Trading Metrics calculated at close of trading on 14-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,262.2 |
1,262.1 |
-0.1 |
0.0% |
1,236.7 |
High |
1,269.5 |
1,266.5 |
-3.0 |
-0.2% |
1,263.5 |
Low |
1,258.6 |
1,253.3 |
-5.3 |
-0.4% |
1,236.6 |
Close |
1,262.3 |
1,262.7 |
0.4 |
0.0% |
1,262.2 |
Range |
10.9 |
13.2 |
2.3 |
21.1% |
26.9 |
ATR |
14.6 |
14.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
59,235 |
72,331 |
13,096 |
22.1% |
338,141 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.5 |
1,294.8 |
1,270.0 |
|
R3 |
1,287.3 |
1,281.5 |
1,266.3 |
|
R2 |
1,274.0 |
1,274.0 |
1,265.0 |
|
R1 |
1,268.3 |
1,268.3 |
1,264.0 |
1,271.3 |
PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,262.3 |
S1 |
1,255.3 |
1,255.3 |
1,261.5 |
1,258.0 |
S2 |
1,247.8 |
1,247.8 |
1,260.3 |
|
S3 |
1,234.5 |
1,242.0 |
1,259.0 |
|
S4 |
1,221.3 |
1,228.8 |
1,255.5 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.8 |
1,325.5 |
1,277.0 |
|
R3 |
1,308.0 |
1,298.5 |
1,269.5 |
|
R2 |
1,281.0 |
1,281.0 |
1,267.3 |
|
R1 |
1,271.5 |
1,271.5 |
1,264.8 |
1,276.3 |
PP |
1,254.0 |
1,254.0 |
1,254.0 |
1,256.5 |
S1 |
1,244.8 |
1,244.8 |
1,259.8 |
1,249.5 |
S2 |
1,227.3 |
1,227.3 |
1,257.3 |
|
S3 |
1,200.3 |
1,217.8 |
1,254.8 |
|
S4 |
1,173.5 |
1,191.0 |
1,247.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,269.5 |
1,242.7 |
26.8 |
2.1% |
13.5 |
1.1% |
75% |
False |
False |
69,520 |
10 |
1,269.5 |
1,231.4 |
38.1 |
3.0% |
14.8 |
1.2% |
82% |
False |
False |
72,573 |
20 |
1,269.5 |
1,220.1 |
49.4 |
3.9% |
15.3 |
1.2% |
86% |
False |
False |
81,311 |
40 |
1,269.5 |
1,198.8 |
70.7 |
5.6% |
12.5 |
1.0% |
90% |
False |
False |
50,919 |
60 |
1,269.5 |
1,137.0 |
132.5 |
10.5% |
10.5 |
0.8% |
95% |
False |
False |
33,956 |
80 |
1,269.5 |
1,137.0 |
132.5 |
10.5% |
9.3 |
0.7% |
95% |
False |
False |
25,468 |
100 |
1,269.5 |
1,126.7 |
142.8 |
11.3% |
7.5 |
0.6% |
95% |
False |
False |
20,375 |
120 |
1,269.5 |
1,087.0 |
182.5 |
14.5% |
6.3 |
0.5% |
96% |
False |
False |
16,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.5 |
2.618 |
1,301.0 |
1.618 |
1,287.8 |
1.000 |
1,279.8 |
0.618 |
1,274.8 |
HIGH |
1,266.5 |
0.618 |
1,261.5 |
0.500 |
1,260.0 |
0.382 |
1,258.3 |
LOW |
1,253.3 |
0.618 |
1,245.3 |
1.000 |
1,240.0 |
1.618 |
1,232.0 |
2.618 |
1,218.8 |
4.250 |
1,197.3 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,261.8 |
1,262.3 |
PP |
1,260.8 |
1,261.8 |
S1 |
1,260.0 |
1,261.5 |
|