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 |
4,313.00 |
4,327.50 |
14.50 |
0.3% |
4,448.50 |
High |
4,333.50 |
4,381.75 |
48.25 |
1.1% |
4,461.25 |
Low |
4,297.25 |
4,315.75 |
18.50 |
0.4% |
4,270.00 |
Close |
4,325.75 |
4,372.50 |
46.75 |
1.1% |
4,325.75 |
Range |
36.25 |
66.00 |
29.75 |
82.1% |
191.25 |
ATR |
51.29 |
52.34 |
1.05 |
2.0% |
0.00 |
Volume |
209,529 |
202,012 |
-7,517 |
-3.6% |
1,220,078 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.75 |
4,529.50 |
4,408.75 |
|
R3 |
4,488.75 |
4,463.50 |
4,390.75 |
|
R2 |
4,422.75 |
4,422.75 |
4,384.50 |
|
R1 |
4,397.50 |
4,397.50 |
4,378.50 |
4,410.00 |
PP |
4,356.75 |
4,356.75 |
4,356.75 |
4,363.00 |
S1 |
4,331.50 |
4,331.50 |
4,366.50 |
4,344.00 |
S2 |
4,290.75 |
4,290.75 |
4,360.50 |
|
S3 |
4,224.75 |
4,265.50 |
4,354.25 |
|
S4 |
4,158.75 |
4,199.50 |
4,336.25 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,926.00 |
4,817.25 |
4,431.00 |
|
R3 |
4,734.75 |
4,626.00 |
4,378.25 |
|
R2 |
4,543.50 |
4,543.50 |
4,360.75 |
|
R1 |
4,434.75 |
4,434.75 |
4,343.25 |
4,393.50 |
PP |
4,352.25 |
4,352.25 |
4,352.25 |
4,331.75 |
S1 |
4,243.50 |
4,243.50 |
4,308.25 |
4,202.25 |
S2 |
4,161.00 |
4,161.00 |
4,290.75 |
|
S3 |
3,969.75 |
4,052.25 |
4,273.25 |
|
S4 |
3,778.50 |
3,861.00 |
4,220.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,461.00 |
4,270.00 |
191.00 |
4.4% |
63.75 |
1.5% |
54% |
False |
False |
254,470 |
10 |
4,472.25 |
4,270.00 |
202.25 |
4.6% |
55.75 |
1.3% |
51% |
False |
False |
243,793 |
20 |
4,472.50 |
4,270.00 |
202.50 |
4.6% |
53.50 |
1.2% |
51% |
False |
False |
157,628 |
40 |
4,476.50 |
4,084.25 |
392.25 |
9.0% |
46.25 |
1.1% |
73% |
False |
False |
78,871 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
52.50 |
1.2% |
76% |
False |
False |
52,593 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
49.00 |
1.1% |
76% |
False |
False |
39,448 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
40.25 |
0.9% |
76% |
False |
False |
31,559 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.2% |
35.75 |
0.8% |
86% |
False |
False |
26,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,662.25 |
2.618 |
4,554.50 |
1.618 |
4,488.50 |
1.000 |
4,447.75 |
0.618 |
4,422.50 |
HIGH |
4,381.75 |
0.618 |
4,356.50 |
0.500 |
4,348.75 |
0.382 |
4,341.00 |
LOW |
4,315.75 |
0.618 |
4,275.00 |
1.000 |
4,249.75 |
1.618 |
4,209.00 |
2.618 |
4,143.00 |
4.250 |
4,035.25 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,364.50 |
4,357.00 |
PP |
4,356.75 |
4,341.50 |
S1 |
4,348.75 |
4,326.00 |
|