Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,673.63 |
17,727.48 |
53.85 |
0.3% |
18,136.73 |
High |
17,729.14 |
18,008.64 |
279.50 |
1.6% |
18,205.93 |
Low |
17,630.49 |
17,727.48 |
96.99 |
0.6% |
17,579.27 |
Close |
17,712.66 |
17,976.31 |
263.65 |
1.5% |
17,712.66 |
Range |
98.65 |
281.16 |
182.51 |
185.0% |
626.66 |
ATR |
191.76 |
199.21 |
7.44 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,747.62 |
18,643.13 |
18,130.95 |
|
R3 |
18,466.46 |
18,361.97 |
18,053.63 |
|
R2 |
18,185.30 |
18,185.30 |
18,027.86 |
|
R1 |
18,080.81 |
18,080.81 |
18,002.08 |
18,133.06 |
PP |
17,904.14 |
17,904.14 |
17,904.14 |
17,930.27 |
S1 |
17,799.65 |
17,799.65 |
17,950.54 |
17,851.90 |
S2 |
17,622.98 |
17,622.98 |
17,924.76 |
|
S3 |
17,341.82 |
17,518.49 |
17,898.99 |
|
S4 |
17,060.66 |
17,237.33 |
17,821.67 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,712.60 |
19,339.29 |
18,057.32 |
|
R3 |
19,085.94 |
18,712.63 |
17,884.99 |
|
R2 |
18,459.28 |
18,459.28 |
17,827.55 |
|
R1 |
18,085.97 |
18,085.97 |
17,770.10 |
17,959.30 |
PP |
17,832.62 |
17,832.62 |
17,832.62 |
17,769.28 |
S1 |
17,459.31 |
17,459.31 |
17,655.22 |
17,332.64 |
S2 |
17,205.96 |
17,205.96 |
17,597.77 |
|
S3 |
16,579.30 |
16,832.65 |
17,540.33 |
|
S4 |
15,952.64 |
16,205.99 |
17,368.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,149.24 |
17,579.27 |
569.97 |
3.2% |
204.46 |
1.1% |
70% |
False |
False |
|
10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
207.31 |
1.2% |
63% |
False |
False |
|
20 |
18,281.95 |
17,579.27 |
702.68 |
3.9% |
207.86 |
1.2% |
57% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
178.42 |
1.0% |
75% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
209.59 |
1.2% |
75% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
203.52 |
1.1% |
75% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
181.07 |
1.0% |
75% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.5% |
190.27 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,203.57 |
2.618 |
18,744.72 |
1.618 |
18,463.56 |
1.000 |
18,289.80 |
0.618 |
18,182.40 |
HIGH |
18,008.64 |
0.618 |
17,901.24 |
0.500 |
17,868.06 |
0.382 |
17,834.88 |
LOW |
17,727.48 |
0.618 |
17,553.72 |
1.000 |
17,446.32 |
1.618 |
17,272.56 |
2.618 |
16,991.40 |
4.250 |
16,532.55 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,940.23 |
17,915.53 |
PP |
17,904.14 |
17,854.74 |
S1 |
17,868.06 |
17,793.96 |
|