Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,436.50 |
4,429.25 |
-7.25 |
-0.2% |
4,306.00 |
High |
4,461.00 |
4,438.50 |
-22.50 |
-0.5% |
4,472.25 |
Low |
4,424.25 |
4,320.00 |
-104.25 |
-2.4% |
4,292.75 |
Close |
4,429.00 |
4,323.50 |
-105.50 |
-2.4% |
4,447.25 |
Range |
36.75 |
118.50 |
81.75 |
222.4% |
179.50 |
ATR |
46.66 |
51.79 |
5.13 |
11.0% |
0.00 |
Volume |
184,226 |
320,355 |
136,129 |
73.9% |
1,261,806 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,716.25 |
4,638.25 |
4,388.75 |
|
R3 |
4,597.75 |
4,519.75 |
4,356.00 |
|
R2 |
4,479.25 |
4,479.25 |
4,345.25 |
|
R1 |
4,401.25 |
4,401.25 |
4,334.25 |
4,381.00 |
PP |
4,360.75 |
4,360.75 |
4,360.75 |
4,350.50 |
S1 |
4,282.75 |
4,282.75 |
4,312.75 |
4,262.50 |
S2 |
4,242.25 |
4,242.25 |
4,301.75 |
|
S3 |
4,123.75 |
4,164.25 |
4,291.00 |
|
S4 |
4,005.25 |
4,045.75 |
4,258.25 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,942.50 |
4,874.50 |
4,546.00 |
|
R3 |
4,763.00 |
4,695.00 |
4,496.50 |
|
R2 |
4,583.50 |
4,583.50 |
4,480.25 |
|
R1 |
4,515.50 |
4,515.50 |
4,463.75 |
4,549.50 |
PP |
4,404.00 |
4,404.00 |
4,404.00 |
4,421.00 |
S1 |
4,336.00 |
4,336.00 |
4,430.75 |
4,370.00 |
S2 |
4,224.50 |
4,224.50 |
4,414.25 |
|
S3 |
4,045.00 |
4,156.50 |
4,398.00 |
|
S4 |
3,865.50 |
3,977.00 |
4,348.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.25 |
4,320.00 |
152.25 |
3.5% |
52.00 |
1.2% |
2% |
False |
True |
218,692 |
10 |
4,472.25 |
4,281.50 |
190.75 |
4.4% |
57.00 |
1.3% |
22% |
False |
False |
233,843 |
20 |
4,476.50 |
4,281.50 |
195.00 |
4.5% |
50.00 |
1.2% |
22% |
False |
False |
119,273 |
40 |
4,476.50 |
4,084.25 |
392.25 |
9.1% |
48.50 |
1.1% |
61% |
False |
False |
59,682 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
51.75 |
1.2% |
65% |
False |
False |
39,797 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
47.00 |
1.1% |
65% |
False |
False |
29,851 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
38.75 |
0.9% |
65% |
False |
False |
23,881 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
34.50 |
0.8% |
80% |
False |
False |
19,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,942.00 |
2.618 |
4,748.75 |
1.618 |
4,630.25 |
1.000 |
4,557.00 |
0.618 |
4,511.75 |
HIGH |
4,438.50 |
0.618 |
4,393.25 |
0.500 |
4,379.25 |
0.382 |
4,365.25 |
LOW |
4,320.00 |
0.618 |
4,246.75 |
1.000 |
4,201.50 |
1.618 |
4,128.25 |
2.618 |
4,009.75 |
4.250 |
3,816.50 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,379.25 |
4,390.50 |
PP |
4,360.75 |
4,368.25 |
S1 |
4,342.00 |
4,346.00 |
|