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 |
4,316.75 |
4,265.00 |
-51.75 |
-1.2% |
4,327.50 |
High |
4,321.00 |
4,354.75 |
33.75 |
0.8% |
4,381.75 |
Low |
4,288.50 |
4,264.50 |
-24.00 |
-0.6% |
4,259.00 |
Close |
4,307.25 |
4,342.25 |
35.00 |
0.8% |
4,307.25 |
Range |
32.50 |
90.25 |
57.75 |
177.7% |
122.75 |
ATR |
52.61 |
55.30 |
2.69 |
5.1% |
0.00 |
Volume |
168,845 |
154,026 |
-14,819 |
-8.8% |
907,291 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,591.25 |
4,557.00 |
4,392.00 |
|
R3 |
4,501.00 |
4,466.75 |
4,367.00 |
|
R2 |
4,410.75 |
4,410.75 |
4,358.75 |
|
R1 |
4,376.50 |
4,376.50 |
4,350.50 |
4,393.50 |
PP |
4,320.50 |
4,320.50 |
4,320.50 |
4,329.00 |
S1 |
4,286.25 |
4,286.25 |
4,334.00 |
4,303.50 |
S2 |
4,230.25 |
4,230.25 |
4,325.75 |
|
S3 |
4,140.00 |
4,196.00 |
4,317.50 |
|
S4 |
4,049.75 |
4,105.75 |
4,292.50 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,684.25 |
4,618.50 |
4,374.75 |
|
R3 |
4,561.50 |
4,495.75 |
4,341.00 |
|
R2 |
4,438.75 |
4,438.75 |
4,329.75 |
|
R1 |
4,373.00 |
4,373.00 |
4,318.50 |
4,344.50 |
PP |
4,316.00 |
4,316.00 |
4,316.00 |
4,301.75 |
S1 |
4,250.25 |
4,250.25 |
4,296.00 |
4,221.75 |
S2 |
4,193.25 |
4,193.25 |
4,284.75 |
|
S3 |
4,070.50 |
4,127.50 |
4,273.50 |
|
S4 |
3,947.75 |
4,004.75 |
4,239.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,381.75 |
4,259.00 |
122.75 |
2.8% |
63.75 |
1.5% |
68% |
False |
False |
212,263 |
10 |
4,461.25 |
4,259.00 |
202.25 |
4.7% |
59.75 |
1.4% |
41% |
False |
False |
228,139 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.9% |
56.75 |
1.3% |
39% |
False |
False |
200,377 |
40 |
4,476.50 |
4,196.75 |
279.75 |
6.4% |
46.50 |
1.1% |
52% |
False |
False |
100,351 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
52.75 |
1.2% |
69% |
False |
False |
66,913 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
51.25 |
1.2% |
69% |
False |
False |
50,190 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
42.50 |
1.0% |
69% |
False |
False |
40,152 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
36.75 |
0.8% |
82% |
False |
False |
33,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,738.25 |
2.618 |
4,591.00 |
1.618 |
4,500.75 |
1.000 |
4,445.00 |
0.618 |
4,410.50 |
HIGH |
4,354.75 |
0.618 |
4,320.25 |
0.500 |
4,309.50 |
0.382 |
4,299.00 |
LOW |
4,264.50 |
0.618 |
4,208.75 |
1.000 |
4,174.25 |
1.618 |
4,118.50 |
2.618 |
4,028.25 |
4.250 |
3,881.00 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,331.50 |
4,330.50 |
PP |
4,320.50 |
4,318.75 |
S1 |
4,309.50 |
4,307.00 |
|