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 |
17,612 |
17,624 |
12 |
0.1% |
18,032 |
High |
17,678 |
17,923 |
245 |
1.4% |
18,126 |
Low |
17,535 |
17,585 |
50 |
0.3% |
17,465 |
Close |
17,626 |
17,860 |
234 |
1.3% |
17,626 |
Range |
143 |
338 |
195 |
136.4% |
661 |
ATR |
207 |
216 |
9 |
4.5% |
0 |
Volume |
113,479 |
136,330 |
22,851 |
20.1% |
638,218 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,803 |
18,670 |
18,046 |
|
R3 |
18,465 |
18,332 |
17,953 |
|
R2 |
18,127 |
18,127 |
17,922 |
|
R1 |
17,994 |
17,994 |
17,891 |
18,061 |
PP |
17,789 |
17,789 |
17,789 |
17,823 |
S1 |
17,656 |
17,656 |
17,829 |
17,723 |
S2 |
17,451 |
17,451 |
17,798 |
|
S3 |
17,113 |
17,318 |
17,767 |
|
S4 |
16,775 |
16,980 |
17,674 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,722 |
19,335 |
17,990 |
|
R3 |
19,061 |
18,674 |
17,808 |
|
R2 |
18,400 |
18,400 |
17,747 |
|
R1 |
18,013 |
18,013 |
17,687 |
17,876 |
PP |
17,739 |
17,739 |
17,739 |
17,671 |
S1 |
17,352 |
17,352 |
17,566 |
17,215 |
S2 |
17,078 |
17,078 |
17,505 |
|
S3 |
16,417 |
16,691 |
17,444 |
|
S4 |
15,756 |
16,030 |
17,263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,078 |
17,465 |
613 |
3.4% |
237 |
1.3% |
64% |
False |
False |
140,204 |
10 |
18,126 |
17,465 |
661 |
3.7% |
236 |
1.3% |
60% |
False |
False |
132,582 |
20 |
18,176 |
17,465 |
711 |
4.0% |
226 |
1.3% |
56% |
False |
False |
80,827 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
187 |
1.0% |
75% |
False |
False |
40,440 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
207 |
1.2% |
75% |
False |
False |
26,972 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
188 |
1.0% |
75% |
False |
False |
20,235 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
152 |
0.9% |
75% |
False |
False |
16,188 |
120 |
18,188 |
15,850 |
2,338 |
13.1% |
138 |
0.8% |
86% |
False |
False |
13,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,360 |
2.618 |
18,808 |
1.618 |
18,470 |
1.000 |
18,261 |
0.618 |
18,132 |
HIGH |
17,923 |
0.618 |
17,794 |
0.500 |
17,754 |
0.382 |
17,714 |
LOW |
17,585 |
0.618 |
17,376 |
1.000 |
17,247 |
1.618 |
17,038 |
2.618 |
16,700 |
4.250 |
16,149 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,825 |
17,805 |
PP |
17,789 |
17,749 |
S1 |
17,754 |
17,694 |
|