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 |
1,200.0 |
1,204.5 |
4.5 |
0.4% |
1,187.0 |
High |
1,221.5 |
1,207.8 |
-13.7 |
-1.1% |
1,221.5 |
Low |
1,200.0 |
1,196.0 |
-4.0 |
-0.3% |
1,183.2 |
Close |
1,208.1 |
1,203.3 |
-4.8 |
-0.4% |
1,203.3 |
Range |
21.5 |
11.8 |
-9.7 |
-45.1% |
38.3 |
ATR |
16.1 |
15.8 |
-0.3 |
-1.8% |
0.0 |
Volume |
4,750 |
2,504 |
-2,246 |
-47.3% |
11,722 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.8 |
1,232.3 |
1,209.8 |
|
R3 |
1,226.0 |
1,220.5 |
1,206.5 |
|
R2 |
1,214.2 |
1,214.2 |
1,205.5 |
|
R1 |
1,208.7 |
1,208.7 |
1,204.4 |
1,205.6 |
PP |
1,202.4 |
1,202.4 |
1,202.4 |
1,200.8 |
S1 |
1,196.9 |
1,196.9 |
1,202.2 |
1,193.8 |
S2 |
1,190.6 |
1,190.6 |
1,201.1 |
|
S3 |
1,178.8 |
1,185.1 |
1,200.1 |
|
S4 |
1,167.0 |
1,173.3 |
1,196.8 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.6 |
1,298.7 |
1,224.4 |
|
R3 |
1,279.3 |
1,260.4 |
1,213.8 |
|
R2 |
1,241.0 |
1,241.0 |
1,210.3 |
|
R1 |
1,222.1 |
1,222.1 |
1,206.8 |
1,231.6 |
PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,207.4 |
S1 |
1,183.8 |
1,183.8 |
1,199.8 |
1,193.3 |
S2 |
1,164.4 |
1,164.4 |
1,196.3 |
|
S3 |
1,126.1 |
1,145.5 |
1,192.8 |
|
S4 |
1,087.8 |
1,107.2 |
1,182.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.5 |
1,183.2 |
38.3 |
3.2% |
12.4 |
1.0% |
52% |
False |
False |
2,344 |
10 |
1,221.5 |
1,145.5 |
76.0 |
6.3% |
14.9 |
1.2% |
76% |
False |
False |
1,985 |
20 |
1,224.5 |
1,145.5 |
79.0 |
6.6% |
14.9 |
1.2% |
73% |
False |
False |
2,272 |
40 |
1,288.2 |
1,145.5 |
142.7 |
11.9% |
15.8 |
1.3% |
41% |
False |
False |
1,867 |
60 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
16.8 |
1.4% |
35% |
False |
False |
1,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.0 |
2.618 |
1,238.7 |
1.618 |
1,226.9 |
1.000 |
1,219.6 |
0.618 |
1,215.1 |
HIGH |
1,207.8 |
0.618 |
1,203.3 |
0.500 |
1,201.9 |
0.382 |
1,200.5 |
LOW |
1,196.0 |
0.618 |
1,188.7 |
1.000 |
1,184.2 |
1.618 |
1,176.9 |
2.618 |
1,165.1 |
4.250 |
1,145.9 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,202.8 |
1,206.3 |
PP |
1,202.4 |
1,205.3 |
S1 |
1,201.9 |
1,204.3 |
|