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 |
1,203.8 |
1,198.0 |
-5.8 |
-0.5% |
1,183.2 |
High |
1,205.6 |
1,198.5 |
-7.1 |
-0.6% |
1,219.5 |
Low |
1,191.7 |
1,181.6 |
-10.1 |
-0.8% |
1,178.6 |
Close |
1,199.8 |
1,184.8 |
-15.0 |
-1.3% |
1,199.8 |
Range |
13.9 |
16.9 |
3.0 |
21.6% |
40.9 |
ATR |
18.1 |
18.1 |
0.0 |
0.0% |
0.0 |
Volume |
172,260 |
37,990 |
-134,270 |
-77.9% |
929,012 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.0 |
1,228.8 |
1,194.1 |
|
R3 |
1,222.1 |
1,211.9 |
1,189.4 |
|
R2 |
1,205.2 |
1,205.2 |
1,187.9 |
|
R1 |
1,195.0 |
1,195.0 |
1,186.3 |
1,191.7 |
PP |
1,188.3 |
1,188.3 |
1,188.3 |
1,186.6 |
S1 |
1,178.1 |
1,178.1 |
1,183.3 |
1,174.8 |
S2 |
1,171.4 |
1,171.4 |
1,181.7 |
|
S3 |
1,154.5 |
1,161.2 |
1,180.2 |
|
S4 |
1,137.6 |
1,144.3 |
1,175.5 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.0 |
1,301.8 |
1,222.3 |
|
R3 |
1,281.1 |
1,260.9 |
1,211.0 |
|
R2 |
1,240.2 |
1,240.2 |
1,207.3 |
|
R1 |
1,220.0 |
1,220.0 |
1,203.5 |
1,230.1 |
PP |
1,199.3 |
1,199.3 |
1,199.3 |
1,204.4 |
S1 |
1,179.1 |
1,179.1 |
1,196.1 |
1,189.2 |
S2 |
1,158.4 |
1,158.4 |
1,192.3 |
|
S3 |
1,117.5 |
1,138.2 |
1,188.6 |
|
S4 |
1,076.6 |
1,097.3 |
1,177.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,219.5 |
1,181.6 |
37.9 |
3.2% |
15.9 |
1.3% |
8% |
False |
True |
160,894 |
10 |
1,219.5 |
1,141.6 |
77.9 |
6.6% |
17.8 |
1.5% |
55% |
False |
False |
163,968 |
20 |
1,219.5 |
1,141.6 |
77.9 |
6.6% |
17.2 |
1.5% |
55% |
False |
False |
155,914 |
40 |
1,286.5 |
1,141.6 |
144.9 |
12.2% |
18.1 |
1.5% |
30% |
False |
False |
140,927 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
19.6 |
1.7% |
26% |
False |
False |
110,772 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
19.9 |
1.7% |
26% |
False |
False |
84,017 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
20.5 |
1.7% |
30% |
False |
False |
68,158 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
19.1 |
1.6% |
30% |
False |
False |
57,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.3 |
2.618 |
1,242.7 |
1.618 |
1,225.8 |
1.000 |
1,215.4 |
0.618 |
1,208.9 |
HIGH |
1,198.5 |
0.618 |
1,192.0 |
0.500 |
1,190.1 |
0.382 |
1,188.1 |
LOW |
1,181.6 |
0.618 |
1,171.2 |
1.000 |
1,164.7 |
1.618 |
1,154.3 |
2.618 |
1,137.4 |
4.250 |
1,109.8 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,190.1 |
1,200.6 |
PP |
1,188.3 |
1,195.3 |
S1 |
1,186.6 |
1,190.1 |
|