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 |
17,624 |
17,859 |
235 |
1.3% |
18,032 |
High |
17,923 |
17,880 |
-43 |
-0.2% |
18,126 |
Low |
17,585 |
17,666 |
81 |
0.5% |
17,465 |
Close |
17,860 |
17,703 |
-157 |
-0.9% |
17,626 |
Range |
338 |
214 |
-124 |
-36.7% |
661 |
ATR |
216 |
216 |
0 |
-0.1% |
0 |
Volume |
136,330 |
140,325 |
3,995 |
2.9% |
638,218 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,392 |
18,261 |
17,821 |
|
R3 |
18,178 |
18,047 |
17,762 |
|
R2 |
17,964 |
17,964 |
17,742 |
|
R1 |
17,833 |
17,833 |
17,723 |
17,792 |
PP |
17,750 |
17,750 |
17,750 |
17,729 |
S1 |
17,619 |
17,619 |
17,684 |
17,578 |
S2 |
17,536 |
17,536 |
17,664 |
|
S3 |
17,322 |
17,405 |
17,644 |
|
S4 |
17,108 |
17,191 |
17,585 |
|
|
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 |
17,967 |
17,465 |
502 |
2.8% |
250 |
1.4% |
47% |
False |
False |
146,485 |
10 |
18,126 |
17,465 |
661 |
3.7% |
240 |
1.4% |
36% |
False |
False |
134,705 |
20 |
18,126 |
17,465 |
661 |
3.7% |
231 |
1.3% |
36% |
False |
False |
87,832 |
40 |
18,188 |
17,199 |
989 |
5.6% |
184 |
1.0% |
51% |
False |
False |
43,947 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
207 |
1.2% |
63% |
False |
False |
29,311 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
190 |
1.1% |
63% |
False |
False |
21,989 |
100 |
18,188 |
16,880 |
1,308 |
7.4% |
154 |
0.9% |
63% |
False |
False |
17,592 |
120 |
18,188 |
15,850 |
2,338 |
13.2% |
140 |
0.8% |
79% |
False |
False |
14,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,790 |
2.618 |
18,440 |
1.618 |
18,226 |
1.000 |
18,094 |
0.618 |
18,012 |
HIGH |
17,880 |
0.618 |
17,798 |
0.500 |
17,773 |
0.382 |
17,748 |
LOW |
17,666 |
0.618 |
17,534 |
1.000 |
17,452 |
1.618 |
17,320 |
2.618 |
17,106 |
4.250 |
16,757 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,773 |
17,729 |
PP |
17,750 |
17,720 |
S1 |
17,726 |
17,712 |
|