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 |
5,848.0 |
5,870.0 |
22.0 |
0.4% |
6,000.0 |
High |
5,889.0 |
5,907.0 |
18.0 |
0.3% |
6,000.0 |
Low |
5,834.0 |
5,866.0 |
32.0 |
0.5% |
5,867.0 |
Close |
5,848.0 |
5,886.0 |
38.0 |
0.6% |
5,917.0 |
Range |
55.0 |
41.0 |
-14.0 |
-25.5% |
133.0 |
ATR |
61.9 |
61.7 |
-0.2 |
-0.3% |
0.0 |
Volume |
23,556 |
18,774 |
-4,782 |
-20.3% |
103,051 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,009.3 |
5,988.7 |
5,908.6 |
|
R3 |
5,968.3 |
5,947.7 |
5,897.3 |
|
R2 |
5,927.3 |
5,927.3 |
5,893.5 |
|
R1 |
5,906.7 |
5,906.7 |
5,889.8 |
5,917.0 |
PP |
5,886.3 |
5,886.3 |
5,886.3 |
5,891.5 |
S1 |
5,865.7 |
5,865.7 |
5,882.2 |
5,876.0 |
S2 |
5,845.3 |
5,845.3 |
5,878.5 |
|
S3 |
5,804.3 |
5,824.7 |
5,874.7 |
|
S4 |
5,763.3 |
5,783.7 |
5,863.5 |
|
|
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% |
54.2 |
0.9% |
56% |
False |
False |
22,824 |
10 |
6,000.0 |
5,823.0 |
177.0 |
3.0% |
51.2 |
0.9% |
36% |
False |
False |
22,109 |
20 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
53.1 |
0.9% |
55% |
False |
False |
29,336 |
40 |
6,000.0 |
5,670.0 |
330.0 |
5.6% |
43.9 |
0.7% |
65% |
False |
False |
14,737 |
60 |
6,000.0 |
5,220.0 |
780.0 |
13.3% |
37.5 |
0.6% |
85% |
False |
False |
9,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,081.3 |
2.618 |
6,014.3 |
1.618 |
5,973.3 |
1.000 |
5,948.0 |
0.618 |
5,932.3 |
HIGH |
5,907.0 |
0.618 |
5,891.3 |
0.500 |
5,886.5 |
0.382 |
5,881.7 |
LOW |
5,866.0 |
0.618 |
5,840.7 |
1.000 |
5,825.0 |
1.618 |
5,799.7 |
2.618 |
5,758.7 |
4.250 |
5,691.8 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,886.5 |
5,884.7 |
PP |
5,886.3 |
5,883.3 |
S1 |
5,886.2 |
5,882.0 |
|