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 |
17,778.52 |
17,699.52 |
-79.00 |
-0.4% |
18,136.73 |
High |
17,778.52 |
17,815.03 |
36.51 |
0.2% |
18,205.93 |
Low |
17,585.01 |
17,673.49 |
88.48 |
0.5% |
17,579.27 |
Close |
17,698.18 |
17,763.24 |
65.06 |
0.4% |
17,712.66 |
Range |
193.51 |
141.54 |
-51.97 |
-26.9% |
626.66 |
ATR |
199.07 |
194.96 |
-4.11 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,175.21 |
18,110.76 |
17,841.09 |
|
R3 |
18,033.67 |
17,969.22 |
17,802.16 |
|
R2 |
17,892.13 |
17,892.13 |
17,789.19 |
|
R1 |
17,827.68 |
17,827.68 |
17,776.21 |
17,859.91 |
PP |
17,750.59 |
17,750.59 |
17,750.59 |
17,766.70 |
S1 |
17,686.14 |
17,686.14 |
17,750.27 |
17,718.37 |
S2 |
17,609.05 |
17,609.05 |
17,737.29 |
|
S3 |
17,467.51 |
17,544.60 |
17,724.32 |
|
S4 |
17,325.97 |
17,403.06 |
17,685.39 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,712.60 |
19,339.29 |
18,057.32 |
|
R3 |
19,085.94 |
18,712.63 |
17,884.99 |
|
R2 |
18,459.28 |
18,459.28 |
17,827.55 |
|
R1 |
18,085.97 |
18,085.97 |
17,770.10 |
17,959.30 |
PP |
17,832.62 |
17,832.62 |
17,832.62 |
17,769.28 |
S1 |
17,459.31 |
17,459.31 |
17,655.22 |
17,332.64 |
S2 |
17,205.96 |
17,205.96 |
17,597.77 |
|
S3 |
16,579.30 |
16,832.65 |
17,540.33 |
|
S4 |
15,952.64 |
16,205.99 |
17,368.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,008.64 |
17,585.01 |
423.63 |
2.4% |
181.44 |
1.0% |
42% |
False |
False |
|
10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
187.57 |
1.1% |
29% |
False |
False |
|
20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
214.65 |
1.2% |
29% |
False |
False |
|
40 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
171.36 |
1.0% |
26% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
203.64 |
1.1% |
58% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
206.61 |
1.2% |
58% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
182.94 |
1.0% |
58% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.7% |
186.70 |
1.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,416.58 |
2.618 |
18,185.58 |
1.618 |
18,044.04 |
1.000 |
17,956.57 |
0.618 |
17,902.50 |
HIGH |
17,815.03 |
0.618 |
17,760.96 |
0.500 |
17,744.26 |
0.382 |
17,727.56 |
LOW |
17,673.49 |
0.618 |
17,586.02 |
1.000 |
17,531.95 |
1.618 |
17,444.48 |
2.618 |
17,302.94 |
4.250 |
17,071.95 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,756.91 |
17,775.19 |
PP |
17,750.59 |
17,771.21 |
S1 |
17,744.26 |
17,767.22 |
|