174.3 |
1,178.1 |
S1 |
1,158.8 |
1,158.8 |
1,183.5 |
1,166.6 |
S2 |
1,130.1 |
1,130.1 |
1,179.5 |
|
S3 |
1,085.9 |
1,114.6 |
1,175.4 |
|
S4 |
1,041.7 |
1,070.4 |
1,163.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,193.1 |
1,145.5 |
47.6 |
4.0% |
17.0 |
1.4% |
95% |
True |
False |
1,493 |
10 |
1,193.1 |
1,145.5 |
47.6 |
4.0% |
15.0 |
1.3% |
95% |
True |
False |
2,060 |
20 |
1,224.5 |
1,145.5 |
79.0 |
6.6% |
14.7 |
1.2% |
57% |
False |
False |
2,178 |
40 |
1,302.1 |
1,145.5 |
156.6 |
13.2% |
16.6 |
1.4% |
29% |
False |
False |
1,753 |
60 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
17.0 |
1.4% |
28% |
False |
False |
1,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.2 |
2.618 |
1,219.0 |
1.618 |
1,209.1 |
1.000 |
1,203.0 |
0.618 |
1,199.2 |
HIGH |
1,193.1 |
0.618 |
1,189.3 |
0.500 |
1,188.2 |
0.382 |
1,187.0 |
LOW |
1,183.2 |
0.618 |
1,177.1 |
1.000 |
1,173.3 |
1.618 |
1,167.2 |
2.618 |
1,157.3 |
4.250 |
1,141.1 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,189.8 |
1,186.5 |
PP |
1,189.0 |
1,182.4 |
S1 |
1,188.2 |
1,178.3 |
|