Trading Metrics calculated at close of trading on 13-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,942.0 |
5,971.0 |
29.0 |
0.5% |
5,920.0 |
High |
5,962.0 |
5,993.0 |
31.0 |
0.5% |
5,978.0 |
Low |
5,918.0 |
5,945.0 |
27.0 |
0.5% |
5,891.0 |
Close |
5,953.0 |
5,950.0 |
-3.0 |
-0.1% |
5,953.0 |
Range |
44.0 |
48.0 |
4.0 |
9.1% |
87.0 |
ATR |
60.6 |
59.7 |
-0.9 |
-1.5% |
0.0 |
Volume |
14,395 |
17,491 |
3,096 |
21.5% |
86,448 |
|
Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,106.7 |
6,076.3 |
5,976.4 |
|
R3 |
6,058.7 |
6,028.3 |
5,963.2 |
|
R2 |
6,010.7 |
6,010.7 |
5,958.8 |
|
R1 |
5,980.3 |
5,980.3 |
5,954.4 |
5,971.5 |
PP |
5,962.7 |
5,962.7 |
5,962.7 |
5,958.3 |
S1 |
5,932.3 |
5,932.3 |
5,945.6 |
5,923.5 |
S2 |
5,914.7 |
5,914.7 |
5,941.2 |
|
S3 |
5,866.7 |
5,884.3 |
5,936.8 |
|
S4 |
5,818.7 |
5,836.3 |
5,923.6 |
|
|
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 |
5,993.0 |
5,891.0 |
102.0 |
1.7% |
55.6 |
0.9% |
58% |
True |
False |
20,787 |
10 |
5,993.0 |
5,823.0 |
170.0 |
2.9% |
54.9 |
0.9% |
75% |
True |
False |
21,806 |
20 |
6,000.0 |
5,759.0 |
241.0 |
4.1% |
54.6 |
0.9% |
79% |
False |
False |
33,733 |
40 |
6,000.0 |
5,736.0 |
264.0 |
4.4% |
46.6 |
0.8% |
81% |
False |
False |
17,330 |
60 |
6,000.0 |
5,220.0 |
780.0 |
13.1% |
41.1 |
0.7% |
94% |
False |
False |
11,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,197.0 |
2.618 |
6,118.7 |
1.618 |
6,070.7 |
1.000 |
6,041.0 |
0.618 |
6,022.7 |
HIGH |
5,993.0 |
0.618 |
5,974.7 |
0.500 |
5,969.0 |
0.382 |
5,963.3 |
LOW |
5,945.0 |
0.618 |
5,915.3 |
1.000 |
5,897.0 |
1.618 |
5,867.3 |
2.618 |
5,819.3 |
4.250 |
5,741.0 |
|
|
Fisher Pivots for day following 13-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,969.0 |
5,955.5 |
PP |
5,962.7 |
5,953.7 |
S1 |
5,956.3 |
5,951.8 |
|