Trading Metrics calculated at close of trading on 08-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
17,884.32 |
17,877.62 |
-6.70 |
0.0% |
17,727.48 |
High |
17,983.12 |
17,976.20 |
-6.92 |
0.0% |
18,008.64 |
Low |
17,871.21 |
17,822.23 |
-48.98 |
-0.3% |
17,585.01 |
Close |
17,875.42 |
17,902.51 |
27.09 |
0.2% |
17,763.24 |
Range |
111.91 |
153.97 |
42.06 |
37.6% |
423.63 |
ATR |
195.66 |
192.69 |
-2.98 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,362.22 |
18,286.34 |
17,987.19 |
|
R3 |
18,208.25 |
18,132.37 |
17,944.85 |
|
R2 |
18,054.28 |
18,054.28 |
17,930.74 |
|
R1 |
17,978.40 |
17,978.40 |
17,916.62 |
18,016.34 |
PP |
17,900.31 |
17,900.31 |
17,900.31 |
17,919.29 |
S1 |
17,824.43 |
17,824.43 |
17,888.40 |
17,862.37 |
S2 |
17,746.34 |
17,746.34 |
17,874.28 |
|
S3 |
17,592.37 |
17,670.46 |
17,860.17 |
|
S4 |
17,438.40 |
17,516.49 |
17,817.83 |
|
|
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% |
179.18 |
1.0% |
80% |
False |
False |
|
10 |
18,041.97 |
17,579.27 |
462.70 |
2.6% |
197.18 |
1.1% |
70% |
False |
False |
|
20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
202.11 |
1.1% |
52% |
False |
False |
|
40 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
172.00 |
1.0% |
46% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
200.06 |
1.1% |
69% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
205.32 |
1.1% |
69% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
186.46 |
1.0% |
69% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
185.57 |
1.0% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,630.57 |
2.618 |
18,379.29 |
1.618 |
18,225.32 |
1.000 |
18,130.17 |
0.618 |
18,071.35 |
HIGH |
17,976.20 |
0.618 |
17,917.38 |
0.500 |
17,899.22 |
0.382 |
17,881.05 |
LOW |
17,822.23 |
0.618 |
17,727.08 |
1.000 |
17,668.26 |
1.618 |
17,573.11 |
2.618 |
17,419.14 |
4.250 |
17,167.86 |
|
|
Fisher Pivots for day following 08-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,901.41 |
17,873.33 |
PP |
17,900.31 |
17,844.14 |
S1 |
17,899.22 |
17,814.96 |
|