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 |
1,185.1 |
1,206.2 |
21.1 |
1.8% |
1,187.0 |
High |
1,211.1 |
1,208.6 |
-2.5 |
-0.2% |
1,221.5 |
Low |
1,184.5 |
1,197.4 |
12.9 |
1.1% |
1,183.2 |
Close |
1,210.7 |
1,203.4 |
-7.3 |
-0.6% |
1,203.3 |
Range |
26.6 |
11.2 |
-15.4 |
-57.9% |
38.3 |
ATR |
16.4 |
16.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
1,813 |
2,330 |
517 |
28.5% |
11,722 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.7 |
1,231.3 |
1,209.6 |
|
R3 |
1,225.5 |
1,220.1 |
1,206.5 |
|
R2 |
1,214.3 |
1,214.3 |
1,205.5 |
|
R1 |
1,208.9 |
1,208.9 |
1,204.4 |
1,206.0 |
PP |
1,203.1 |
1,203.1 |
1,203.1 |
1,201.7 |
S1 |
1,197.7 |
1,197.7 |
1,202.4 |
1,194.8 |
S2 |
1,191.9 |
1,191.9 |
1,201.3 |
|
S3 |
1,180.7 |
1,186.5 |
1,200.3 |
|
S4 |
1,169.5 |
1,175.3 |
1,197.2 |
|
|
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 |
1,211.1 |
1,181.0 |
30.1 |
2.5% |
15.2 |
1.3% |
74% |
False |
False |
3,526 |
10 |
1,221.5 |
1,171.0 |
50.5 |
4.2% |
14.5 |
1.2% |
64% |
False |
False |
2,789 |
20 |
1,221.5 |
1,145.5 |
76.0 |
6.3% |
15.4 |
1.3% |
76% |
False |
False |
2,623 |
40 |
1,275.9 |
1,145.5 |
130.4 |
10.8% |
15.4 |
1.3% |
44% |
False |
False |
2,065 |
60 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
16.4 |
1.4% |
35% |
False |
False |
1,889 |
80 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
16.8 |
1.4% |
35% |
False |
False |
1,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.2 |
2.618 |
1,237.9 |
1.618 |
1,226.7 |
1.000 |
1,219.8 |
0.618 |
1,215.5 |
HIGH |
1,208.6 |
0.618 |
1,204.3 |
0.500 |
1,203.0 |
0.382 |
1,201.7 |
LOW |
1,197.4 |
0.618 |
1,190.5 |
1.000 |
1,186.2 |
1.618 |
1,179.3 |
2.618 |
1,168.1 |
4.250 |
1,149.8 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.3 |
1,201.0 |
PP |
1,203.1 |
1,198.5 |
S1 |
1,203.0 |
1,196.1 |
|