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 |
5,889.0 |
5,848.0 |
-41.0 |
-0.7% |
6,000.0 |
High |
5,930.0 |
5,889.0 |
-41.0 |
-0.7% |
6,000.0 |
Low |
5,881.0 |
5,834.0 |
-47.0 |
-0.8% |
5,867.0 |
Close |
5,886.0 |
5,848.0 |
-38.0 |
-0.6% |
5,917.0 |
Range |
49.0 |
55.0 |
6.0 |
12.2% |
133.0 |
ATR |
62.5 |
61.9 |
-0.5 |
-0.9% |
0.0 |
Volume |
25,689 |
23,556 |
-2,133 |
-8.3% |
103,051 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,022.0 |
5,990.0 |
5,878.3 |
|
R3 |
5,967.0 |
5,935.0 |
5,863.1 |
|
R2 |
5,912.0 |
5,912.0 |
5,858.1 |
|
R1 |
5,880.0 |
5,880.0 |
5,853.0 |
5,875.5 |
PP |
5,857.0 |
5,857.0 |
5,857.0 |
5,854.8 |
S1 |
5,825.0 |
5,825.0 |
5,843.0 |
5,820.5 |
S2 |
5,802.0 |
5,802.0 |
5,837.9 |
|
S3 |
5,747.0 |
5,770.0 |
5,832.9 |
|
S4 |
5,692.0 |
5,715.0 |
5,817.8 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.0 |
6,255.0 |
5,990.2 |
|
R3 |
6,194.0 |
6,122.0 |
5,953.6 |
|
R2 |
6,061.0 |
6,061.0 |
5,941.4 |
|
R1 |
5,989.0 |
5,989.0 |
5,929.2 |
5,958.5 |
PP |
5,928.0 |
5,928.0 |
5,928.0 |
5,912.8 |
S1 |
5,856.0 |
5,856.0 |
5,904.8 |
5,825.5 |
S2 |
5,795.0 |
5,795.0 |
5,892.6 |
|
S3 |
5,662.0 |
5,723.0 |
5,880.4 |
|
S4 |
5,529.0 |
5,590.0 |
5,843.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,936.0 |
5,823.0 |
113.0 |
1.9% |
57.6 |
1.0% |
22% |
False |
False |
24,655 |
10 |
6,000.0 |
5,823.0 |
177.0 |
3.0% |
55.6 |
1.0% |
14% |
False |
False |
23,139 |
20 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
52.4 |
0.9% |
40% |
False |
False |
28,401 |
40 |
6,000.0 |
5,670.0 |
330.0 |
5.6% |
44.3 |
0.8% |
54% |
False |
False |
14,268 |
60 |
6,000.0 |
5,220.0 |
780.0 |
13.3% |
36.8 |
0.6% |
81% |
False |
False |
9,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,122.8 |
2.618 |
6,033.0 |
1.618 |
5,978.0 |
1.000 |
5,944.0 |
0.618 |
5,923.0 |
HIGH |
5,889.0 |
0.618 |
5,868.0 |
0.500 |
5,861.5 |
0.382 |
5,855.0 |
LOW |
5,834.0 |
0.618 |
5,800.0 |
1.000 |
5,779.0 |
1.618 |
5,745.0 |
2.618 |
5,690.0 |
4.250 |
5,600.3 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,861.5 |
5,876.5 |
PP |
5,857.0 |
5,867.0 |
S1 |
5,852.5 |
5,857.5 |
|