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 |
17,633 |
17,511 |
-122 |
-0.7% |
17,624 |
High |
17,731 |
17,858 |
127 |
0.7% |
17,923 |
Low |
17,552 |
17,507 |
-45 |
-0.3% |
17,475 |
Close |
17,676 |
17,805 |
129 |
0.7% |
17,676 |
Range |
179 |
351 |
172 |
96.1% |
448 |
ATR |
216 |
225 |
10 |
4.5% |
0 |
Volume |
15,395 |
102,819 |
87,424 |
567.9% |
509,542 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,776 |
18,642 |
17,998 |
|
R3 |
18,425 |
18,291 |
17,902 |
|
R2 |
18,074 |
18,074 |
17,869 |
|
R1 |
17,940 |
17,940 |
17,837 |
18,007 |
PP |
17,723 |
17,723 |
17,723 |
17,757 |
S1 |
17,589 |
17,589 |
17,773 |
17,656 |
S2 |
17,372 |
17,372 |
17,741 |
|
S3 |
17,021 |
17,238 |
17,709 |
|
S4 |
16,670 |
16,887 |
17,612 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,035 |
18,804 |
17,923 |
|
R3 |
18,587 |
18,356 |
17,799 |
|
R2 |
18,139 |
18,139 |
17,758 |
|
R1 |
17,908 |
17,908 |
17,717 |
18,024 |
PP |
17,691 |
17,691 |
17,691 |
17,749 |
S1 |
17,460 |
17,460 |
17,635 |
17,576 |
S2 |
17,243 |
17,243 |
17,594 |
|
S3 |
16,795 |
17,012 |
17,553 |
|
S4 |
16,347 |
16,564 |
17,430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,923 |
17,475 |
448 |
2.5% |
267 |
1.5% |
74% |
False |
False |
122,472 |
10 |
18,126 |
17,465 |
661 |
3.7% |
233 |
1.3% |
51% |
False |
False |
125,057 |
20 |
18,126 |
17,465 |
661 |
3.7% |
241 |
1.4% |
51% |
False |
False |
104,465 |
40 |
18,188 |
17,465 |
723 |
4.1% |
183 |
1.0% |
47% |
False |
False |
52,334 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
207 |
1.2% |
71% |
False |
False |
34,903 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
198 |
1.1% |
71% |
False |
False |
26,186 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
162 |
0.9% |
71% |
False |
False |
20,949 |
120 |
18,188 |
15,850 |
2,338 |
13.1% |
144 |
0.8% |
84% |
False |
False |
17,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,350 |
2.618 |
18,777 |
1.618 |
18,426 |
1.000 |
18,209 |
0.618 |
18,075 |
HIGH |
17,858 |
0.618 |
17,724 |
0.500 |
17,683 |
0.382 |
17,641 |
LOW |
17,507 |
0.618 |
17,290 |
1.000 |
17,156 |
1.618 |
16,939 |
2.618 |
16,588 |
4.250 |
16,015 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
17,764 |
17,759 |
PP |
17,723 |
17,713 |
S1 |
17,683 |
17,667 |
|