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 |
3,649.0 |
3,607.0 |
-42.0 |
-1.2% |
3,654.0 |
High |
3,668.0 |
3,679.0 |
11.0 |
0.3% |
3,672.0 |
Low |
3,613.0 |
3,601.0 |
-12.0 |
-0.3% |
3,544.0 |
Close |
3,631.0 |
3,645.0 |
14.0 |
0.4% |
3,605.0 |
Range |
55.0 |
78.0 |
23.0 |
41.8% |
128.0 |
ATR |
55.9 |
57.5 |
1.6 |
2.8% |
0.0 |
Volume |
1,119,566 |
612,600 |
-506,966 |
-45.3% |
5,197,955 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,875.7 |
3,838.3 |
3,687.9 |
|
R3 |
3,797.7 |
3,760.3 |
3,666.5 |
|
R2 |
3,719.7 |
3,719.7 |
3,659.3 |
|
R1 |
3,682.3 |
3,682.3 |
3,652.2 |
3,701.0 |
PP |
3,641.7 |
3,641.7 |
3,641.7 |
3,651.0 |
S1 |
3,604.3 |
3,604.3 |
3,637.9 |
3,623.0 |
S2 |
3,563.7 |
3,563.7 |
3,630.7 |
|
S3 |
3,485.7 |
3,526.3 |
3,623.6 |
|
S4 |
3,407.7 |
3,448.3 |
3,602.1 |
|
|
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 |
3,679.0 |
3,544.0 |
135.0 |
3.7% |
58.6 |
1.6% |
75% |
True |
False |
940,235 |
10 |
3,679.0 |
3,544.0 |
135.0 |
3.7% |
58.1 |
1.6% |
75% |
True |
False |
1,033,342 |
20 |
3,679.0 |
3,476.0 |
203.0 |
5.6% |
54.2 |
1.5% |
83% |
True |
False |
849,886 |
40 |
3,679.0 |
3,248.0 |
431.0 |
11.8% |
50.8 |
1.4% |
92% |
True |
False |
431,959 |
60 |
3,679.0 |
2,942.0 |
737.0 |
20.2% |
58.0 |
1.6% |
95% |
True |
False |
288,559 |
80 |
3,679.0 |
2,848.0 |
831.0 |
22.8% |
59.8 |
1.6% |
96% |
True |
False |
216,589 |
100 |
3,679.0 |
2,848.0 |
831.0 |
22.8% |
52.0 |
1.4% |
96% |
True |
False |
173,303 |
120 |
3,679.0 |
2,710.0 |
969.0 |
26.6% |
50.8 |
1.4% |
96% |
True |
False |
144,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,010.5 |
2.618 |
3,883.2 |
1.618 |
3,805.2 |
1.000 |
3,757.0 |
0.618 |
3,727.2 |
HIGH |
3,679.0 |
0.618 |
3,649.2 |
0.500 |
3,640.0 |
0.382 |
3,630.8 |
LOW |
3,601.0 |
0.618 |
3,552.8 |
1.000 |
3,523.0 |
1.618 |
3,474.8 |
2.618 |
3,396.8 |
4.250 |
3,269.5 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,643.3 |
3,643.3 |
PP |
3,641.7 |
3,641.7 |
S1 |
3,640.0 |
3,640.0 |
|