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 |
1,200.0 |
1,188.6 |
-11.4 |
-1.0% |
1,187.0 |
High |
1,200.1 |
1,192.3 |
-7.8 |
-0.6% |
1,221.5 |
Low |
1,185.1 |
1,181.0 |
-4.1 |
-0.3% |
1,183.2 |
Close |
1,187.8 |
1,185.7 |
-2.1 |
-0.2% |
1,203.3 |
Range |
15.0 |
11.3 |
-3.7 |
-24.7% |
38.3 |
ATR |
15.9 |
15.6 |
-0.3 |
-2.1% |
0.0 |
Volume |
8,748 |
2,239 |
-6,509 |
-74.4% |
11,722 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.2 |
1,214.3 |
1,191.9 |
|
R3 |
1,208.9 |
1,203.0 |
1,188.8 |
|
R2 |
1,197.6 |
1,197.6 |
1,187.8 |
|
R1 |
1,191.7 |
1,191.7 |
1,186.7 |
1,189.0 |
PP |
1,186.3 |
1,186.3 |
1,186.3 |
1,185.0 |
S1 |
1,180.4 |
1,180.4 |
1,184.7 |
1,177.7 |
S2 |
1,175.0 |
1,175.0 |
1,183.6 |
|
S3 |
1,163.7 |
1,169.1 |
1,182.6 |
|
S4 |
1,152.4 |
1,157.8 |
1,179.5 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.6 |
1,298.7 |
1,224.4 |
|
R3 |
1,279.3 |
1,260.4 |
1,213.8 |
|
R2 |
1,241.0 |
1,241.0 |
1,210.3 |
|
R1 |
1,222.1 |
1,222.1 |
1,206.8 |
1,231.6 |
PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,207.4 |
S1 |
1,183.8 |
1,183.8 |
1,199.8 |
1,193.3 |
S2 |
1,164.4 |
1,164.4 |
1,196.3 |
|
S3 |
1,126.1 |
1,145.5 |
1,192.8 |
|
S4 |
1,087.8 |
1,107.2 |
1,182.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.5 |
1,181.0 |
40.5 |
3.4% |
14.2 |
1.2% |
12% |
False |
True |
3,858 |
10 |
1,221.5 |
1,148.0 |
73.5 |
6.2% |
14.8 |
1.2% |
51% |
False |
False |
2,706 |
20 |
1,221.5 |
1,145.5 |
76.0 |
6.4% |
14.5 |
1.2% |
53% |
False |
False |
2,671 |
40 |
1,287.5 |
1,145.5 |
142.0 |
12.0% |
15.4 |
1.3% |
28% |
False |
False |
2,053 |
60 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.5 |
1.4% |
25% |
False |
False |
1,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.3 |
2.618 |
1,221.9 |
1.618 |
1,210.6 |
1.000 |
1,203.6 |
0.618 |
1,199.3 |
HIGH |
1,192.3 |
0.618 |
1,188.0 |
0.500 |
1,186.7 |
0.382 |
1,185.3 |
LOW |
1,181.0 |
0.618 |
1,174.0 |
1.000 |
1,169.7 |
1.618 |
1,162.7 |
2.618 |
1,151.4 |
4.250 |
1,133.0 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,186.7 |
1,194.4 |
PP |
1,186.3 |
1,191.5 |
S1 |
1,186.0 |
1,188.6 |
|