| 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 |
19,270 |
19,250 |
-20 |
-0.1% |
19,645 |
| High |
19,320 |
19,490 |
170 |
0.9% |
19,770 |
| Low |
18,980 |
19,165 |
185 |
1.0% |
19,080 |
| Close |
19,220 |
19,385 |
165 |
0.9% |
19,410 |
| Range |
340 |
325 |
-15 |
-4.4% |
690 |
| ATR |
299 |
300 |
2 |
0.6% |
0 |
| Volume |
26,552 |
14,322 |
-12,230 |
-46.1% |
68,472 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,322 |
20,178 |
19,564 |
|
| R3 |
19,997 |
19,853 |
19,475 |
|
| R2 |
19,672 |
19,672 |
19,445 |
|
| R1 |
19,528 |
19,528 |
19,415 |
19,600 |
| PP |
19,347 |
19,347 |
19,347 |
19,383 |
| S1 |
19,203 |
19,203 |
19,355 |
19,275 |
| S2 |
19,022 |
19,022 |
19,326 |
|
| S3 |
18,697 |
18,878 |
19,296 |
|
| S4 |
18,372 |
18,553 |
19,206 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,490 |
21,140 |
19,790 |
|
| R3 |
20,800 |
20,450 |
19,600 |
|
| R2 |
20,110 |
20,110 |
19,537 |
|
| R1 |
19,760 |
19,760 |
19,473 |
19,590 |
| PP |
19,420 |
19,420 |
19,420 |
19,335 |
| S1 |
19,070 |
19,070 |
19,347 |
18,900 |
| S2 |
18,730 |
18,730 |
19,284 |
|
| S3 |
18,040 |
18,380 |
19,220 |
|
| S4 |
17,350 |
17,690 |
19,031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,675 |
18,980 |
695 |
3.6% |
404 |
2.1% |
58% |
False |
False |
16,775 |
| 10 |
19,770 |
18,980 |
790 |
4.1% |
343 |
1.8% |
51% |
False |
False |
14,854 |
| 20 |
19,770 |
18,450 |
1,320 |
6.8% |
315 |
1.6% |
71% |
False |
False |
15,290 |
| 40 |
19,770 |
17,590 |
2,180 |
11.2% |
240 |
1.2% |
82% |
False |
False |
8,024 |
| 60 |
19,770 |
16,665 |
3,105 |
16.0% |
219 |
1.1% |
88% |
False |
False |
5,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,871 |
|
2.618 |
20,341 |
|
1.618 |
20,016 |
|
1.000 |
19,815 |
|
0.618 |
19,691 |
|
HIGH |
19,490 |
|
0.618 |
19,366 |
|
0.500 |
19,328 |
|
0.382 |
19,289 |
|
LOW |
19,165 |
|
0.618 |
18,964 |
|
1.000 |
18,840 |
|
1.618 |
18,639 |
|
2.618 |
18,314 |
|
4.250 |
17,784 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,366 |
19,366 |
| PP |
19,347 |
19,347 |
| S1 |
19,328 |
19,328 |
|