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 |
19,660 |
19,270 |
-390 |
-2.0% |
19,645 |
High |
19,675 |
19,320 |
-355 |
-1.8% |
19,770 |
Low |
19,230 |
18,980 |
-250 |
-1.3% |
19,080 |
Close |
19,265 |
19,220 |
-45 |
-0.2% |
19,410 |
Range |
445 |
340 |
-105 |
-23.6% |
690 |
ATR |
295 |
299 |
3 |
1.1% |
0 |
Volume |
16,700 |
26,552 |
9,852 |
59.0% |
68,472 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,193 |
20,047 |
19,407 |
|
R3 |
19,853 |
19,707 |
19,314 |
|
R2 |
19,513 |
19,513 |
19,282 |
|
R1 |
19,367 |
19,367 |
19,251 |
19,270 |
PP |
19,173 |
19,173 |
19,173 |
19,125 |
S1 |
19,027 |
19,027 |
19,189 |
18,930 |
S2 |
18,833 |
18,833 |
19,158 |
|
S3 |
18,493 |
18,687 |
19,127 |
|
S4 |
18,153 |
18,347 |
19,033 |
|
|
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 |
19,675 |
18,980 |
695 |
3.6% |
437 |
2.3% |
35% |
False |
True |
17,992 |
10 |
19,770 |
18,980 |
790 |
4.1% |
335 |
1.7% |
30% |
False |
True |
14,807 |
20 |
19,770 |
18,450 |
1,320 |
6.9% |
309 |
1.6% |
58% |
False |
False |
15,071 |
40 |
19,770 |
17,585 |
2,185 |
11.4% |
235 |
1.2% |
75% |
False |
False |
7,667 |
60 |
19,770 |
16,665 |
3,105 |
16.2% |
219 |
1.1% |
82% |
False |
False |
5,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,765 |
2.618 |
20,210 |
1.618 |
19,870 |
1.000 |
19,660 |
0.618 |
19,530 |
HIGH |
19,320 |
0.618 |
19,190 |
0.500 |
19,150 |
0.382 |
19,110 |
LOW |
18,980 |
0.618 |
18,770 |
1.000 |
18,640 |
1.618 |
18,430 |
2.618 |
18,090 |
4.250 |
17,535 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
19,197 |
19,328 |
PP |
19,173 |
19,292 |
S1 |
19,150 |
19,256 |
|