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 |
19,935 |
19,925 |
-10 |
-0.1% |
19,370 |
High |
19,965 |
19,940 |
-25 |
-0.1% |
20,125 |
Low |
19,865 |
19,775 |
-90 |
-0.5% |
19,285 |
Close |
19,890 |
19,855 |
-35 |
-0.2% |
20,065 |
Range |
100 |
165 |
65 |
65.0% |
840 |
ATR |
265 |
258 |
-7 |
-2.7% |
0 |
Volume |
9,189 |
11,195 |
2,006 |
21.8% |
62,504 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,352 |
20,268 |
19,946 |
|
R3 |
20,187 |
20,103 |
19,901 |
|
R2 |
20,022 |
20,022 |
19,885 |
|
R1 |
19,938 |
19,938 |
19,870 |
19,898 |
PP |
19,857 |
19,857 |
19,857 |
19,836 |
S1 |
19,773 |
19,773 |
19,840 |
19,733 |
S2 |
19,692 |
19,692 |
19,825 |
|
S3 |
19,527 |
19,608 |
19,810 |
|
S4 |
19,362 |
19,443 |
19,764 |
|
|
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 |
20,105 |
19,775 |
330 |
1.7% |
171 |
0.9% |
24% |
False |
True |
11,086 |
10 |
20,125 |
19,165 |
960 |
4.8% |
234 |
1.2% |
72% |
False |
False |
12,167 |
20 |
20,125 |
18,980 |
1,145 |
5.8% |
284 |
1.4% |
76% |
False |
False |
13,487 |
40 |
20,125 |
18,215 |
1,910 |
9.6% |
256 |
1.3% |
86% |
False |
False |
10,694 |
60 |
20,125 |
17,255 |
2,870 |
14.5% |
227 |
1.1% |
91% |
False |
False |
7,140 |
80 |
20,125 |
16,665 |
3,460 |
17.4% |
196 |
1.0% |
92% |
False |
False |
5,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,641 |
2.618 |
20,372 |
1.618 |
20,207 |
1.000 |
20,105 |
0.618 |
20,042 |
HIGH |
19,940 |
0.618 |
19,877 |
0.500 |
19,858 |
0.382 |
19,838 |
LOW |
19,775 |
0.618 |
19,673 |
1.000 |
19,610 |
1.618 |
19,508 |
2.618 |
19,343 |
4.250 |
19,074 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
19,858 |
19,885 |
PP |
19,857 |
19,875 |
S1 |
19,856 |
19,865 |
|