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 |
1,204.0 |
1,209.9 |
5.9 |
0.5% |
1,198.0 |
High |
1,205.7 |
1,224.2 |
18.5 |
1.5% |
1,208.2 |
Low |
1,194.8 |
1,209.9 |
15.1 |
1.3% |
1,178.2 |
Close |
1,200.9 |
1,218.6 |
17.7 |
1.5% |
1,200.9 |
Range |
10.9 |
14.3 |
3.4 |
31.2% |
30.0 |
ATR |
18.0 |
18.4 |
0.4 |
2.1% |
0.0 |
Volume |
0 |
343 |
343 |
|
43,031 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.5 |
1,253.8 |
1,226.5 |
|
R3 |
1,246.2 |
1,239.5 |
1,222.5 |
|
R2 |
1,231.9 |
1,231.9 |
1,221.2 |
|
R1 |
1,225.2 |
1,225.2 |
1,219.9 |
1,228.6 |
PP |
1,217.6 |
1,217.6 |
1,217.6 |
1,219.2 |
S1 |
1,210.9 |
1,210.9 |
1,217.3 |
1,214.3 |
S2 |
1,203.3 |
1,203.3 |
1,216.0 |
|
S3 |
1,189.0 |
1,196.6 |
1,214.7 |
|
S4 |
1,174.7 |
1,182.3 |
1,210.7 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.8 |
1,273.3 |
1,217.4 |
|
R3 |
1,255.8 |
1,243.3 |
1,209.2 |
|
R2 |
1,225.8 |
1,225.8 |
1,206.4 |
|
R1 |
1,213.3 |
1,213.3 |
1,203.7 |
1,219.6 |
PP |
1,195.8 |
1,195.8 |
1,195.8 |
1,198.9 |
S1 |
1,183.3 |
1,183.3 |
1,198.2 |
1,189.6 |
S2 |
1,165.8 |
1,165.8 |
1,195.4 |
|
S3 |
1,135.8 |
1,153.3 |
1,192.7 |
|
S4 |
1,105.8 |
1,123.3 |
1,184.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.2 |
1,178.2 |
46.0 |
3.8% |
16.2 |
1.3% |
88% |
True |
False |
8,674 |
10 |
1,224.2 |
1,178.2 |
46.0 |
3.8% |
15.6 |
1.3% |
88% |
True |
False |
97,238 |
20 |
1,224.2 |
1,141.6 |
82.6 |
6.8% |
16.4 |
1.3% |
93% |
True |
False |
125,690 |
40 |
1,269.0 |
1,141.6 |
127.4 |
10.5% |
17.6 |
1.4% |
60% |
False |
False |
127,265 |
60 |
1,308.8 |
1,141.6 |
167.2 |
13.7% |
19.2 |
1.6% |
46% |
False |
False |
110,206 |
80 |
1,308.8 |
1,141.6 |
167.2 |
13.7% |
19.8 |
1.6% |
46% |
False |
False |
83,946 |
100 |
1,308.8 |
1,141.6 |
167.2 |
13.7% |
20.3 |
1.7% |
46% |
False |
False |
68,128 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
19.3 |
1.6% |
49% |
False |
False |
57,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.0 |
2.618 |
1,261.6 |
1.618 |
1,247.3 |
1.000 |
1,238.5 |
0.618 |
1,233.0 |
HIGH |
1,224.2 |
0.618 |
1,218.7 |
0.500 |
1,217.1 |
0.382 |
1,215.4 |
LOW |
1,209.9 |
0.618 |
1,201.1 |
1.000 |
1,195.6 |
1.618 |
1,186.8 |
2.618 |
1,172.5 |
4.250 |
1,149.1 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,218.1 |
1,213.3 |
PP |
1,217.6 |
1,207.9 |
S1 |
1,217.1 |
1,202.6 |
|