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 |
17,859 |
17,684 |
-175 |
-1.0% |
18,032 |
High |
17,880 |
17,728 |
-152 |
-0.9% |
18,126 |
Low |
17,666 |
17,475 |
-191 |
-1.1% |
17,465 |
Close |
17,703 |
17,615 |
-88 |
-0.5% |
17,626 |
Range |
214 |
253 |
39 |
18.2% |
661 |
ATR |
216 |
219 |
3 |
1.2% |
0 |
Volume |
140,325 |
217,492 |
77,167 |
55.0% |
638,218 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,365 |
18,243 |
17,754 |
|
R3 |
18,112 |
17,990 |
17,685 |
|
R2 |
17,859 |
17,859 |
17,662 |
|
R1 |
17,737 |
17,737 |
17,638 |
17,672 |
PP |
17,606 |
17,606 |
17,606 |
17,573 |
S1 |
17,484 |
17,484 |
17,592 |
17,419 |
S2 |
17,353 |
17,353 |
17,569 |
|
S3 |
17,100 |
17,231 |
17,546 |
|
S4 |
16,847 |
16,978 |
17,476 |
|
|
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 |
17,923 |
17,465 |
458 |
2.6% |
233 |
1.3% |
33% |
False |
False |
157,442 |
10 |
18,126 |
17,465 |
661 |
3.8% |
224 |
1.3% |
23% |
False |
False |
137,791 |
20 |
18,126 |
17,465 |
661 |
3.8% |
235 |
1.3% |
23% |
False |
False |
98,679 |
40 |
18,188 |
17,410 |
778 |
4.4% |
182 |
1.0% |
26% |
False |
False |
49,383 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
206 |
1.2% |
56% |
False |
False |
32,935 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
193 |
1.1% |
56% |
False |
False |
24,708 |
100 |
18,188 |
16,880 |
1,308 |
7.4% |
157 |
0.9% |
56% |
False |
False |
19,766 |
120 |
18,188 |
15,850 |
2,338 |
13.3% |
142 |
0.8% |
75% |
False |
False |
16,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,803 |
2.618 |
18,390 |
1.618 |
18,137 |
1.000 |
17,981 |
0.618 |
17,884 |
HIGH |
17,728 |
0.618 |
17,631 |
0.500 |
17,602 |
0.382 |
17,572 |
LOW |
17,475 |
0.618 |
17,319 |
1.000 |
17,222 |
1.618 |
17,066 |
2.618 |
16,813 |
4.250 |
16,400 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,611 |
17,699 |
PP |
17,606 |
17,671 |
S1 |
17,602 |
17,643 |
|