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 |
3,615.0 |
3,649.0 |
34.0 |
0.9% |
3,654.0 |
High |
3,664.0 |
3,668.0 |
4.0 |
0.1% |
3,672.0 |
Low |
3,609.0 |
3,613.0 |
4.0 |
0.1% |
3,544.0 |
Close |
3,660.0 |
3,631.0 |
-29.0 |
-0.8% |
3,605.0 |
Range |
55.0 |
55.0 |
0.0 |
0.0% |
128.0 |
ATR |
56.0 |
55.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,217,236 |
1,119,566 |
-97,670 |
-8.0% |
5,197,955 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,802.3 |
3,771.7 |
3,661.3 |
|
R3 |
3,747.3 |
3,716.7 |
3,646.1 |
|
R2 |
3,692.3 |
3,692.3 |
3,641.1 |
|
R1 |
3,661.7 |
3,661.7 |
3,636.0 |
3,649.5 |
PP |
3,637.3 |
3,637.3 |
3,637.3 |
3,631.3 |
S1 |
3,606.7 |
3,606.7 |
3,626.0 |
3,594.5 |
S2 |
3,582.3 |
3,582.3 |
3,620.9 |
|
S3 |
3,527.3 |
3,551.7 |
3,615.9 |
|
S4 |
3,472.3 |
3,496.7 |
3,600.8 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,991.0 |
3,926.0 |
3,675.4 |
|
R3 |
3,863.0 |
3,798.0 |
3,640.2 |
|
R2 |
3,735.0 |
3,735.0 |
3,628.5 |
|
R1 |
3,670.0 |
3,670.0 |
3,616.7 |
3,638.5 |
PP |
3,607.0 |
3,607.0 |
3,607.0 |
3,591.3 |
S1 |
3,542.0 |
3,542.0 |
3,593.3 |
3,510.5 |
S2 |
3,479.0 |
3,479.0 |
3,581.5 |
|
S3 |
3,351.0 |
3,414.0 |
3,569.8 |
|
S4 |
3,223.0 |
3,286.0 |
3,534.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,668.0 |
3,544.0 |
124.0 |
3.4% |
54.6 |
1.5% |
70% |
True |
False |
1,113,345 |
10 |
3,672.0 |
3,544.0 |
128.0 |
3.5% |
56.0 |
1.5% |
68% |
False |
False |
1,087,610 |
20 |
3,672.0 |
3,457.0 |
215.0 |
5.9% |
53.2 |
1.5% |
81% |
False |
False |
824,356 |
40 |
3,672.0 |
3,248.0 |
424.0 |
11.7% |
49.9 |
1.4% |
90% |
False |
False |
416,666 |
60 |
3,672.0 |
2,940.0 |
732.0 |
20.2% |
57.5 |
1.6% |
94% |
False |
False |
278,352 |
80 |
3,672.0 |
2,848.0 |
824.0 |
22.7% |
59.0 |
1.6% |
95% |
False |
False |
208,932 |
100 |
3,672.0 |
2,848.0 |
824.0 |
22.7% |
51.4 |
1.4% |
95% |
False |
False |
167,177 |
120 |
3,672.0 |
2,710.0 |
962.0 |
26.5% |
50.1 |
1.4% |
96% |
False |
False |
139,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,901.8 |
2.618 |
3,812.0 |
1.618 |
3,757.0 |
1.000 |
3,723.0 |
0.618 |
3,702.0 |
HIGH |
3,668.0 |
0.618 |
3,647.0 |
0.500 |
3,640.5 |
0.382 |
3,634.0 |
LOW |
3,613.0 |
0.618 |
3,579.0 |
1.000 |
3,558.0 |
1.618 |
3,524.0 |
2.618 |
3,469.0 |
4.250 |
3,379.3 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,640.5 |
3,629.5 |
PP |
3,637.3 |
3,628.0 |
S1 |
3,634.2 |
3,626.5 |
|