Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
17,965.37 |
17,778.52 |
-186.85 |
-1.0% |
18,136.73 |
High |
17,965.37 |
17,778.52 |
-186.85 |
-1.0% |
18,205.93 |
Low |
17,773.02 |
17,585.01 |
-188.01 |
-1.1% |
17,579.27 |
Close |
17,776.12 |
17,698.18 |
-77.94 |
-0.4% |
17,712.66 |
Range |
192.35 |
193.51 |
1.16 |
0.6% |
626.66 |
ATR |
199.50 |
199.07 |
-0.43 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,267.77 |
18,176.48 |
17,804.61 |
|
R3 |
18,074.26 |
17,982.97 |
17,751.40 |
|
R2 |
17,880.75 |
17,880.75 |
17,733.66 |
|
R1 |
17,789.46 |
17,789.46 |
17,715.92 |
17,738.35 |
PP |
17,687.24 |
17,687.24 |
17,687.24 |
17,661.68 |
S1 |
17,595.95 |
17,595.95 |
17,680.44 |
17,544.84 |
S2 |
17,493.73 |
17,493.73 |
17,662.70 |
|
S3 |
17,300.22 |
17,402.44 |
17,644.96 |
|
S4 |
17,106.71 |
17,208.93 |
17,591.75 |
|
|
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 |
18,008.64 |
17,579.27 |
429.37 |
2.4% |
189.18 |
1.1% |
28% |
False |
False |
|
10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
187.29 |
1.1% |
19% |
False |
False |
|
20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
211.21 |
1.2% |
19% |
False |
False |
|
40 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
172.30 |
1.0% |
17% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
206.59 |
1.2% |
53% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
205.94 |
1.2% |
53% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
182.73 |
1.0% |
53% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.8% |
188.35 |
1.1% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,600.94 |
2.618 |
18,285.13 |
1.618 |
18,091.62 |
1.000 |
17,972.03 |
0.618 |
17,898.11 |
HIGH |
17,778.52 |
0.618 |
17,704.60 |
0.500 |
17,681.77 |
0.382 |
17,658.93 |
LOW |
17,585.01 |
0.618 |
17,465.42 |
1.000 |
17,391.50 |
1.618 |
17,271.91 |
2.618 |
17,078.40 |
4.250 |
16,762.59 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,692.71 |
17,796.83 |
PP |
17,687.24 |
17,763.94 |
S1 |
17,681.77 |
17,731.06 |
|