Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,321.75 |
4,316.75 |
-5.00 |
-0.1% |
4,448.50 |
High |
4,334.25 |
4,321.00 |
-13.25 |
-0.3% |
4,461.25 |
Low |
4,259.00 |
4,288.50 |
29.50 |
0.7% |
4,270.00 |
Close |
4,313.00 |
4,307.25 |
-5.75 |
-0.1% |
4,325.75 |
Range |
75.25 |
32.50 |
-42.75 |
-56.8% |
191.25 |
ATR |
54.16 |
52.61 |
-1.55 |
-2.9% |
0.00 |
Volume |
311,506 |
168,845 |
-142,661 |
-45.8% |
1,220,078 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,403.00 |
4,387.75 |
4,325.00 |
|
R3 |
4,370.50 |
4,355.25 |
4,316.25 |
|
R2 |
4,338.00 |
4,338.00 |
4,313.25 |
|
R1 |
4,322.75 |
4,322.75 |
4,310.25 |
4,314.00 |
PP |
4,305.50 |
4,305.50 |
4,305.50 |
4,301.25 |
S1 |
4,290.25 |
4,290.25 |
4,304.25 |
4,281.50 |
S2 |
4,273.00 |
4,273.00 |
4,301.25 |
|
S3 |
4,240.50 |
4,257.75 |
4,298.25 |
|
S4 |
4,208.00 |
4,225.25 |
4,289.50 |
|
|
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% |
53.00 |
1.2% |
39% |
False |
False |
223,364 |
10 |
4,472.25 |
4,259.00 |
213.25 |
5.0% |
56.25 |
1.3% |
23% |
False |
False |
233,793 |
20 |
4,472.25 |
4,259.00 |
213.25 |
5.0% |
55.75 |
1.3% |
23% |
False |
False |
192,764 |
40 |
4,476.50 |
4,179.25 |
297.25 |
6.9% |
46.00 |
1.1% |
43% |
False |
False |
96,502 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
52.25 |
1.2% |
61% |
False |
False |
64,347 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
50.75 |
1.2% |
61% |
False |
False |
48,264 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
41.50 |
1.0% |
61% |
False |
False |
38,612 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.5% |
36.50 |
0.8% |
78% |
False |
False |
32,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,459.00 |
2.618 |
4,406.00 |
1.618 |
4,373.50 |
1.000 |
4,353.50 |
0.618 |
4,341.00 |
HIGH |
4,321.00 |
0.618 |
4,308.50 |
0.500 |
4,304.75 |
0.382 |
4,301.00 |
LOW |
4,288.50 |
0.618 |
4,268.50 |
1.000 |
4,256.00 |
1.618 |
4,236.00 |
2.618 |
4,203.50 |
4.250 |
4,150.50 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,306.50 |
4,317.50 |
PP |
4,305.50 |
4,314.00 |
S1 |
4,304.75 |
4,310.50 |
|