Trading Metrics calculated at close of trading on 07-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
17,755.50 |
17,884.32 |
128.82 |
0.7% |
17,727.48 |
High |
17,941.79 |
17,983.12 |
41.33 |
0.2% |
18,008.64 |
Low |
17,646.80 |
17,871.21 |
224.41 |
1.3% |
17,585.01 |
Close |
17,880.85 |
17,875.42 |
-5.43 |
0.0% |
17,763.24 |
Range |
294.99 |
111.91 |
-183.08 |
-62.1% |
423.63 |
ATR |
202.11 |
195.66 |
-6.44 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,245.65 |
18,172.44 |
17,936.97 |
|
R3 |
18,133.74 |
18,060.53 |
17,906.20 |
|
R2 |
18,021.83 |
18,021.83 |
17,895.94 |
|
R1 |
17,948.62 |
17,948.62 |
17,885.68 |
17,929.27 |
PP |
17,909.92 |
17,909.92 |
17,909.92 |
17,900.24 |
S1 |
17,836.71 |
17,836.71 |
17,865.16 |
17,817.36 |
S2 |
17,798.01 |
17,798.01 |
17,854.90 |
|
S3 |
17,686.10 |
17,724.80 |
17,844.64 |
|
S4 |
17,574.19 |
17,612.89 |
17,813.87 |
|
|
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 |
17,983.12 |
17,585.01 |
398.11 |
2.2% |
186.86 |
1.0% |
73% |
True |
False |
|
10 |
18,149.24 |
17,579.27 |
569.97 |
3.2% |
195.66 |
1.1% |
52% |
False |
False |
|
20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
210.74 |
1.2% |
47% |
False |
False |
|
40 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
171.56 |
1.0% |
42% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
201.31 |
1.1% |
67% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
207.02 |
1.2% |
67% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
185.45 |
1.0% |
67% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
185.87 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,458.74 |
2.618 |
18,276.10 |
1.618 |
18,164.19 |
1.000 |
18,095.03 |
0.618 |
18,052.28 |
HIGH |
17,983.12 |
0.618 |
17,940.37 |
0.500 |
17,927.17 |
0.382 |
17,913.96 |
LOW |
17,871.21 |
0.618 |
17,802.05 |
1.000 |
17,759.30 |
1.618 |
17,690.14 |
2.618 |
17,578.23 |
4.250 |
17,395.59 |
|
|
Fisher Pivots for day following 07-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,927.17 |
17,855.27 |
PP |
17,909.92 |
17,835.11 |
S1 |
17,892.67 |
17,814.96 |
|