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 |
1,198.6 |
1,185.5 |
-13.1 |
-1.1% |
1,183.6 |
High |
1,199.6 |
1,190.6 |
-9.0 |
-0.8% |
1,220.4 |
Low |
1,182.2 |
1,178.2 |
-4.0 |
-0.3% |
1,179.4 |
Close |
1,185.3 |
1,183.2 |
-2.1 |
-0.2% |
1,200.7 |
Range |
17.4 |
12.4 |
-5.0 |
-28.7% |
41.0 |
ATR |
17.8 |
17.4 |
-0.4 |
-2.2% |
0.0 |
Volume |
131,446 |
114,970 |
-16,476 |
-12.5% |
435,993 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.2 |
1,214.6 |
1,190.0 |
|
R3 |
1,208.8 |
1,202.2 |
1,186.6 |
|
R2 |
1,196.4 |
1,196.4 |
1,185.5 |
|
R1 |
1,189.8 |
1,189.8 |
1,184.3 |
1,186.9 |
PP |
1,184.0 |
1,184.0 |
1,184.0 |
1,182.6 |
S1 |
1,177.4 |
1,177.4 |
1,182.1 |
1,174.5 |
S2 |
1,171.6 |
1,171.6 |
1,180.9 |
|
S3 |
1,159.2 |
1,165.0 |
1,179.8 |
|
S4 |
1,146.8 |
1,152.6 |
1,176.4 |
|
|
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 |
1,178.2 |
42.2 |
3.6% |
16.5 |
1.4% |
12% |
False |
True |
116,528 |
10 |
1,220.4 |
1,145.7 |
74.7 |
6.3% |
17.1 |
1.4% |
50% |
False |
False |
75,459 |
20 |
1,220.4 |
1,142.4 |
78.0 |
6.6% |
16.6 |
1.4% |
52% |
False |
False |
46,611 |
40 |
1,286.5 |
1,142.4 |
144.1 |
12.2% |
17.4 |
1.5% |
28% |
False |
False |
25,206 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.7 |
1.6% |
24% |
False |
False |
18,329 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
19.0 |
1.6% |
24% |
False |
False |
14,325 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
20.0 |
1.7% |
28% |
False |
False |
12,200 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
18.8 |
1.6% |
28% |
False |
False |
10,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.3 |
2.618 |
1,223.1 |
1.618 |
1,210.7 |
1.000 |
1,203.0 |
0.618 |
1,198.3 |
HIGH |
1,190.6 |
0.618 |
1,185.9 |
0.500 |
1,184.4 |
0.382 |
1,182.9 |
LOW |
1,178.2 |
0.618 |
1,170.5 |
1.000 |
1,165.8 |
1.618 |
1,158.1 |
2.618 |
1,145.7 |
4.250 |
1,125.5 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,184.4 |
1,192.4 |
PP |
1,184.0 |
1,189.3 |
S1 |
1,183.6 |
1,186.3 |
|