Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,727.48 |
17,965.37 |
237.89 |
1.3% |
18,136.73 |
High |
18,008.64 |
17,965.37 |
-43.27 |
-0.2% |
18,205.93 |
Low |
17,727.48 |
17,773.02 |
45.54 |
0.3% |
17,579.27 |
Close |
17,976.31 |
17,776.12 |
-200.19 |
-1.1% |
17,712.66 |
Range |
281.16 |
192.35 |
-88.81 |
-31.6% |
626.66 |
ATR |
199.21 |
199.50 |
0.29 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,415.22 |
18,288.02 |
17,881.91 |
|
R3 |
18,222.87 |
18,095.67 |
17,829.02 |
|
R2 |
18,030.52 |
18,030.52 |
17,811.38 |
|
R1 |
17,903.32 |
17,903.32 |
17,793.75 |
17,870.75 |
PP |
17,838.17 |
17,838.17 |
17,838.17 |
17,821.88 |
S1 |
17,710.97 |
17,710.97 |
17,758.49 |
17,678.40 |
S2 |
17,645.82 |
17,645.82 |
17,740.86 |
|
S3 |
17,453.47 |
17,518.62 |
17,723.22 |
|
S4 |
17,261.12 |
17,326.27 |
17,670.33 |
|
|
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 |
18,041.97 |
17,579.27 |
462.70 |
2.6% |
215.17 |
1.2% |
43% |
False |
False |
|
10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
207.90 |
1.2% |
31% |
False |
False |
|
20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
210.23 |
1.2% |
31% |
False |
False |
|
40 |
18,288.63 |
17,369.97 |
918.66 |
5.2% |
174.98 |
1.0% |
44% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
209.12 |
1.2% |
59% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
205.06 |
1.2% |
59% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
181.80 |
1.0% |
59% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.7% |
189.61 |
1.1% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,782.86 |
2.618 |
18,468.94 |
1.618 |
18,276.59 |
1.000 |
18,157.72 |
0.618 |
18,084.24 |
HIGH |
17,965.37 |
0.618 |
17,891.89 |
0.500 |
17,869.20 |
0.382 |
17,846.50 |
LOW |
17,773.02 |
0.618 |
17,654.15 |
1.000 |
17,580.67 |
1.618 |
17,461.80 |
2.618 |
17,269.45 |
4.250 |
16,955.53 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,869.20 |
17,819.57 |
PP |
17,838.17 |
17,805.08 |
S1 |
17,807.15 |
17,790.60 |
|