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 |
1,198.0 |
1,185.8 |
-12.2 |
-1.0% |
1,183.2 |
High |
1,198.5 |
1,190.1 |
-8.4 |
-0.7% |
1,219.5 |
Low |
1,181.6 |
1,178.2 |
-3.4 |
-0.3% |
1,178.6 |
Close |
1,184.8 |
1,183.1 |
-1.7 |
-0.1% |
1,199.8 |
Range |
16.9 |
11.9 |
-5.0 |
-29.6% |
40.9 |
ATR |
18.1 |
17.7 |
-0.4 |
-2.4% |
0.0 |
Volume |
37,990 |
3,409 |
-34,581 |
-91.0% |
929,012 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.5 |
1,213.2 |
1,189.6 |
|
R3 |
1,207.6 |
1,201.3 |
1,186.4 |
|
R2 |
1,195.7 |
1,195.7 |
1,185.3 |
|
R1 |
1,189.4 |
1,189.4 |
1,184.2 |
1,186.6 |
PP |
1,183.8 |
1,183.8 |
1,183.8 |
1,182.4 |
S1 |
1,177.5 |
1,177.5 |
1,182.0 |
1,174.7 |
S2 |
1,171.9 |
1,171.9 |
1,180.9 |
|
S3 |
1,160.0 |
1,165.6 |
1,179.8 |
|
S4 |
1,148.1 |
1,153.7 |
1,176.6 |
|
|
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 |
1,178.2 |
41.3 |
3.5% |
16.3 |
1.4% |
12% |
False |
True |
128,991 |
10 |
1,219.5 |
1,144.9 |
74.6 |
6.3% |
17.2 |
1.5% |
51% |
False |
False |
148,347 |
20 |
1,219.5 |
1,141.6 |
77.9 |
6.6% |
16.8 |
1.4% |
53% |
False |
False |
148,302 |
40 |
1,286.5 |
1,141.6 |
144.9 |
12.2% |
17.9 |
1.5% |
29% |
False |
False |
138,016 |
60 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
19.4 |
1.6% |
25% |
False |
False |
110,767 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
19.8 |
1.7% |
25% |
False |
False |
84,018 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
20.5 |
1.7% |
29% |
False |
False |
68,174 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
19.2 |
1.6% |
29% |
False |
False |
57,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.7 |
2.618 |
1,221.3 |
1.618 |
1,209.4 |
1.000 |
1,202.0 |
0.618 |
1,197.5 |
HIGH |
1,190.1 |
0.618 |
1,185.6 |
0.500 |
1,184.2 |
0.382 |
1,182.7 |
LOW |
1,178.2 |
0.618 |
1,170.8 |
1.000 |
1,166.3 |
1.618 |
1,158.9 |
2.618 |
1,147.0 |
4.250 |
1,127.6 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,184.2 |
1,191.9 |
PP |
1,183.8 |
1,189.0 |
S1 |
1,183.5 |
1,186.0 |
|