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 |
1,185.5 |
1,183.2 |
-2.3 |
-0.2% |
1,183.6 |
High |
1,190.6 |
1,208.7 |
18.1 |
1.5% |
1,220.4 |
Low |
1,178.2 |
1,180.5 |
2.3 |
0.2% |
1,179.4 |
Close |
1,183.2 |
1,208.2 |
25.0 |
2.1% |
1,200.7 |
Range |
12.4 |
28.2 |
15.8 |
127.4% |
41.0 |
ATR |
17.4 |
18.2 |
0.8 |
4.4% |
0.0 |
Volume |
114,970 |
151,135 |
36,165 |
31.5% |
435,993 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.7 |
1,274.2 |
1,223.7 |
|
R3 |
1,255.5 |
1,246.0 |
1,216.0 |
|
R2 |
1,227.3 |
1,227.3 |
1,213.4 |
|
R1 |
1,217.8 |
1,217.8 |
1,210.8 |
1,222.6 |
PP |
1,199.1 |
1,199.1 |
1,199.1 |
1,201.5 |
S1 |
1,189.6 |
1,189.6 |
1,205.6 |
1,194.4 |
S2 |
1,170.9 |
1,170.9 |
1,203.0 |
|
S3 |
1,142.7 |
1,161.4 |
1,200.4 |
|
S4 |
1,114.5 |
1,133.2 |
1,192.7 |
|
|
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 |
1,178.2 |
42.2 |
3.5% |
19.5 |
1.6% |
71% |
False |
False |
128,901 |
10 |
1,220.4 |
1,159.7 |
60.7 |
5.0% |
17.0 |
1.4% |
80% |
False |
False |
87,620 |
20 |
1,220.4 |
1,142.4 |
78.0 |
6.5% |
17.6 |
1.5% |
84% |
False |
False |
53,725 |
40 |
1,275.0 |
1,142.4 |
132.6 |
11.0% |
17.4 |
1.4% |
50% |
False |
False |
28,934 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.7 |
1.5% |
39% |
False |
False |
20,820 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.3 |
1.6% |
39% |
False |
False |
16,194 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.0 |
1.7% |
42% |
False |
False |
13,707 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
18.9 |
1.6% |
42% |
False |
False |
11,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.6 |
2.618 |
1,282.5 |
1.618 |
1,254.3 |
1.000 |
1,236.9 |
0.618 |
1,226.1 |
HIGH |
1,208.7 |
0.618 |
1,197.9 |
0.500 |
1,194.6 |
0.382 |
1,191.3 |
LOW |
1,180.5 |
0.618 |
1,163.1 |
1.000 |
1,152.3 |
1.618 |
1,134.9 |
2.618 |
1,106.7 |
4.250 |
1,060.7 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.7 |
1,203.3 |
PP |
1,199.1 |
1,198.4 |
S1 |
1,194.6 |
1,193.5 |
|