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 |
5,971.0 |
5,934.0 |
-37.0 |
-0.6% |
5,920.0 |
High |
5,993.0 |
5,949.0 |
-44.0 |
-0.7% |
5,978.0 |
Low |
5,945.0 |
5,916.0 |
-29.0 |
-0.5% |
5,891.0 |
Close |
5,950.0 |
5,938.0 |
-12.0 |
-0.2% |
5,953.0 |
Range |
48.0 |
33.0 |
-15.0 |
-31.3% |
87.0 |
ATR |
59.7 |
57.9 |
-1.8 |
-3.1% |
0.0 |
Volume |
17,491 |
14,162 |
-3,329 |
-19.0% |
86,448 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,033.3 |
6,018.7 |
5,956.2 |
|
R3 |
6,000.3 |
5,985.7 |
5,947.1 |
|
R2 |
5,967.3 |
5,967.3 |
5,944.1 |
|
R1 |
5,952.7 |
5,952.7 |
5,941.0 |
5,960.0 |
PP |
5,934.3 |
5,934.3 |
5,934.3 |
5,938.0 |
S1 |
5,919.7 |
5,919.7 |
5,935.0 |
5,927.0 |
S2 |
5,901.3 |
5,901.3 |
5,932.0 |
|
S3 |
5,868.3 |
5,886.7 |
5,928.9 |
|
S4 |
5,835.3 |
5,853.7 |
5,919.9 |
|
|
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 |
5,915.0 |
78.0 |
1.3% |
44.8 |
0.8% |
29% |
False |
False |
16,382 |
10 |
5,993.0 |
5,823.0 |
170.0 |
2.9% |
51.3 |
0.9% |
68% |
False |
False |
21,129 |
20 |
6,000.0 |
5,759.0 |
241.0 |
4.1% |
53.3 |
0.9% |
74% |
False |
False |
33,961 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
45.3 |
0.8% |
76% |
False |
False |
17,669 |
60 |
6,000.0 |
5,255.0 |
745.0 |
12.5% |
41.5 |
0.7% |
92% |
False |
False |
11,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,089.3 |
2.618 |
6,035.4 |
1.618 |
6,002.4 |
1.000 |
5,982.0 |
0.618 |
5,969.4 |
HIGH |
5,949.0 |
0.618 |
5,936.4 |
0.500 |
5,932.5 |
0.382 |
5,928.6 |
LOW |
5,916.0 |
0.618 |
5,895.6 |
1.000 |
5,883.0 |
1.618 |
5,862.6 |
2.618 |
5,829.6 |
4.250 |
5,775.8 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,936.2 |
5,954.5 |
PP |
5,934.3 |
5,949.0 |
S1 |
5,932.5 |
5,943.5 |
|