Trading Metrics calculated at close of trading on 10-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,689.0 |
3,725.0 |
36.0 |
1.0% |
3,686.0 |
High |
3,731.0 |
3,753.0 |
22.0 |
0.6% |
3,753.0 |
Low |
3,682.0 |
3,721.0 |
39.0 |
1.1% |
3,667.0 |
Close |
3,710.0 |
3,746.0 |
36.0 |
1.0% |
3,746.0 |
Range |
49.0 |
32.0 |
-17.0 |
-34.7% |
86.0 |
ATR |
55.5 |
54.6 |
-0.9 |
-1.6% |
0.0 |
Volume |
875,069 |
771,023 |
-104,046 |
-11.9% |
2,376,494 |
|
Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,836.0 |
3,823.0 |
3,763.6 |
|
R3 |
3,804.0 |
3,791.0 |
3,754.8 |
|
R2 |
3,772.0 |
3,772.0 |
3,751.9 |
|
R1 |
3,759.0 |
3,759.0 |
3,748.9 |
3,765.5 |
PP |
3,740.0 |
3,740.0 |
3,740.0 |
3,743.3 |
S1 |
3,727.0 |
3,727.0 |
3,743.1 |
3,733.5 |
S2 |
3,708.0 |
3,708.0 |
3,740.1 |
|
S3 |
3,676.0 |
3,695.0 |
3,737.2 |
|
S4 |
3,644.0 |
3,663.0 |
3,728.4 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,980.0 |
3,949.0 |
3,793.3 |
|
R3 |
3,894.0 |
3,863.0 |
3,769.7 |
|
R2 |
3,808.0 |
3,808.0 |
3,761.8 |
|
R1 |
3,777.0 |
3,777.0 |
3,753.9 |
3,792.5 |
PP |
3,722.0 |
3,722.0 |
3,722.0 |
3,729.8 |
S1 |
3,691.0 |
3,691.0 |
3,738.1 |
3,706.5 |
S2 |
3,636.0 |
3,636.0 |
3,730.2 |
|
S3 |
3,550.0 |
3,605.0 |
3,722.4 |
|
S4 |
3,464.0 |
3,519.0 |
3,698.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,753.0 |
3,601.0 |
152.0 |
4.1% |
43.8 |
1.2% |
95% |
True |
False |
766,651 |
10 |
3,753.0 |
3,544.0 |
209.0 |
5.6% |
49.2 |
1.3% |
97% |
True |
False |
939,998 |
20 |
3,753.0 |
3,499.0 |
254.0 |
6.8% |
52.8 |
1.4% |
97% |
True |
False |
995,946 |
40 |
3,753.0 |
3,289.0 |
464.0 |
12.4% |
49.1 |
1.3% |
98% |
True |
False |
512,423 |
60 |
3,753.0 |
2,942.0 |
811.0 |
21.6% |
55.2 |
1.5% |
99% |
True |
False |
342,105 |
80 |
3,753.0 |
2,848.0 |
905.0 |
24.2% |
59.0 |
1.6% |
99% |
True |
False |
256,842 |
100 |
3,753.0 |
2,848.0 |
905.0 |
24.2% |
52.8 |
1.4% |
99% |
True |
False |
205,507 |
120 |
3,753.0 |
2,710.0 |
1,043.0 |
27.8% |
50.8 |
1.4% |
99% |
True |
False |
171,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,889.0 |
2.618 |
3,836.8 |
1.618 |
3,804.8 |
1.000 |
3,785.0 |
0.618 |
3,772.8 |
HIGH |
3,753.0 |
0.618 |
3,740.8 |
0.500 |
3,737.0 |
0.382 |
3,733.2 |
LOW |
3,721.0 |
0.618 |
3,701.2 |
1.000 |
3,689.0 |
1.618 |
3,669.2 |
2.618 |
3,637.2 |
4.250 |
3,585.0 |
|
|
Fisher Pivots for day following 10-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,743.0 |
3,734.0 |
PP |
3,740.0 |
3,722.0 |
S1 |
3,737.0 |
3,710.0 |
|