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 |
1,183.2 |
1,204.3 |
21.1 |
1.8% |
1,183.6 |
High |
1,208.7 |
1,207.4 |
-1.3 |
-0.1% |
1,220.4 |
Low |
1,180.5 |
1,194.8 |
14.3 |
1.2% |
1,179.4 |
Close |
1,208.2 |
1,200.9 |
-7.3 |
-0.6% |
1,200.7 |
Range |
28.2 |
12.6 |
-15.6 |
-55.3% |
41.0 |
ATR |
18.2 |
17.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
151,135 |
0 |
-151,135 |
-100.0% |
435,993 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.8 |
1,232.5 |
1,207.8 |
|
R3 |
1,226.2 |
1,219.9 |
1,204.4 |
|
R2 |
1,213.6 |
1,213.6 |
1,203.2 |
|
R1 |
1,207.3 |
1,207.3 |
1,202.1 |
1,204.2 |
PP |
1,201.0 |
1,201.0 |
1,201.0 |
1,199.5 |
S1 |
1,194.7 |
1,194.7 |
1,199.7 |
1,191.6 |
S2 |
1,188.4 |
1,188.4 |
1,198.6 |
|
S3 |
1,175.8 |
1,182.1 |
1,197.4 |
|
S4 |
1,163.2 |
1,169.5 |
1,194.0 |
|
|
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 |
1,208.7 |
1,178.2 |
30.5 |
2.5% |
16.9 |
1.4% |
74% |
False |
False |
106,357 |
10 |
1,220.4 |
1,168.7 |
51.7 |
4.3% |
16.5 |
1.4% |
62% |
False |
False |
86,378 |
20 |
1,220.4 |
1,142.4 |
78.0 |
6.5% |
17.5 |
1.5% |
75% |
False |
False |
53,487 |
40 |
1,275.0 |
1,142.4 |
132.6 |
11.0% |
17.3 |
1.4% |
44% |
False |
False |
28,864 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
18.6 |
1.6% |
35% |
False |
False |
20,798 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
19.2 |
1.6% |
35% |
False |
False |
16,184 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
20.0 |
1.7% |
38% |
False |
False |
13,651 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
18.9 |
1.6% |
38% |
False |
False |
11,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.0 |
2.618 |
1,240.4 |
1.618 |
1,227.8 |
1.000 |
1,220.0 |
0.618 |
1,215.2 |
HIGH |
1,207.4 |
0.618 |
1,202.6 |
0.500 |
1,201.1 |
0.382 |
1,199.6 |
LOW |
1,194.8 |
0.618 |
1,187.0 |
1.000 |
1,182.2 |
1.618 |
1,174.4 |
2.618 |
1,161.8 |
4.250 |
1,141.3 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.1 |
1,198.4 |
PP |
1,201.0 |
1,195.9 |
S1 |
1,201.0 |
1,193.5 |
|