Trading Metrics calculated at close of trading on 14-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,750.0 |
3,745.0 |
-5.0 |
-0.1% |
3,686.0 |
High |
3,769.0 |
3,758.0 |
-11.0 |
-0.3% |
3,753.0 |
Low |
3,734.0 |
3,700.0 |
-34.0 |
-0.9% |
3,667.0 |
Close |
3,763.0 |
3,719.0 |
-44.0 |
-1.2% |
3,746.0 |
Range |
35.0 |
58.0 |
23.0 |
65.7% |
86.0 |
ATR |
53.2 |
53.9 |
0.7 |
1.3% |
0.0 |
Volume |
1,124,576 |
774,618 |
-349,958 |
-31.1% |
2,376,494 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,899.7 |
3,867.3 |
3,750.9 |
|
R3 |
3,841.7 |
3,809.3 |
3,735.0 |
|
R2 |
3,783.7 |
3,783.7 |
3,729.6 |
|
R1 |
3,751.3 |
3,751.3 |
3,724.3 |
3,738.5 |
PP |
3,725.7 |
3,725.7 |
3,725.7 |
3,719.3 |
S1 |
3,693.3 |
3,693.3 |
3,713.7 |
3,680.5 |
S2 |
3,667.7 |
3,667.7 |
3,708.4 |
|
S3 |
3,609.7 |
3,635.3 |
3,703.1 |
|
S4 |
3,551.7 |
3,577.3 |
3,687.1 |
|
|
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 |
3,769.0 |
3,667.0 |
102.0 |
2.7% |
42.8 |
1.2% |
51% |
False |
False |
855,137 |
10 |
3,769.0 |
3,585.0 |
184.0 |
4.9% |
46.0 |
1.2% |
73% |
False |
False |
882,519 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.1% |
51.9 |
1.4% |
78% |
False |
False |
1,034,603 |
40 |
3,769.0 |
3,310.0 |
459.0 |
12.3% |
49.0 |
1.3% |
89% |
False |
False |
559,894 |
60 |
3,769.0 |
3,057.0 |
712.0 |
19.1% |
53.1 |
1.4% |
93% |
False |
False |
373,740 |
80 |
3,769.0 |
2,848.0 |
921.0 |
24.8% |
59.1 |
1.6% |
95% |
False |
False |
280,574 |
100 |
3,769.0 |
2,848.0 |
921.0 |
24.8% |
53.2 |
1.4% |
95% |
False |
False |
224,498 |
120 |
3,769.0 |
2,805.0 |
964.0 |
25.9% |
50.0 |
1.3% |
95% |
False |
False |
187,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,004.5 |
2.618 |
3,909.8 |
1.618 |
3,851.8 |
1.000 |
3,816.0 |
0.618 |
3,793.8 |
HIGH |
3,758.0 |
0.618 |
3,735.8 |
0.500 |
3,729.0 |
0.382 |
3,722.2 |
LOW |
3,700.0 |
0.618 |
3,664.2 |
1.000 |
3,642.0 |
1.618 |
3,606.2 |
2.618 |
3,548.2 |
4.250 |
3,453.5 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,729.0 |
3,734.5 |
PP |
3,725.7 |
3,729.3 |
S1 |
3,722.3 |
3,724.2 |
|