Trading Metrics calculated at close of trading on 08-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,339.75 |
4,335.25 |
-4.50 |
-0.1% |
4,327.50 |
High |
4,372.25 |
4,379.25 |
7.00 |
0.2% |
4,381.75 |
Low |
4,330.25 |
4,327.50 |
-2.75 |
-0.1% |
4,259.00 |
Close |
4,334.00 |
4,374.75 |
40.75 |
0.9% |
4,307.25 |
Range |
42.00 |
51.75 |
9.75 |
23.2% |
122.75 |
ATR |
54.35 |
54.16 |
-0.19 |
-0.3% |
0.00 |
Volume |
171,692 |
225,547 |
53,855 |
31.4% |
907,291 |
|
Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,515.75 |
4,497.00 |
4,403.25 |
|
R3 |
4,464.00 |
4,445.25 |
4,389.00 |
|
R2 |
4,412.25 |
4,412.25 |
4,384.25 |
|
R1 |
4,393.50 |
4,393.50 |
4,379.50 |
4,403.00 |
PP |
4,360.50 |
4,360.50 |
4,360.50 |
4,365.25 |
S1 |
4,341.75 |
4,341.75 |
4,370.00 |
4,351.00 |
S2 |
4,308.75 |
4,308.75 |
4,365.25 |
|
S3 |
4,257.00 |
4,290.00 |
4,360.50 |
|
S4 |
4,205.25 |
4,238.25 |
4,346.25 |
|
|
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 |
4,379.25 |
4,259.00 |
120.25 |
2.7% |
58.25 |
1.3% |
96% |
True |
False |
206,323 |
10 |
4,438.50 |
4,259.00 |
179.50 |
4.1% |
62.75 |
1.4% |
64% |
False |
False |
234,466 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.9% |
56.00 |
1.3% |
54% |
False |
False |
219,438 |
40 |
4,476.50 |
4,211.25 |
265.25 |
6.1% |
47.25 |
1.1% |
62% |
False |
False |
110,279 |
60 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
52.50 |
1.2% |
77% |
False |
False |
73,534 |
80 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
51.00 |
1.2% |
77% |
False |
False |
55,155 |
100 |
4,476.50 |
4,039.00 |
437.50 |
10.0% |
43.50 |
1.0% |
77% |
False |
False |
44,124 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.2% |
37.25 |
0.9% |
87% |
False |
False |
36,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,599.25 |
2.618 |
4,514.75 |
1.618 |
4,463.00 |
1.000 |
4,431.00 |
0.618 |
4,411.25 |
HIGH |
4,379.25 |
0.618 |
4,359.50 |
0.500 |
4,353.50 |
0.382 |
4,347.25 |
LOW |
4,327.50 |
0.618 |
4,295.50 |
1.000 |
4,275.75 |
1.618 |
4,243.75 |
2.618 |
4,192.00 |
4.250 |
4,107.50 |
|
|
Fisher Pivots for day following 08-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,367.50 |
4,357.00 |
PP |
4,360.50 |
4,339.50 |
S1 |
4,353.50 |
4,322.00 |
|