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 |
5,961.0 |
5,942.0 |
-19.0 |
-0.3% |
5,920.0 |
High |
5,963.0 |
5,962.0 |
-1.0 |
0.0% |
5,978.0 |
Low |
5,921.0 |
5,918.0 |
-3.0 |
-0.1% |
5,891.0 |
Close |
5,935.0 |
5,953.0 |
18.0 |
0.3% |
5,953.0 |
Range |
42.0 |
44.0 |
2.0 |
4.8% |
87.0 |
ATR |
61.9 |
60.6 |
-1.3 |
-2.1% |
0.0 |
Volume |
17,676 |
14,395 |
-3,281 |
-18.6% |
86,448 |
|
Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,076.3 |
6,058.7 |
5,977.2 |
|
R3 |
6,032.3 |
6,014.7 |
5,965.1 |
|
R2 |
5,988.3 |
5,988.3 |
5,961.1 |
|
R1 |
5,970.7 |
5,970.7 |
5,957.0 |
5,979.5 |
PP |
5,944.3 |
5,944.3 |
5,944.3 |
5,948.8 |
S1 |
5,926.7 |
5,926.7 |
5,949.0 |
5,935.5 |
S2 |
5,900.3 |
5,900.3 |
5,944.9 |
|
S3 |
5,856.3 |
5,882.7 |
5,940.9 |
|
S4 |
5,812.3 |
5,838.7 |
5,928.8 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,201.7 |
6,164.3 |
6,000.9 |
|
R3 |
6,114.7 |
6,077.3 |
5,976.9 |
|
R2 |
6,027.7 |
6,027.7 |
5,969.0 |
|
R1 |
5,990.3 |
5,990.3 |
5,961.0 |
6,009.0 |
PP |
5,940.7 |
5,940.7 |
5,940.7 |
5,950.0 |
S1 |
5,903.3 |
5,903.3 |
5,945.0 |
5,922.0 |
S2 |
5,853.7 |
5,853.7 |
5,937.1 |
|
S3 |
5,766.7 |
5,816.3 |
5,929.1 |
|
S4 |
5,679.7 |
5,729.3 |
5,905.2 |
|
|
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 |
5,866.0 |
112.0 |
1.9% |
54.2 |
0.9% |
78% |
False |
False |
21,044 |
10 |
5,978.0 |
5,823.0 |
155.0 |
2.6% |
55.9 |
0.9% |
84% |
False |
False |
22,849 |
20 |
6,000.0 |
5,759.0 |
241.0 |
4.0% |
55.9 |
0.9% |
80% |
False |
False |
33,514 |
40 |
6,000.0 |
5,685.0 |
315.0 |
5.3% |
45.9 |
0.8% |
85% |
False |
False |
16,894 |
60 |
6,000.0 |
5,220.0 |
780.0 |
13.1% |
40.3 |
0.7% |
94% |
False |
False |
11,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,149.0 |
2.618 |
6,077.2 |
1.618 |
6,033.2 |
1.000 |
6,006.0 |
0.618 |
5,989.2 |
HIGH |
5,962.0 |
0.618 |
5,945.2 |
0.500 |
5,940.0 |
0.382 |
5,934.8 |
LOW |
5,918.0 |
0.618 |
5,890.8 |
1.000 |
5,874.0 |
1.618 |
5,846.8 |
2.618 |
5,802.8 |
4.250 |
5,731.0 |
|
|
Fisher Pivots for day following 10-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,948.7 |
5,949.8 |
PP |
5,944.3 |
5,946.7 |
S1 |
5,940.0 |
5,943.5 |
|