Trading Metrics calculated at close of trading on 09-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,335.25 |
4,378.00 |
42.75 |
1.0% |
4,327.50 |
High |
4,379.25 |
4,401.25 |
22.00 |
0.5% |
4,381.75 |
Low |
4,327.50 |
4,352.75 |
25.25 |
0.6% |
4,259.00 |
Close |
4,374.75 |
4,399.25 |
24.50 |
0.6% |
4,307.25 |
Range |
51.75 |
48.50 |
-3.25 |
-6.3% |
122.75 |
ATR |
54.16 |
53.76 |
-0.40 |
-0.7% |
0.00 |
Volume |
225,547 |
201,439 |
-24,108 |
-10.7% |
907,291 |
|
Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.00 |
4,513.00 |
4,426.00 |
|
R3 |
4,481.50 |
4,464.50 |
4,412.50 |
|
R2 |
4,433.00 |
4,433.00 |
4,408.25 |
|
R1 |
4,416.00 |
4,416.00 |
4,403.75 |
4,424.50 |
PP |
4,384.50 |
4,384.50 |
4,384.50 |
4,388.50 |
S1 |
4,367.50 |
4,367.50 |
4,394.75 |
4,376.00 |
S2 |
4,336.00 |
4,336.00 |
4,390.25 |
|
S3 |
4,287.50 |
4,319.00 |
4,386.00 |
|
S4 |
4,239.00 |
4,270.50 |
4,372.50 |
|
|
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 |
4,401.25 |
4,264.50 |
136.75 |
3.1% |
53.00 |
1.2% |
99% |
True |
False |
184,309 |
10 |
4,401.25 |
4,259.00 |
142.25 |
3.2% |
55.75 |
1.3% |
99% |
True |
False |
222,575 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.8% |
56.50 |
1.3% |
66% |
False |
False |
228,209 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
47.00 |
1.1% |
64% |
False |
False |
115,314 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
52.75 |
1.2% |
82% |
False |
False |
76,891 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
51.00 |
1.2% |
82% |
False |
False |
57,673 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
43.75 |
1.0% |
82% |
False |
False |
46,139 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.1% |
37.75 |
0.9% |
90% |
False |
False |
38,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,607.50 |
2.618 |
4,528.25 |
1.618 |
4,479.75 |
1.000 |
4,449.75 |
0.618 |
4,431.25 |
HIGH |
4,401.25 |
0.618 |
4,382.75 |
0.500 |
4,377.00 |
0.382 |
4,371.25 |
LOW |
4,352.75 |
0.618 |
4,322.75 |
1.000 |
4,304.25 |
1.618 |
4,274.25 |
2.618 |
4,225.75 |
4.250 |
4,146.50 |
|
|
Fisher Pivots for day following 09-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,391.75 |
4,387.50 |
PP |
4,384.50 |
4,376.00 |
S1 |
4,377.00 |
4,364.50 |
|