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 |
1,204.5 |
1,199.8 |
-4.7 |
-0.4% |
1,186.9 |
High |
1,207.4 |
1,199.8 |
-7.6 |
-0.6% |
1,216.1 |
Low |
1,193.5 |
1,183.5 |
-10.0 |
-0.8% |
1,181.4 |
Close |
1,201.6 |
1,186.2 |
-15.4 |
-1.3% |
1,201.6 |
Range |
13.9 |
16.3 |
2.4 |
17.3% |
34.7 |
ATR |
15.8 |
16.0 |
0.2 |
1.0% |
0.0 |
Volume |
9,440 |
9,567 |
127 |
1.3% |
25,559 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.7 |
1,228.8 |
1,195.2 |
|
R3 |
1,222.4 |
1,212.5 |
1,190.7 |
|
R2 |
1,206.1 |
1,206.1 |
1,189.2 |
|
R1 |
1,196.2 |
1,196.2 |
1,187.7 |
1,193.0 |
PP |
1,189.8 |
1,189.8 |
1,189.8 |
1,188.3 |
S1 |
1,179.9 |
1,179.9 |
1,184.7 |
1,176.7 |
S2 |
1,173.5 |
1,173.5 |
1,183.2 |
|
S3 |
1,157.2 |
1,163.6 |
1,181.7 |
|
S4 |
1,140.9 |
1,147.3 |
1,177.2 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.8 |
1,287.4 |
1,220.7 |
|
R3 |
1,269.1 |
1,252.7 |
1,211.1 |
|
R2 |
1,234.4 |
1,234.4 |
1,208.0 |
|
R1 |
1,218.0 |
1,218.0 |
1,204.8 |
1,226.2 |
PP |
1,199.7 |
1,199.7 |
1,199.7 |
1,203.8 |
S1 |
1,183.3 |
1,183.3 |
1,198.4 |
1,191.5 |
S2 |
1,165.0 |
1,165.0 |
1,195.2 |
|
S3 |
1,130.3 |
1,148.6 |
1,192.1 |
|
S4 |
1,095.6 |
1,113.9 |
1,182.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,216.1 |
1,183.5 |
32.6 |
2.7% |
14.3 |
1.2% |
8% |
False |
True |
6,303 |
10 |
1,216.1 |
1,143.8 |
72.3 |
6.1% |
16.0 |
1.4% |
59% |
False |
False |
4,298 |
20 |
1,216.1 |
1,143.8 |
72.3 |
6.1% |
15.2 |
1.3% |
59% |
False |
False |
3,646 |
40 |
1,286.0 |
1,143.8 |
142.2 |
12.0% |
15.0 |
1.3% |
30% |
False |
False |
2,606 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
16.0 |
1.3% |
26% |
False |
False |
2,111 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
14.9 |
1.3% |
26% |
False |
False |
1,760 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.6% |
15.0 |
1.3% |
29% |
False |
False |
1,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.1 |
2.618 |
1,242.5 |
1.618 |
1,226.2 |
1.000 |
1,216.1 |
0.618 |
1,209.9 |
HIGH |
1,199.8 |
0.618 |
1,193.6 |
0.500 |
1,191.7 |
0.382 |
1,189.7 |
LOW |
1,183.5 |
0.618 |
1,173.4 |
1.000 |
1,167.2 |
1.618 |
1,157.1 |
2.618 |
1,140.8 |
4.250 |
1,114.2 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,191.7 |
1,199.8 |
PP |
1,189.8 |
1,195.3 |
S1 |
1,188.0 |
1,190.7 |
|