Trading Metrics calculated at close of trading on 09-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,686.0 |
3,689.0 |
3.0 |
0.1% |
3,615.0 |
High |
3,707.0 |
3,731.0 |
24.0 |
0.6% |
3,679.0 |
Low |
3,667.0 |
3,682.0 |
15.0 |
0.4% |
3,601.0 |
Close |
3,675.0 |
3,710.0 |
35.0 |
1.0% |
3,643.0 |
Range |
40.0 |
49.0 |
9.0 |
22.5% |
78.0 |
ATR |
55.5 |
55.5 |
0.0 |
0.1% |
0.0 |
Volume |
730,402 |
875,069 |
144,667 |
19.8% |
3,793,565 |
|
Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,854.7 |
3,831.3 |
3,737.0 |
|
R3 |
3,805.7 |
3,782.3 |
3,723.5 |
|
R2 |
3,756.7 |
3,756.7 |
3,719.0 |
|
R1 |
3,733.3 |
3,733.3 |
3,714.5 |
3,745.0 |
PP |
3,707.7 |
3,707.7 |
3,707.7 |
3,713.5 |
S1 |
3,684.3 |
3,684.3 |
3,705.5 |
3,696.0 |
S2 |
3,658.7 |
3,658.7 |
3,701.0 |
|
S3 |
3,609.7 |
3,635.3 |
3,696.5 |
|
S4 |
3,560.7 |
3,586.3 |
3,683.1 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,875.0 |
3,837.0 |
3,685.9 |
|
R3 |
3,797.0 |
3,759.0 |
3,664.5 |
|
R2 |
3,719.0 |
3,719.0 |
3,657.3 |
|
R1 |
3,681.0 |
3,681.0 |
3,650.2 |
3,700.0 |
PP |
3,641.0 |
3,641.0 |
3,641.0 |
3,650.5 |
S1 |
3,603.0 |
3,603.0 |
3,635.9 |
3,622.0 |
S2 |
3,563.0 |
3,563.0 |
3,628.7 |
|
S3 |
3,485.0 |
3,525.0 |
3,621.6 |
|
S4 |
3,407.0 |
3,447.0 |
3,600.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,731.0 |
3,601.0 |
130.0 |
3.5% |
48.4 |
1.3% |
84% |
True |
False |
836,360 |
10 |
3,731.0 |
3,544.0 |
187.0 |
5.0% |
52.8 |
1.4% |
89% |
True |
False |
962,007 |
20 |
3,731.0 |
3,476.0 |
255.0 |
6.9% |
54.1 |
1.5% |
92% |
True |
False |
963,137 |
40 |
3,731.0 |
3,264.0 |
467.0 |
12.6% |
49.9 |
1.3% |
96% |
True |
False |
493,172 |
60 |
3,731.0 |
2,942.0 |
789.0 |
21.3% |
56.0 |
1.5% |
97% |
True |
False |
329,257 |
80 |
3,731.0 |
2,848.0 |
883.0 |
23.8% |
59.2 |
1.6% |
98% |
True |
False |
247,207 |
100 |
3,731.0 |
2,848.0 |
883.0 |
23.8% |
52.6 |
1.4% |
98% |
True |
False |
197,797 |
120 |
3,731.0 |
2,710.0 |
1,021.0 |
27.5% |
50.9 |
1.4% |
98% |
True |
False |
164,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,939.3 |
2.618 |
3,859.3 |
1.618 |
3,810.3 |
1.000 |
3,780.0 |
0.618 |
3,761.3 |
HIGH |
3,731.0 |
0.618 |
3,712.3 |
0.500 |
3,706.5 |
0.382 |
3,700.7 |
LOW |
3,682.0 |
0.618 |
3,651.7 |
1.000 |
3,633.0 |
1.618 |
3,602.7 |
2.618 |
3,553.7 |
4.250 |
3,473.8 |
|
|
Fisher Pivots for day following 09-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,708.8 |
3,701.2 |
PP |
3,707.7 |
3,692.3 |
S1 |
3,706.5 |
3,683.5 |
|