Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
19,250 |
19,370 |
120 |
0.6% |
19,400 |
High |
19,490 |
19,650 |
160 |
0.8% |
19,675 |
Low |
19,165 |
19,285 |
120 |
0.6% |
18,980 |
Close |
19,385 |
19,615 |
230 |
1.2% |
19,385 |
Range |
325 |
365 |
40 |
12.3% |
695 |
ATR |
300 |
305 |
5 |
1.5% |
0 |
Volume |
14,322 |
10,227 |
-4,095 |
-28.6% |
69,173 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,612 |
20,478 |
19,816 |
|
R3 |
20,247 |
20,113 |
19,716 |
|
R2 |
19,882 |
19,882 |
19,682 |
|
R1 |
19,748 |
19,748 |
19,649 |
19,815 |
PP |
19,517 |
19,517 |
19,517 |
19,550 |
S1 |
19,383 |
19,383 |
19,582 |
19,450 |
S2 |
19,152 |
19,152 |
19,548 |
|
S3 |
18,787 |
19,018 |
19,515 |
|
S4 |
18,422 |
18,653 |
19,414 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,432 |
21,103 |
19,767 |
|
R3 |
20,737 |
20,408 |
19,576 |
|
R2 |
20,042 |
20,042 |
19,513 |
|
R1 |
19,713 |
19,713 |
19,449 |
19,530 |
PP |
19,347 |
19,347 |
19,347 |
19,255 |
S1 |
19,018 |
19,018 |
19,321 |
18,835 |
S2 |
18,652 |
18,652 |
19,258 |
|
S3 |
17,957 |
18,323 |
19,194 |
|
S4 |
17,262 |
17,628 |
19,003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,675 |
18,980 |
695 |
3.5% |
373 |
1.9% |
91% |
False |
False |
15,880 |
10 |
19,770 |
18,980 |
790 |
4.0% |
352 |
1.8% |
80% |
False |
False |
14,787 |
20 |
19,770 |
18,450 |
1,320 |
6.7% |
320 |
1.6% |
88% |
False |
False |
15,410 |
40 |
19,770 |
17,590 |
2,180 |
11.1% |
249 |
1.3% |
93% |
False |
False |
8,280 |
60 |
19,770 |
16,665 |
3,105 |
15.8% |
225 |
1.1% |
95% |
False |
False |
5,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,201 |
2.618 |
20,606 |
1.618 |
20,241 |
1.000 |
20,015 |
0.618 |
19,876 |
HIGH |
19,650 |
0.618 |
19,511 |
0.500 |
19,468 |
0.382 |
19,425 |
LOW |
19,285 |
0.618 |
19,060 |
1.000 |
18,920 |
1.618 |
18,695 |
2.618 |
18,330 |
4.250 |
17,734 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
19,566 |
19,515 |
PP |
19,517 |
19,415 |
S1 |
19,468 |
19,315 |
|