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 |
1,185.8 |
1,182.9 |
-2.9 |
-0.2% |
1,183.2 |
High |
1,190.1 |
1,208.2 |
18.1 |
1.5% |
1,219.5 |
Low |
1,178.2 |
1,181.0 |
2.8 |
0.2% |
1,178.6 |
Close |
1,183.1 |
1,208.1 |
25.0 |
2.1% |
1,199.8 |
Range |
11.9 |
27.2 |
15.3 |
128.6% |
40.9 |
ATR |
17.7 |
18.3 |
0.7 |
3.9% |
0.0 |
Volume |
3,409 |
1,632 |
-1,777 |
-52.1% |
929,012 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.7 |
1,271.6 |
1,223.1 |
|
R3 |
1,253.5 |
1,244.4 |
1,215.6 |
|
R2 |
1,226.3 |
1,226.3 |
1,213.1 |
|
R1 |
1,217.2 |
1,217.2 |
1,210.6 |
1,221.8 |
PP |
1,199.1 |
1,199.1 |
1,199.1 |
1,201.4 |
S1 |
1,190.0 |
1,190.0 |
1,205.6 |
1,194.6 |
S2 |
1,171.9 |
1,171.9 |
1,203.1 |
|
S3 |
1,144.7 |
1,162.8 |
1,200.6 |
|
S4 |
1,117.5 |
1,135.6 |
1,193.1 |
|
|
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 |
3.4% |
19.1 |
1.6% |
72% |
False |
False |
92,132 |
10 |
1,219.5 |
1,158.6 |
60.9 |
5.0% |
16.9 |
1.4% |
81% |
False |
False |
129,663 |
20 |
1,219.5 |
1,141.6 |
77.9 |
6.4% |
17.6 |
1.5% |
85% |
False |
False |
143,005 |
40 |
1,274.6 |
1,141.6 |
133.0 |
11.0% |
17.8 |
1.5% |
50% |
False |
False |
133,507 |
60 |
1,308.8 |
1,141.6 |
167.2 |
13.8% |
19.3 |
1.6% |
40% |
False |
False |
110,704 |
80 |
1,308.8 |
1,141.6 |
167.2 |
13.8% |
20.0 |
1.7% |
40% |
False |
False |
84,010 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
20.5 |
1.7% |
43% |
False |
False |
68,180 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.2 |
1.6% |
43% |
False |
False |
57,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.8 |
2.618 |
1,279.4 |
1.618 |
1,252.2 |
1.000 |
1,235.4 |
0.618 |
1,225.0 |
HIGH |
1,208.2 |
0.618 |
1,197.8 |
0.500 |
1,194.6 |
0.382 |
1,191.4 |
LOW |
1,181.0 |
0.618 |
1,164.2 |
1.000 |
1,153.8 |
1.618 |
1,137.0 |
2.618 |
1,109.8 |
4.250 |
1,065.4 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.6 |
1,203.1 |
PP |
1,199.1 |
1,198.2 |
S1 |
1,194.6 |
1,193.2 |
|