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 |
1,188.0 |
1,184.0 |
-4.0 |
-0.3% |
1,186.9 |
High |
1,191.3 |
1,209.4 |
18.1 |
1.5% |
1,216.1 |
Low |
1,179.5 |
1,182.3 |
2.8 |
0.2% |
1,181.4 |
Close |
1,184.1 |
1,209.1 |
25.0 |
2.1% |
1,201.6 |
Range |
11.8 |
27.1 |
15.3 |
129.7% |
34.7 |
ATR |
15.7 |
16.5 |
0.8 |
5.2% |
0.0 |
Volume |
2,439 |
1,862 |
-577 |
-23.7% |
25,559 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.6 |
1,272.4 |
1,224.0 |
|
R3 |
1,254.5 |
1,245.3 |
1,216.6 |
|
R2 |
1,227.4 |
1,227.4 |
1,214.1 |
|
R1 |
1,218.2 |
1,218.2 |
1,211.6 |
1,222.8 |
PP |
1,200.3 |
1,200.3 |
1,200.3 |
1,202.6 |
S1 |
1,191.1 |
1,191.1 |
1,206.6 |
1,195.7 |
S2 |
1,173.2 |
1,173.2 |
1,204.1 |
|
S3 |
1,146.1 |
1,164.0 |
1,201.6 |
|
S4 |
1,119.0 |
1,136.9 |
1,194.2 |
|
|
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 |
1,179.5 |
36.6 |
3.0% |
17.7 |
1.5% |
81% |
False |
False |
6,237 |
10 |
1,216.1 |
1,161.2 |
54.9 |
4.5% |
15.5 |
1.3% |
87% |
False |
False |
4,479 |
20 |
1,216.1 |
1,143.8 |
72.3 |
6.0% |
16.0 |
1.3% |
90% |
False |
False |
3,598 |
40 |
1,275.7 |
1,143.8 |
131.9 |
10.9% |
15.0 |
1.2% |
50% |
False |
False |
2,603 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
16.0 |
1.3% |
40% |
False |
False |
2,175 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.2 |
1.3% |
40% |
False |
False |
1,786 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
15.1 |
1.3% |
42% |
False |
False |
1,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.6 |
2.618 |
1,280.3 |
1.618 |
1,253.2 |
1.000 |
1,236.5 |
0.618 |
1,226.1 |
HIGH |
1,209.4 |
0.618 |
1,199.0 |
0.500 |
1,195.9 |
0.382 |
1,192.7 |
LOW |
1,182.3 |
0.618 |
1,165.6 |
1.000 |
1,155.2 |
1.618 |
1,138.5 |
2.618 |
1,111.4 |
4.250 |
1,067.1 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,204.7 |
1,204.2 |
PP |
1,200.3 |
1,199.3 |
S1 |
1,195.9 |
1,194.5 |
|