Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,966.0 |
5,950.0 |
-16.0 |
-0.3% |
5,920.0 |
High |
5,966.0 |
5,964.0 |
-2.0 |
0.0% |
5,978.0 |
Low |
5,880.0 |
5,921.0 |
41.0 |
0.7% |
5,891.0 |
Close |
5,899.0 |
5,944.0 |
45.0 |
0.8% |
5,953.0 |
Range |
86.0 |
43.0 |
-43.0 |
-50.0% |
87.0 |
ATR |
59.9 |
60.2 |
0.4 |
0.6% |
0.0 |
Volume |
27,987 |
20,532 |
-7,455 |
-26.6% |
86,448 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,072.0 |
6,051.0 |
5,967.7 |
|
R3 |
6,029.0 |
6,008.0 |
5,955.8 |
|
R2 |
5,986.0 |
5,986.0 |
5,951.9 |
|
R1 |
5,965.0 |
5,965.0 |
5,947.9 |
5,954.0 |
PP |
5,943.0 |
5,943.0 |
5,943.0 |
5,937.5 |
S1 |
5,922.0 |
5,922.0 |
5,940.1 |
5,911.0 |
S2 |
5,900.0 |
5,900.0 |
5,936.1 |
|
S3 |
5,857.0 |
5,879.0 |
5,932.2 |
|
S4 |
5,814.0 |
5,836.0 |
5,920.4 |
|
|
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 |
5,880.0 |
113.0 |
1.9% |
50.8 |
0.9% |
57% |
False |
False |
18,913 |
10 |
5,993.0 |
5,834.0 |
159.0 |
2.7% |
53.6 |
0.9% |
69% |
False |
False |
20,895 |
20 |
6,000.0 |
5,781.0 |
219.0 |
3.7% |
55.6 |
0.9% |
74% |
False |
False |
26,688 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
47.7 |
0.8% |
78% |
False |
False |
18,877 |
60 |
6,000.0 |
5,339.0 |
661.0 |
11.1% |
43.6 |
0.7% |
92% |
False |
False |
12,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,146.8 |
2.618 |
6,076.6 |
1.618 |
6,033.6 |
1.000 |
6,007.0 |
0.618 |
5,990.6 |
HIGH |
5,964.0 |
0.618 |
5,947.6 |
0.500 |
5,942.5 |
0.382 |
5,937.4 |
LOW |
5,921.0 |
0.618 |
5,894.4 |
1.000 |
5,878.0 |
1.618 |
5,851.4 |
2.618 |
5,808.4 |
4.250 |
5,738.3 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,943.5 |
5,937.0 |
PP |
5,943.0 |
5,930.0 |
S1 |
5,942.5 |
5,923.0 |
|