Trading Metrics calculated at close of trading on 13-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
20,100 |
20,025 |
-75 |
-0.4% |
19,370 |
High |
20,105 |
20,065 |
-40 |
-0.2% |
20,125 |
Low |
19,895 |
19,865 |
-30 |
-0.2% |
19,285 |
Close |
20,065 |
19,895 |
-170 |
-0.8% |
20,065 |
Range |
210 |
200 |
-10 |
-4.8% |
840 |
ATR |
292 |
285 |
-7 |
-2.2% |
0 |
Volume |
10,578 |
10,705 |
127 |
1.2% |
62,504 |
|
Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,542 |
20,418 |
20,005 |
|
R3 |
20,342 |
20,218 |
19,950 |
|
R2 |
20,142 |
20,142 |
19,932 |
|
R1 |
20,018 |
20,018 |
19,913 |
19,980 |
PP |
19,942 |
19,942 |
19,942 |
19,923 |
S1 |
19,818 |
19,818 |
19,877 |
19,780 |
S2 |
19,742 |
19,742 |
19,858 |
|
S3 |
19,542 |
19,618 |
19,840 |
|
S4 |
19,342 |
19,418 |
19,785 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,345 |
22,045 |
20,527 |
|
R3 |
21,505 |
21,205 |
20,296 |
|
R2 |
20,665 |
20,665 |
20,219 |
|
R1 |
20,365 |
20,365 |
20,142 |
20,515 |
PP |
19,825 |
19,825 |
19,825 |
19,900 |
S1 |
19,525 |
19,525 |
19,988 |
19,675 |
S2 |
18,985 |
18,985 |
19,911 |
|
S3 |
18,145 |
18,685 |
19,834 |
|
S4 |
17,305 |
17,845 |
19,603 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,125 |
19,550 |
575 |
2.9% |
241 |
1.2% |
60% |
False |
False |
12,596 |
10 |
20,125 |
18,980 |
1,145 |
5.8% |
307 |
1.5% |
80% |
False |
False |
14,238 |
20 |
20,125 |
18,980 |
1,145 |
5.8% |
296 |
1.5% |
80% |
False |
False |
13,533 |
40 |
20,125 |
17,935 |
2,190 |
11.0% |
260 |
1.3% |
89% |
False |
False |
9,851 |
60 |
20,125 |
16,810 |
3,315 |
16.7% |
235 |
1.2% |
93% |
False |
False |
6,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,915 |
2.618 |
20,589 |
1.618 |
20,389 |
1.000 |
20,265 |
0.618 |
20,189 |
HIGH |
20,065 |
0.618 |
19,989 |
0.500 |
19,965 |
0.382 |
19,942 |
LOW |
19,865 |
0.618 |
19,742 |
1.000 |
19,665 |
1.618 |
19,542 |
2.618 |
19,342 |
4.250 |
19,015 |
|
|
Fisher Pivots for day following 13-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
19,965 |
19,995 |
PP |
19,942 |
19,962 |
S1 |
19,918 |
19,928 |
|