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 |
4,327.50 |
4,370.00 |
42.50 |
1.0% |
4,448.50 |
High |
4,381.75 |
4,375.75 |
-6.00 |
-0.1% |
4,461.25 |
Low |
4,315.75 |
4,320.75 |
5.00 |
0.1% |
4,270.00 |
Close |
4,372.50 |
4,329.50 |
-43.00 |
-1.0% |
4,325.75 |
Range |
66.00 |
55.00 |
-11.00 |
-16.7% |
191.25 |
ATR |
52.34 |
52.53 |
0.19 |
0.4% |
0.00 |
Volume |
202,012 |
224,928 |
22,916 |
11.3% |
1,220,078 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.00 |
4,473.25 |
4,359.75 |
|
R3 |
4,452.00 |
4,418.25 |
4,344.50 |
|
R2 |
4,397.00 |
4,397.00 |
4,339.50 |
|
R1 |
4,363.25 |
4,363.25 |
4,334.50 |
4,352.50 |
PP |
4,342.00 |
4,342.00 |
4,342.00 |
4,336.75 |
S1 |
4,308.25 |
4,308.25 |
4,324.50 |
4,297.50 |
S2 |
4,287.00 |
4,287.00 |
4,319.50 |
|
S3 |
4,232.00 |
4,253.25 |
4,314.50 |
|
S4 |
4,177.00 |
4,198.25 |
4,299.25 |
|
|
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 |
4,438.50 |
4,270.00 |
168.50 |
3.9% |
67.25 |
1.6% |
35% |
False |
False |
262,610 |
10 |
4,472.25 |
4,270.00 |
202.25 |
4.7% |
57.75 |
1.3% |
29% |
False |
False |
240,245 |
20 |
4,472.25 |
4,270.00 |
202.25 |
4.7% |
54.00 |
1.2% |
29% |
False |
False |
168,841 |
40 |
4,476.50 |
4,176.00 |
300.50 |
6.9% |
45.50 |
1.0% |
51% |
False |
False |
84,494 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
52.50 |
1.2% |
66% |
False |
False |
56,341 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
49.50 |
1.1% |
66% |
False |
False |
42,260 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
40.50 |
0.9% |
66% |
False |
False |
33,808 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
36.00 |
0.8% |
80% |
False |
False |
28,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,609.50 |
2.618 |
4,519.75 |
1.618 |
4,464.75 |
1.000 |
4,430.75 |
0.618 |
4,409.75 |
HIGH |
4,375.75 |
0.618 |
4,354.75 |
0.500 |
4,348.25 |
0.382 |
4,341.75 |
LOW |
4,320.75 |
0.618 |
4,286.75 |
1.000 |
4,265.75 |
1.618 |
4,231.75 |
2.618 |
4,176.75 |
4.250 |
4,087.00 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,348.25 |
4,339.50 |
PP |
4,342.00 |
4,336.25 |
S1 |
4,335.75 |
4,332.75 |
|