Trading Metrics calculated at close of trading on 07-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,265.00 |
4,339.75 |
74.75 |
1.8% |
4,327.50 |
High |
4,354.75 |
4,372.25 |
17.50 |
0.4% |
4,381.75 |
Low |
4,264.50 |
4,330.25 |
65.75 |
1.5% |
4,259.00 |
Close |
4,342.25 |
4,334.00 |
-8.25 |
-0.2% |
4,307.25 |
Range |
90.25 |
42.00 |
-48.25 |
-53.5% |
122.75 |
ATR |
55.30 |
54.35 |
-0.95 |
-1.7% |
0.00 |
Volume |
154,026 |
171,692 |
17,666 |
11.5% |
907,291 |
|
Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,471.50 |
4,444.75 |
4,357.00 |
|
R3 |
4,429.50 |
4,402.75 |
4,345.50 |
|
R2 |
4,387.50 |
4,387.50 |
4,341.75 |
|
R1 |
4,360.75 |
4,360.75 |
4,337.75 |
4,353.00 |
PP |
4,345.50 |
4,345.50 |
4,345.50 |
4,341.75 |
S1 |
4,318.75 |
4,318.75 |
4,330.25 |
4,311.00 |
S2 |
4,303.50 |
4,303.50 |
4,326.25 |
|
S3 |
4,261.50 |
4,276.75 |
4,322.50 |
|
S4 |
4,219.50 |
4,234.75 |
4,311.00 |
|
|
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 |
4,375.75 |
4,259.00 |
116.75 |
2.7% |
59.00 |
1.4% |
64% |
False |
False |
206,199 |
10 |
4,461.00 |
4,259.00 |
202.00 |
4.7% |
61.25 |
1.4% |
37% |
False |
False |
230,334 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.9% |
57.75 |
1.3% |
35% |
False |
False |
208,628 |
40 |
4,476.50 |
4,196.75 |
279.75 |
6.5% |
46.50 |
1.1% |
49% |
False |
False |
104,641 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
52.50 |
1.2% |
67% |
False |
False |
69,775 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
51.25 |
1.2% |
67% |
False |
False |
52,336 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.1% |
43.00 |
1.0% |
67% |
False |
False |
41,869 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.4% |
37.00 |
0.9% |
81% |
False |
False |
34,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,550.75 |
2.618 |
4,482.25 |
1.618 |
4,440.25 |
1.000 |
4,414.25 |
0.618 |
4,398.25 |
HIGH |
4,372.25 |
0.618 |
4,356.25 |
0.500 |
4,351.25 |
0.382 |
4,346.25 |
LOW |
4,330.25 |
0.618 |
4,304.25 |
1.000 |
4,288.25 |
1.618 |
4,262.25 |
2.618 |
4,220.25 |
4.250 |
4,151.75 |
|
|
Fisher Pivots for day following 07-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,351.25 |
4,328.75 |
PP |
4,345.50 |
4,323.50 |
S1 |
4,339.75 |
4,318.50 |
|