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 |
4,370.00 |
4,321.75 |
-48.25 |
-1.1% |
4,448.50 |
High |
4,375.75 |
4,334.25 |
-41.50 |
-0.9% |
4,461.25 |
Low |
4,320.75 |
4,259.00 |
-61.75 |
-1.4% |
4,270.00 |
Close |
4,329.50 |
4,313.00 |
-16.50 |
-0.4% |
4,325.75 |
Range |
55.00 |
75.25 |
20.25 |
36.8% |
191.25 |
ATR |
52.53 |
54.16 |
1.62 |
3.1% |
0.00 |
Volume |
224,928 |
311,506 |
86,578 |
38.5% |
1,220,078 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.75 |
4,495.75 |
4,354.50 |
|
R3 |
4,452.50 |
4,420.50 |
4,333.75 |
|
R2 |
4,377.25 |
4,377.25 |
4,326.75 |
|
R1 |
4,345.25 |
4,345.25 |
4,320.00 |
4,323.50 |
PP |
4,302.00 |
4,302.00 |
4,302.00 |
4,291.25 |
S1 |
4,270.00 |
4,270.00 |
4,306.00 |
4,248.50 |
S2 |
4,226.75 |
4,226.75 |
4,299.25 |
|
S3 |
4,151.50 |
4,194.75 |
4,292.25 |
|
S4 |
4,076.25 |
4,119.50 |
4,271.50 |
|
|
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 |
4,381.75 |
4,259.00 |
122.75 |
2.8% |
58.75 |
1.4% |
44% |
False |
True |
260,840 |
10 |
4,472.25 |
4,259.00 |
213.25 |
4.9% |
55.50 |
1.3% |
25% |
False |
True |
239,766 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.9% |
56.00 |
1.3% |
25% |
False |
True |
184,377 |
40 |
4,476.50 |
4,179.25 |
297.25 |
6.9% |
46.25 |
1.1% |
45% |
False |
False |
92,281 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
52.75 |
1.2% |
63% |
False |
False |
61,533 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
50.50 |
1.2% |
63% |
False |
False |
46,154 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
41.25 |
1.0% |
63% |
False |
False |
36,923 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.5% |
36.75 |
0.9% |
78% |
False |
False |
30,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.00 |
2.618 |
4,531.25 |
1.618 |
4,456.00 |
1.000 |
4,409.50 |
0.618 |
4,380.75 |
HIGH |
4,334.25 |
0.618 |
4,305.50 |
0.500 |
4,296.50 |
0.382 |
4,287.75 |
LOW |
4,259.00 |
0.618 |
4,212.50 |
1.000 |
4,183.75 |
1.618 |
4,137.25 |
2.618 |
4,062.00 |
4.250 |
3,939.25 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,307.50 |
4,320.50 |
PP |
4,302.00 |
4,318.00 |
S1 |
4,296.50 |
4,315.50 |
|