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 |
1,184.0 |
1,204.7 |
20.7 |
1.7% |
1,186.9 |
High |
1,209.4 |
1,207.4 |
-2.0 |
-0.2% |
1,216.1 |
Low |
1,182.3 |
1,195.8 |
13.5 |
1.1% |
1,181.4 |
Close |
1,209.1 |
1,201.8 |
-7.3 |
-0.6% |
1,201.6 |
Range |
27.1 |
11.6 |
-15.5 |
-57.2% |
34.7 |
ATR |
16.5 |
16.3 |
-0.2 |
-1.4% |
0.0 |
Volume |
1,862 |
1,465 |
-397 |
-21.3% |
25,559 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.5 |
1,230.7 |
1,208.2 |
|
R3 |
1,224.9 |
1,219.1 |
1,205.0 |
|
R2 |
1,213.3 |
1,213.3 |
1,203.9 |
|
R1 |
1,207.5 |
1,207.5 |
1,202.9 |
1,204.6 |
PP |
1,201.7 |
1,201.7 |
1,201.7 |
1,200.2 |
S1 |
1,195.9 |
1,195.9 |
1,200.7 |
1,193.0 |
S2 |
1,190.1 |
1,190.1 |
1,199.7 |
|
S3 |
1,178.5 |
1,184.3 |
1,198.6 |
|
S4 |
1,166.9 |
1,172.7 |
1,195.4 |
|
|
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 |
1,209.4 |
1,179.5 |
29.9 |
2.5% |
16.1 |
1.3% |
75% |
False |
False |
4,954 |
10 |
1,216.1 |
1,170.0 |
46.1 |
3.8% |
15.1 |
1.3% |
69% |
False |
False |
4,268 |
20 |
1,216.1 |
1,143.8 |
72.3 |
6.0% |
16.0 |
1.3% |
80% |
False |
False |
3,594 |
40 |
1,275.7 |
1,143.8 |
131.9 |
11.0% |
15.1 |
1.3% |
44% |
False |
False |
2,607 |
60 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.9 |
1.3% |
35% |
False |
False |
2,187 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.1 |
1.3% |
35% |
False |
False |
1,798 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
15.2 |
1.3% |
38% |
False |
False |
1,561 |
120 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
13.9 |
1.2% |
38% |
False |
False |
1,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.7 |
2.618 |
1,237.8 |
1.618 |
1,226.2 |
1.000 |
1,219.0 |
0.618 |
1,214.6 |
HIGH |
1,207.4 |
0.618 |
1,203.0 |
0.500 |
1,201.6 |
0.382 |
1,200.2 |
LOW |
1,195.8 |
0.618 |
1,188.6 |
1.000 |
1,184.2 |
1.618 |
1,177.0 |
2.618 |
1,165.4 |
4.250 |
1,146.5 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.7 |
1,199.4 |
PP |
1,201.7 |
1,196.9 |
S1 |
1,201.6 |
1,194.5 |
|