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 |
12,106.5 |
12,236.5 |
130.0 |
1.1% |
12,105.0 |
High |
12,253.5 |
12,429.5 |
176.0 |
1.4% |
12,429.5 |
Low |
12,074.0 |
12,233.0 |
159.0 |
1.3% |
12,044.5 |
Close |
12,185.5 |
12,406.0 |
220.5 |
1.8% |
12,406.0 |
Range |
179.5 |
196.5 |
17.0 |
9.5% |
385.0 |
ATR |
196.4 |
199.8 |
3.4 |
1.7% |
0.0 |
Volume |
94,788 |
83,430 |
-11,358 |
-12.0% |
262,039 |
|
Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,945.7 |
12,872.3 |
12,514.1 |
|
R3 |
12,749.2 |
12,675.8 |
12,460.0 |
|
R2 |
12,552.7 |
12,552.7 |
12,442.0 |
|
R1 |
12,479.3 |
12,479.3 |
12,424.0 |
12,516.0 |
PP |
12,356.2 |
12,356.2 |
12,356.2 |
12,374.5 |
S1 |
12,282.8 |
12,282.8 |
12,388.0 |
12,319.5 |
S2 |
12,159.7 |
12,159.7 |
12,370.0 |
|
S3 |
11,963.2 |
12,086.3 |
12,352.0 |
|
S4 |
11,766.7 |
11,889.8 |
12,297.9 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,448.3 |
13,312.2 |
12,617.8 |
|
R3 |
13,063.3 |
12,927.2 |
12,511.9 |
|
R2 |
12,678.3 |
12,678.3 |
12,476.6 |
|
R1 |
12,542.2 |
12,542.2 |
12,441.3 |
12,610.3 |
PP |
12,293.3 |
12,293.3 |
12,293.3 |
12,327.4 |
S1 |
12,157.2 |
12,157.2 |
12,370.7 |
12,225.3 |
S2 |
11,908.3 |
11,908.3 |
12,335.4 |
|
S3 |
11,523.3 |
11,772.2 |
12,300.1 |
|
S4 |
11,138.3 |
11,387.2 |
12,194.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,429.5 |
11,870.0 |
559.5 |
4.5% |
173.2 |
1.4% |
96% |
True |
False |
84,984 |
10 |
12,429.5 |
11,650.0 |
779.5 |
6.3% |
191.0 |
1.5% |
97% |
True |
False |
101,457 |
20 |
12,429.5 |
11,548.5 |
881.0 |
7.1% |
208.7 |
1.7% |
97% |
True |
False |
93,528 |
40 |
12,429.5 |
10,716.0 |
1,713.5 |
13.8% |
169.6 |
1.4% |
99% |
True |
False |
47,543 |
60 |
12,429.5 |
9,645.0 |
2,784.5 |
22.4% |
179.0 |
1.4% |
99% |
True |
False |
31,951 |
80 |
12,429.5 |
9,251.0 |
3,178.5 |
25.6% |
183.8 |
1.5% |
99% |
True |
False |
24,030 |
100 |
12,429.5 |
9,158.5 |
3,271.0 |
26.4% |
166.7 |
1.3% |
99% |
True |
False |
19,237 |
120 |
12,429.5 |
8,419.0 |
4,010.5 |
32.3% |
160.9 |
1.3% |
99% |
True |
False |
16,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,264.6 |
2.618 |
12,943.9 |
1.618 |
12,747.4 |
1.000 |
12,626.0 |
0.618 |
12,550.9 |
HIGH |
12,429.5 |
0.618 |
12,354.4 |
0.500 |
12,331.3 |
0.382 |
12,308.1 |
LOW |
12,233.0 |
0.618 |
12,111.6 |
1.000 |
12,036.5 |
1.618 |
11,915.1 |
2.618 |
11,718.6 |
4.250 |
11,397.9 |
|
|
Fisher Pivots for day following 10-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
12,381.1 |
12,349.7 |
PP |
12,356.2 |
12,293.3 |
S1 |
12,331.3 |
12,237.0 |
|