Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
17,699.52 |
17,755.50 |
55.98 |
0.3% |
17,727.48 |
High |
17,815.03 |
17,941.79 |
126.76 |
0.7% |
18,008.64 |
Low |
17,673.49 |
17,646.80 |
-26.69 |
-0.2% |
17,585.01 |
Close |
17,763.24 |
17,880.85 |
117.61 |
0.7% |
17,763.24 |
Range |
141.54 |
294.99 |
153.45 |
108.4% |
423.63 |
ATR |
194.96 |
202.11 |
7.14 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,708.12 |
18,589.47 |
18,043.09 |
|
R3 |
18,413.13 |
18,294.48 |
17,961.97 |
|
R2 |
18,118.14 |
18,118.14 |
17,934.93 |
|
R1 |
17,999.49 |
17,999.49 |
17,907.89 |
18,058.82 |
PP |
17,823.15 |
17,823.15 |
17,823.15 |
17,852.81 |
S1 |
17,704.50 |
17,704.50 |
17,853.81 |
17,763.83 |
S2 |
17,528.16 |
17,528.16 |
17,826.77 |
|
S3 |
17,233.17 |
17,409.51 |
17,799.73 |
|
S4 |
16,938.18 |
17,114.52 |
17,718.61 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,056.52 |
18,833.51 |
17,996.24 |
|
R3 |
18,632.89 |
18,409.88 |
17,879.74 |
|
R2 |
18,209.26 |
18,209.26 |
17,840.91 |
|
R1 |
17,986.25 |
17,986.25 |
17,802.07 |
18,097.76 |
PP |
17,785.63 |
17,785.63 |
17,785.63 |
17,841.38 |
S1 |
17,562.62 |
17,562.62 |
17,724.41 |
17,674.13 |
S2 |
17,362.00 |
17,362.00 |
17,685.57 |
|
S3 |
16,938.37 |
17,138.99 |
17,646.74 |
|
S4 |
16,514.74 |
16,715.36 |
17,530.24 |
|
|
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% |
220.71 |
1.2% |
70% |
False |
False |
|
10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
193.46 |
1.1% |
48% |
False |
False |
|
20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
213.87 |
1.2% |
48% |
False |
False |
|
40 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
173.43 |
1.0% |
43% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
204.85 |
1.1% |
67% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
208.34 |
1.2% |
67% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
185.07 |
1.0% |
67% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
187.38 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,195.50 |
2.618 |
18,714.07 |
1.618 |
18,419.08 |
1.000 |
18,236.78 |
0.618 |
18,124.09 |
HIGH |
17,941.79 |
0.618 |
17,829.10 |
0.500 |
17,794.30 |
0.382 |
17,759.49 |
LOW |
17,646.80 |
0.618 |
17,464.50 |
1.000 |
17,351.81 |
1.618 |
17,169.51 |
2.618 |
16,874.52 |
4.250 |
16,393.09 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,852.00 |
17,841.70 |
PP |
17,823.15 |
17,802.55 |
S1 |
17,794.30 |
17,763.40 |
|