Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,745.0 |
3,730.0 |
-15.0 |
-0.4% |
3,686.0 |
High |
3,758.0 |
3,753.0 |
-5.0 |
-0.1% |
3,753.0 |
Low |
3,700.0 |
3,720.0 |
20.0 |
0.5% |
3,667.0 |
Close |
3,719.0 |
3,736.0 |
17.0 |
0.5% |
3,746.0 |
Range |
58.0 |
33.0 |
-25.0 |
-43.1% |
86.0 |
ATR |
53.9 |
52.5 |
-1.4 |
-2.6% |
0.0 |
Volume |
774,618 |
1,221,161 |
446,543 |
57.6% |
2,376,494 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,835.3 |
3,818.7 |
3,754.2 |
|
R3 |
3,802.3 |
3,785.7 |
3,745.1 |
|
R2 |
3,769.3 |
3,769.3 |
3,742.1 |
|
R1 |
3,752.7 |
3,752.7 |
3,739.0 |
3,761.0 |
PP |
3,736.3 |
3,736.3 |
3,736.3 |
3,740.5 |
S1 |
3,719.7 |
3,719.7 |
3,733.0 |
3,728.0 |
S2 |
3,703.3 |
3,703.3 |
3,730.0 |
|
S3 |
3,670.3 |
3,686.7 |
3,726.9 |
|
S4 |
3,637.3 |
3,653.7 |
3,717.9 |
|
|
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 |
3,682.0 |
87.0 |
2.3% |
41.4 |
1.1% |
62% |
False |
False |
953,289 |
10 |
3,769.0 |
3,601.0 |
168.0 |
4.5% |
45.5 |
1.2% |
80% |
False |
False |
929,041 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.0% |
51.0 |
1.4% |
85% |
False |
False |
1,043,966 |
40 |
3,769.0 |
3,310.0 |
459.0 |
12.3% |
49.1 |
1.3% |
93% |
False |
False |
590,417 |
60 |
3,769.0 |
3,126.0 |
643.0 |
17.2% |
51.9 |
1.4% |
95% |
False |
False |
394,038 |
80 |
3,769.0 |
2,848.0 |
921.0 |
24.7% |
58.5 |
1.6% |
96% |
False |
False |
295,820 |
100 |
3,769.0 |
2,848.0 |
921.0 |
24.7% |
53.3 |
1.4% |
96% |
False |
False |
236,710 |
120 |
3,769.0 |
2,845.0 |
924.0 |
24.7% |
49.7 |
1.3% |
96% |
False |
False |
197,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,893.3 |
2.618 |
3,839.4 |
1.618 |
3,806.4 |
1.000 |
3,786.0 |
0.618 |
3,773.4 |
HIGH |
3,753.0 |
0.618 |
3,740.4 |
0.500 |
3,736.5 |
0.382 |
3,732.6 |
LOW |
3,720.0 |
0.618 |
3,699.6 |
1.000 |
3,687.0 |
1.618 |
3,666.6 |
2.618 |
3,633.6 |
4.250 |
3,579.8 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,736.5 |
3,735.5 |
PP |
3,736.3 |
3,735.0 |
S1 |
3,736.2 |
3,734.5 |
|