Trading Metrics calculated at close of trading on 08-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,920.0 |
5,942.0 |
22.0 |
0.4% |
5,869.0 |
High |
5,978.0 |
5,972.0 |
-6.0 |
-0.1% |
5,930.0 |
Low |
5,891.0 |
5,915.0 |
24.0 |
0.4% |
5,823.0 |
Close |
5,926.0 |
5,959.0 |
33.0 |
0.6% |
5,886.0 |
Range |
87.0 |
57.0 |
-30.0 |
-34.5% |
107.0 |
ATR |
63.9 |
63.4 |
-0.5 |
-0.8% |
0.0 |
Volume |
36,191 |
18,186 |
-18,005 |
-49.7% |
93,198 |
|
Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,119.7 |
6,096.3 |
5,990.4 |
|
R3 |
6,062.7 |
6,039.3 |
5,974.7 |
|
R2 |
6,005.7 |
6,005.7 |
5,969.5 |
|
R1 |
5,982.3 |
5,982.3 |
5,964.2 |
5,994.0 |
PP |
5,948.7 |
5,948.7 |
5,948.7 |
5,954.5 |
S1 |
5,925.3 |
5,925.3 |
5,953.8 |
5,937.0 |
S2 |
5,891.7 |
5,891.7 |
5,948.6 |
|
S3 |
5,834.7 |
5,868.3 |
5,943.3 |
|
S4 |
5,777.7 |
5,811.3 |
5,927.7 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,200.7 |
6,150.3 |
5,944.9 |
|
R3 |
6,093.7 |
6,043.3 |
5,915.4 |
|
R2 |
5,986.7 |
5,986.7 |
5,905.6 |
|
R1 |
5,936.3 |
5,936.3 |
5,895.8 |
5,961.5 |
PP |
5,879.7 |
5,879.7 |
5,879.7 |
5,892.3 |
S1 |
5,829.3 |
5,829.3 |
5,876.2 |
5,854.5 |
S2 |
5,772.7 |
5,772.7 |
5,866.4 |
|
S3 |
5,665.7 |
5,722.3 |
5,856.6 |
|
S4 |
5,558.7 |
5,615.3 |
5,827.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,978.0 |
5,834.0 |
144.0 |
2.4% |
57.8 |
1.0% |
87% |
False |
False |
24,479 |
10 |
5,992.0 |
5,823.0 |
169.0 |
2.8% |
54.7 |
0.9% |
80% |
False |
False |
23,334 |
20 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
56.4 |
0.9% |
84% |
False |
False |
32,009 |
40 |
6,000.0 |
5,685.0 |
315.0 |
5.3% |
44.7 |
0.7% |
87% |
False |
False |
16,096 |
60 |
6,000.0 |
5,220.0 |
780.0 |
13.1% |
39.9 |
0.7% |
95% |
False |
False |
10,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,214.3 |
2.618 |
6,121.2 |
1.618 |
6,064.2 |
1.000 |
6,029.0 |
0.618 |
6,007.2 |
HIGH |
5,972.0 |
0.618 |
5,950.2 |
0.500 |
5,943.5 |
0.382 |
5,936.8 |
LOW |
5,915.0 |
0.618 |
5,879.8 |
1.000 |
5,858.0 |
1.618 |
5,822.8 |
2.618 |
5,765.8 |
4.250 |
5,672.8 |
|
|
Fisher Pivots for day following 08-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,953.8 |
5,946.7 |
PP |
5,948.7 |
5,934.3 |
S1 |
5,943.5 |
5,922.0 |
|