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 |
17,973 |
18,041 |
68 |
0.4% |
17,511 |
High |
18,083 |
18,093 |
10 |
0.1% |
17,988 |
Low |
17,935 |
17,948 |
13 |
0.1% |
17,507 |
Close |
18,022 |
18,041 |
19 |
0.1% |
17,973 |
Range |
148 |
145 |
-3 |
-2.0% |
481 |
ATR |
195 |
191 |
-4 |
-1.8% |
0 |
Volume |
111,457 |
127,422 |
15,965 |
14.3% |
570,126 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,462 |
18,397 |
18,121 |
|
R3 |
18,317 |
18,252 |
18,081 |
|
R2 |
18,172 |
18,172 |
18,068 |
|
R1 |
18,107 |
18,107 |
18,054 |
18,114 |
PP |
18,027 |
18,027 |
18,027 |
18,031 |
S1 |
17,962 |
17,962 |
18,028 |
17,969 |
S2 |
17,882 |
17,882 |
18,015 |
|
S3 |
17,737 |
17,817 |
18,001 |
|
S4 |
17,592 |
17,672 |
17,961 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,266 |
19,100 |
18,238 |
|
R3 |
18,785 |
18,619 |
18,105 |
|
R2 |
18,304 |
18,304 |
18,061 |
|
R1 |
18,138 |
18,138 |
18,017 |
18,221 |
PP |
17,823 |
17,823 |
17,823 |
17,864 |
S1 |
17,657 |
17,657 |
17,929 |
17,740 |
S2 |
17,342 |
17,342 |
17,885 |
|
S3 |
16,861 |
17,176 |
17,841 |
|
S4 |
16,380 |
16,695 |
17,709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,093 |
17,822 |
271 |
1.5% |
147 |
0.8% |
81% |
True |
False |
116,236 |
10 |
18,093 |
17,507 |
586 |
3.2% |
172 |
1.0% |
91% |
True |
False |
107,630 |
20 |
18,126 |
17,465 |
661 |
3.7% |
198 |
1.1% |
87% |
False |
False |
122,710 |
40 |
18,188 |
17,465 |
723 |
4.0% |
192 |
1.1% |
80% |
False |
False |
76,279 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
196 |
1.1% |
89% |
False |
False |
50,865 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
193 |
1.1% |
89% |
False |
False |
38,159 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
172 |
1.0% |
89% |
False |
False |
30,529 |
120 |
18,188 |
16,455 |
1,733 |
9.6% |
149 |
0.8% |
92% |
False |
False |
25,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,709 |
2.618 |
18,473 |
1.618 |
18,328 |
1.000 |
18,238 |
0.618 |
18,183 |
HIGH |
18,093 |
0.618 |
18,038 |
0.500 |
18,021 |
0.382 |
18,004 |
LOW |
17,948 |
0.618 |
17,859 |
1.000 |
17,803 |
1.618 |
17,714 |
2.618 |
17,569 |
4.250 |
17,332 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
18,034 |
18,013 |
PP |
18,027 |
17,985 |
S1 |
18,021 |
17,958 |
|