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 |
1,199.8 |
1,188.0 |
-11.8 |
-1.0% |
1,186.9 |
High |
1,199.8 |
1,191.3 |
-8.5 |
-0.7% |
1,216.1 |
Low |
1,183.5 |
1,179.5 |
-4.0 |
-0.3% |
1,181.4 |
Close |
1,186.2 |
1,184.1 |
-2.1 |
-0.2% |
1,201.6 |
Range |
16.3 |
11.8 |
-4.5 |
-27.6% |
34.7 |
ATR |
16.0 |
15.7 |
-0.3 |
-1.9% |
0.0 |
Volume |
9,567 |
2,439 |
-7,128 |
-74.5% |
25,559 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.4 |
1,214.0 |
1,190.6 |
|
R3 |
1,208.6 |
1,202.2 |
1,187.3 |
|
R2 |
1,196.8 |
1,196.8 |
1,186.3 |
|
R1 |
1,190.4 |
1,190.4 |
1,185.2 |
1,187.7 |
PP |
1,185.0 |
1,185.0 |
1,185.0 |
1,183.6 |
S1 |
1,178.6 |
1,178.6 |
1,183.0 |
1,175.9 |
S2 |
1,173.2 |
1,173.2 |
1,181.9 |
|
S3 |
1,161.4 |
1,166.8 |
1,180.9 |
|
S4 |
1,149.6 |
1,155.0 |
1,177.6 |
|
|
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 |
1,179.5 |
36.6 |
3.1% |
14.9 |
1.3% |
13% |
False |
True |
6,308 |
10 |
1,216.1 |
1,146.9 |
69.2 |
5.8% |
15.6 |
1.3% |
54% |
False |
False |
4,425 |
20 |
1,216.1 |
1,143.8 |
72.3 |
6.1% |
15.0 |
1.3% |
56% |
False |
False |
3,712 |
40 |
1,286.0 |
1,143.8 |
142.2 |
12.0% |
15.1 |
1.3% |
28% |
False |
False |
2,579 |
60 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.9 |
1.3% |
24% |
False |
False |
2,148 |
80 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
14.9 |
1.3% |
24% |
False |
False |
1,772 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.7% |
15.1 |
1.3% |
28% |
False |
False |
1,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.5 |
2.618 |
1,222.2 |
1.618 |
1,210.4 |
1.000 |
1,203.1 |
0.618 |
1,198.6 |
HIGH |
1,191.3 |
0.618 |
1,186.8 |
0.500 |
1,185.4 |
0.382 |
1,184.0 |
LOW |
1,179.5 |
0.618 |
1,172.2 |
1.000 |
1,167.7 |
1.618 |
1,160.4 |
2.618 |
1,148.6 |
4.250 |
1,129.4 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.4 |
1,193.5 |
PP |
1,185.0 |
1,190.3 |
S1 |
1,184.5 |
1,187.2 |
|