Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,370 |
19,400 |
30 |
0.2% |
19,645 |
High |
19,655 |
19,675 |
20 |
0.1% |
19,770 |
Low |
19,135 |
19,285 |
150 |
0.8% |
19,080 |
Close |
19,410 |
19,630 |
220 |
1.1% |
19,410 |
Range |
520 |
390 |
-130 |
-25.0% |
690 |
ATR |
276 |
284 |
8 |
3.0% |
0 |
Volume |
14,705 |
11,599 |
-3,106 |
-21.1% |
68,472 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,700 |
20,555 |
19,845 |
|
R3 |
20,310 |
20,165 |
19,737 |
|
R2 |
19,920 |
19,920 |
19,702 |
|
R1 |
19,775 |
19,775 |
19,666 |
19,848 |
PP |
19,530 |
19,530 |
19,530 |
19,566 |
S1 |
19,385 |
19,385 |
19,594 |
19,458 |
S2 |
19,140 |
19,140 |
19,559 |
|
S3 |
18,750 |
18,995 |
19,523 |
|
S4 |
18,360 |
18,605 |
19,416 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,490 |
21,140 |
19,790 |
|
R3 |
20,800 |
20,450 |
19,600 |
|
R2 |
20,110 |
20,110 |
19,537 |
|
R1 |
19,760 |
19,760 |
19,473 |
19,590 |
PP |
19,420 |
19,420 |
19,420 |
19,335 |
S1 |
19,070 |
19,070 |
19,347 |
18,900 |
S2 |
18,730 |
18,730 |
19,284 |
|
S3 |
18,040 |
18,380 |
19,220 |
|
S4 |
17,350 |
17,690 |
19,031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,770 |
19,080 |
690 |
3.5% |
369 |
1.9% |
80% |
False |
False |
13,948 |
10 |
19,770 |
19,080 |
690 |
3.5% |
298 |
1.5% |
80% |
False |
False |
12,895 |
20 |
19,770 |
18,450 |
1,320 |
6.7% |
291 |
1.5% |
89% |
False |
False |
12,993 |
40 |
19,770 |
17,440 |
2,330 |
11.9% |
222 |
1.1% |
94% |
False |
False |
6,586 |
60 |
19,770 |
16,665 |
3,105 |
15.8% |
206 |
1.1% |
95% |
False |
False |
4,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,333 |
2.618 |
20,696 |
1.618 |
20,306 |
1.000 |
20,065 |
0.618 |
19,916 |
HIGH |
19,675 |
0.618 |
19,526 |
0.500 |
19,480 |
0.382 |
19,434 |
LOW |
19,285 |
0.618 |
19,044 |
1.000 |
18,895 |
1.618 |
18,654 |
2.618 |
18,264 |
4.250 |
17,628 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,580 |
19,546 |
PP |
19,530 |
19,462 |
S1 |
19,480 |
19,378 |
|