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 |
1,204.6 |
1,198.6 |
-6.0 |
-0.5% |
1,183.6 |
High |
1,206.6 |
1,199.6 |
-7.0 |
-0.6% |
1,220.4 |
Low |
1,192.6 |
1,182.2 |
-10.4 |
-0.9% |
1,179.4 |
Close |
1,200.7 |
1,185.3 |
-15.4 |
-1.3% |
1,200.7 |
Range |
14.0 |
17.4 |
3.4 |
24.3% |
41.0 |
ATR |
17.8 |
17.8 |
0.1 |
0.3% |
0.0 |
Volume |
134,238 |
131,446 |
-2,792 |
-2.1% |
435,993 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.2 |
1,230.7 |
1,194.9 |
|
R3 |
1,223.8 |
1,213.3 |
1,190.1 |
|
R2 |
1,206.4 |
1,206.4 |
1,188.5 |
|
R1 |
1,195.9 |
1,195.9 |
1,186.9 |
1,192.5 |
PP |
1,189.0 |
1,189.0 |
1,189.0 |
1,187.3 |
S1 |
1,178.5 |
1,178.5 |
1,183.7 |
1,175.1 |
S2 |
1,171.6 |
1,171.6 |
1,182.1 |
|
S3 |
1,154.2 |
1,161.1 |
1,180.5 |
|
S4 |
1,136.8 |
1,143.7 |
1,175.7 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.2 |
1,302.9 |
1,223.3 |
|
R3 |
1,282.2 |
1,261.9 |
1,212.0 |
|
R2 |
1,241.2 |
1,241.2 |
1,208.2 |
|
R1 |
1,220.9 |
1,220.9 |
1,204.5 |
1,231.1 |
PP |
1,200.2 |
1,200.2 |
1,200.2 |
1,205.2 |
S1 |
1,179.9 |
1,179.9 |
1,196.9 |
1,190.1 |
S2 |
1,159.2 |
1,159.2 |
1,193.2 |
|
S3 |
1,118.2 |
1,138.9 |
1,189.4 |
|
S4 |
1,077.2 |
1,097.9 |
1,178.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.4 |
1,182.2 |
38.2 |
3.2% |
16.0 |
1.3% |
8% |
False |
True |
103,275 |
10 |
1,220.4 |
1,142.4 |
78.0 |
6.6% |
17.6 |
1.5% |
55% |
False |
False |
65,222 |
20 |
1,220.4 |
1,142.4 |
78.0 |
6.6% |
17.0 |
1.4% |
55% |
False |
False |
41,344 |
40 |
1,286.5 |
1,142.4 |
144.1 |
12.2% |
17.5 |
1.5% |
30% |
False |
False |
22,510 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.9 |
1.6% |
26% |
False |
False |
16,435 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
19.1 |
1.6% |
26% |
False |
False |
12,911 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
20.0 |
1.7% |
29% |
False |
False |
11,098 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
18.7 |
1.6% |
29% |
False |
False |
9,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.6 |
2.618 |
1,245.2 |
1.618 |
1,227.8 |
1.000 |
1,217.0 |
0.618 |
1,210.4 |
HIGH |
1,199.6 |
0.618 |
1,193.0 |
0.500 |
1,190.9 |
0.382 |
1,188.8 |
LOW |
1,182.2 |
0.618 |
1,171.4 |
1.000 |
1,164.8 |
1.618 |
1,154.0 |
2.618 |
1,136.6 |
4.250 |
1,108.3 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,190.9 |
1,201.3 |
PP |
1,189.0 |
1,196.0 |
S1 |
1,187.2 |
1,190.6 |
|