Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,136.73 |
18,110.87 |
-25.86 |
-0.1% |
17,751.24 |
High |
18,205.93 |
18,149.24 |
-56.69 |
-0.3% |
18,197.29 |
Low |
18,116.04 |
18,010.44 |
-105.60 |
-0.6% |
17,697.52 |
Close |
18,116.04 |
18,011.14 |
-104.90 |
-0.6% |
18,127.65 |
Range |
89.89 |
138.80 |
48.91 |
54.4% |
499.77 |
ATR |
194.90 |
190.90 |
-4.01 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,473.34 |
18,381.04 |
18,087.48 |
|
R3 |
18,334.54 |
18,242.24 |
18,049.31 |
|
R2 |
18,195.74 |
18,195.74 |
18,036.59 |
|
R1 |
18,103.44 |
18,103.44 |
18,023.86 |
18,080.19 |
PP |
18,056.94 |
18,056.94 |
18,056.94 |
18,045.32 |
S1 |
17,964.64 |
17,964.64 |
17,998.42 |
17,941.39 |
S2 |
17,918.14 |
17,918.14 |
17,985.69 |
|
S3 |
17,779.34 |
17,825.84 |
17,972.97 |
|
S4 |
17,640.54 |
17,687.04 |
17,934.80 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,506.80 |
19,316.99 |
18,402.52 |
|
R3 |
19,007.03 |
18,817.22 |
18,265.09 |
|
R2 |
18,507.26 |
18,507.26 |
18,219.27 |
|
R1 |
18,317.45 |
18,317.45 |
18,173.46 |
18,412.36 |
PP |
18,007.49 |
18,007.49 |
18,007.49 |
18,054.94 |
S1 |
17,817.68 |
17,817.68 |
18,081.84 |
17,912.59 |
S2 |
17,507.72 |
17,507.72 |
18,036.03 |
|
S3 |
17,007.95 |
17,317.91 |
17,990.21 |
|
S4 |
16,508.18 |
16,818.14 |
17,852.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,205.93 |
17,697.52 |
508.41 |
2.8% |
200.64 |
1.1% |
62% |
False |
False |
|
10 |
18,205.93 |
17,620.49 |
585.44 |
3.3% |
207.04 |
1.1% |
67% |
False |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
183.23 |
1.0% |
58% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
186.47 |
1.0% |
78% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
201.77 |
1.1% |
78% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
196.81 |
1.1% |
78% |
False |
False |
|
100 |
18,288.63 |
16,895.38 |
1,393.25 |
7.7% |
179.54 |
1.0% |
80% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.5% |
189.93 |
1.1% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,739.14 |
2.618 |
18,512.62 |
1.618 |
18,373.82 |
1.000 |
18,288.04 |
0.618 |
18,235.02 |
HIGH |
18,149.24 |
0.618 |
18,096.22 |
0.500 |
18,079.84 |
0.382 |
18,063.46 |
LOW |
18,010.44 |
0.618 |
17,924.66 |
1.000 |
17,871.64 |
1.618 |
17,785.86 |
2.618 |
17,647.06 |
4.250 |
17,420.54 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,079.84 |
18,083.53 |
PP |
18,056.94 |
18,059.40 |
S1 |
18,034.04 |
18,035.27 |
|