Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,607.0 |
3,650.0 |
43.0 |
1.2% |
3,654.0 |
High |
3,679.0 |
3,656.0 |
-23.0 |
-0.6% |
3,672.0 |
Low |
3,601.0 |
3,636.0 |
35.0 |
1.0% |
3,544.0 |
Close |
3,645.0 |
3,643.0 |
-2.0 |
-0.1% |
3,605.0 |
Range |
78.0 |
20.0 |
-58.0 |
-74.4% |
128.0 |
ATR |
57.5 |
54.8 |
-2.7 |
-4.7% |
0.0 |
Volume |
612,600 |
844,163 |
231,563 |
37.8% |
5,197,955 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,705.0 |
3,694.0 |
3,654.0 |
|
R3 |
3,685.0 |
3,674.0 |
3,648.5 |
|
R2 |
3,665.0 |
3,665.0 |
3,646.7 |
|
R1 |
3,654.0 |
3,654.0 |
3,644.8 |
3,649.5 |
PP |
3,645.0 |
3,645.0 |
3,645.0 |
3,642.8 |
S1 |
3,634.0 |
3,634.0 |
3,641.2 |
3,629.5 |
S2 |
3,625.0 |
3,625.0 |
3,639.3 |
|
S3 |
3,605.0 |
3,614.0 |
3,637.5 |
|
S4 |
3,585.0 |
3,594.0 |
3,632.0 |
|
|
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 |
3,585.0 |
94.0 |
2.6% |
49.2 |
1.4% |
62% |
False |
False |
909,901 |
10 |
3,679.0 |
3,544.0 |
135.0 |
3.7% |
55.5 |
1.5% |
73% |
False |
False |
987,725 |
20 |
3,679.0 |
3,476.0 |
203.0 |
5.6% |
53.4 |
1.5% |
82% |
False |
False |
885,727 |
40 |
3,679.0 |
3,248.0 |
431.0 |
11.8% |
49.9 |
1.4% |
92% |
False |
False |
453,046 |
60 |
3,679.0 |
2,942.0 |
737.0 |
20.2% |
57.1 |
1.6% |
95% |
False |
False |
302,512 |
80 |
3,679.0 |
2,848.0 |
831.0 |
22.8% |
59.1 |
1.6% |
96% |
False |
False |
227,139 |
100 |
3,679.0 |
2,848.0 |
831.0 |
22.8% |
51.9 |
1.4% |
96% |
False |
False |
181,743 |
120 |
3,679.0 |
2,710.0 |
969.0 |
26.6% |
50.6 |
1.4% |
96% |
False |
False |
151,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,741.0 |
2.618 |
3,708.4 |
1.618 |
3,688.4 |
1.000 |
3,676.0 |
0.618 |
3,668.4 |
HIGH |
3,656.0 |
0.618 |
3,648.4 |
0.500 |
3,646.0 |
0.382 |
3,643.6 |
LOW |
3,636.0 |
0.618 |
3,623.6 |
1.000 |
3,616.0 |
1.618 |
3,603.6 |
2.618 |
3,583.6 |
4.250 |
3,551.0 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,646.0 |
3,642.0 |
PP |
3,645.0 |
3,641.0 |
S1 |
3,644.0 |
3,640.0 |
|