Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
19,400 |
19,660 |
260 |
1.3% |
19,645 |
High |
19,675 |
19,675 |
0 |
0.0% |
19,770 |
Low |
19,285 |
19,230 |
-55 |
-0.3% |
19,080 |
Close |
19,630 |
19,265 |
-365 |
-1.9% |
19,410 |
Range |
390 |
445 |
55 |
14.1% |
690 |
ATR |
284 |
295 |
12 |
4.1% |
0 |
Volume |
11,599 |
16,700 |
5,101 |
44.0% |
68,472 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,725 |
20,440 |
19,510 |
|
R3 |
20,280 |
19,995 |
19,388 |
|
R2 |
19,835 |
19,835 |
19,347 |
|
R1 |
19,550 |
19,550 |
19,306 |
19,470 |
PP |
19,390 |
19,390 |
19,390 |
19,350 |
S1 |
19,105 |
19,105 |
19,224 |
19,025 |
S2 |
18,945 |
18,945 |
19,184 |
|
S3 |
18,500 |
18,660 |
19,143 |
|
S4 |
18,055 |
18,215 |
19,020 |
|
|
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 |
19,730 |
19,080 |
650 |
3.4% |
425 |
2.2% |
28% |
False |
False |
14,897 |
10 |
19,770 |
19,080 |
690 |
3.6% |
323 |
1.7% |
27% |
False |
False |
13,415 |
20 |
19,770 |
18,450 |
1,320 |
6.9% |
300 |
1.6% |
62% |
False |
False |
13,783 |
40 |
19,770 |
17,440 |
2,330 |
12.1% |
230 |
1.2% |
78% |
False |
False |
7,003 |
60 |
19,770 |
16,665 |
3,105 |
16.1% |
213 |
1.1% |
84% |
False |
False |
4,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,566 |
2.618 |
20,840 |
1.618 |
20,395 |
1.000 |
20,120 |
0.618 |
19,950 |
HIGH |
19,675 |
0.618 |
19,505 |
0.500 |
19,453 |
0.382 |
19,400 |
LOW |
19,230 |
0.618 |
18,955 |
1.000 |
18,785 |
1.618 |
18,510 |
2.618 |
18,065 |
4.250 |
17,339 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
19,453 |
19,405 |
PP |
19,390 |
19,358 |
S1 |
19,328 |
19,312 |
|