Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,950.0 |
5,930.0 |
-20.0 |
-0.3% |
5,971.0 |
High |
5,964.0 |
5,937.0 |
-27.0 |
-0.5% |
5,993.0 |
Low |
5,921.0 |
5,853.0 |
-68.0 |
-1.1% |
5,853.0 |
Close |
5,944.0 |
5,865.0 |
-79.0 |
-1.3% |
5,865.0 |
Range |
43.0 |
84.0 |
41.0 |
95.3% |
140.0 |
ATR |
60.2 |
62.4 |
2.2 |
3.6% |
0.0 |
Volume |
20,532 |
26,343 |
5,811 |
28.3% |
106,515 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,137.0 |
6,085.0 |
5,911.2 |
|
R3 |
6,053.0 |
6,001.0 |
5,888.1 |
|
R2 |
5,969.0 |
5,969.0 |
5,880.4 |
|
R1 |
5,917.0 |
5,917.0 |
5,872.7 |
5,901.0 |
PP |
5,885.0 |
5,885.0 |
5,885.0 |
5,877.0 |
S1 |
5,833.0 |
5,833.0 |
5,857.3 |
5,817.0 |
S2 |
5,801.0 |
5,801.0 |
5,849.6 |
|
S3 |
5,717.0 |
5,749.0 |
5,841.9 |
|
S4 |
5,633.0 |
5,665.0 |
5,818.8 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,323.7 |
6,234.3 |
5,942.0 |
|
R3 |
6,183.7 |
6,094.3 |
5,903.5 |
|
R2 |
6,043.7 |
6,043.7 |
5,890.7 |
|
R1 |
5,954.3 |
5,954.3 |
5,877.8 |
5,929.0 |
PP |
5,903.7 |
5,903.7 |
5,903.7 |
5,891.0 |
S1 |
5,814.3 |
5,814.3 |
5,852.2 |
5,789.0 |
S2 |
5,763.7 |
5,763.7 |
5,839.3 |
|
S3 |
5,623.7 |
5,674.3 |
5,826.5 |
|
S4 |
5,483.7 |
5,534.3 |
5,788.0 |
|
|
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 |
5,853.0 |
140.0 |
2.4% |
58.8 |
1.0% |
9% |
False |
True |
21,303 |
10 |
5,993.0 |
5,853.0 |
140.0 |
2.4% |
56.5 |
1.0% |
9% |
False |
True |
21,173 |
20 |
6,000.0 |
5,823.0 |
177.0 |
3.0% |
56.1 |
1.0% |
24% |
False |
False |
22,156 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
49.2 |
0.8% |
47% |
False |
False |
19,530 |
60 |
6,000.0 |
5,356.0 |
644.0 |
11.0% |
45.0 |
0.8% |
79% |
False |
False |
13,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,294.0 |
2.618 |
6,156.9 |
1.618 |
6,072.9 |
1.000 |
6,021.0 |
0.618 |
5,988.9 |
HIGH |
5,937.0 |
0.618 |
5,904.9 |
0.500 |
5,895.0 |
0.382 |
5,885.1 |
LOW |
5,853.0 |
0.618 |
5,801.1 |
1.000 |
5,769.0 |
1.618 |
5,717.1 |
2.618 |
5,633.1 |
4.250 |
5,496.0 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,895.0 |
5,909.5 |
PP |
5,885.0 |
5,894.7 |
S1 |
5,875.0 |
5,879.8 |
|