Trading Metrics calculated at close of trading on 13-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,399.00 |
4,415.00 |
16.00 |
0.4% |
4,265.00 |
High |
4,416.00 |
4,441.50 |
25.50 |
0.6% |
4,416.00 |
Low |
4,385.75 |
4,399.50 |
13.75 |
0.3% |
4,264.50 |
Close |
4,414.75 |
4,403.25 |
-11.50 |
-0.3% |
4,414.75 |
Range |
30.25 |
42.00 |
11.75 |
38.8% |
151.50 |
ATR |
52.08 |
51.36 |
-0.72 |
-1.4% |
0.00 |
Volume |
126,565 |
171,930 |
45,365 |
35.8% |
879,269 |
|
Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,540.75 |
4,514.00 |
4,426.25 |
|
R3 |
4,498.75 |
4,472.00 |
4,414.75 |
|
R2 |
4,456.75 |
4,456.75 |
4,411.00 |
|
R1 |
4,430.00 |
4,430.00 |
4,407.00 |
4,422.50 |
PP |
4,414.75 |
4,414.75 |
4,414.75 |
4,411.00 |
S1 |
4,388.00 |
4,388.00 |
4,399.50 |
4,380.50 |
S2 |
4,372.75 |
4,372.75 |
4,395.50 |
|
S3 |
4,330.75 |
4,346.00 |
4,391.75 |
|
S4 |
4,288.75 |
4,304.00 |
4,380.25 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.50 |
4,768.75 |
4,498.00 |
|
R3 |
4,668.00 |
4,617.25 |
4,456.50 |
|
R2 |
4,516.50 |
4,516.50 |
4,442.50 |
|
R1 |
4,465.75 |
4,465.75 |
4,428.75 |
4,491.00 |
PP |
4,365.00 |
4,365.00 |
4,365.00 |
4,377.75 |
S1 |
4,314.25 |
4,314.25 |
4,400.75 |
4,339.50 |
S2 |
4,213.50 |
4,213.50 |
4,387.00 |
|
S3 |
4,062.00 |
4,162.75 |
4,373.00 |
|
S4 |
3,910.50 |
4,011.25 |
4,331.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,441.50 |
4,327.50 |
114.00 |
2.6% |
43.00 |
1.0% |
66% |
True |
False |
179,434 |
10 |
4,441.50 |
4,259.00 |
182.50 |
4.1% |
53.25 |
1.2% |
79% |
True |
False |
195,849 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.8% |
55.00 |
1.2% |
68% |
False |
False |
222,018 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
46.25 |
1.1% |
66% |
False |
False |
122,775 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
51.00 |
1.2% |
83% |
False |
False |
81,863 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
51.00 |
1.2% |
83% |
False |
False |
61,404 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
44.25 |
1.0% |
83% |
False |
False |
49,124 |
120 |
4,476.50 |
3,847.25 |
629.25 |
14.3% |
38.25 |
0.9% |
88% |
False |
False |
40,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,620.00 |
2.618 |
4,551.50 |
1.618 |
4,509.50 |
1.000 |
4,483.50 |
0.618 |
4,467.50 |
HIGH |
4,441.50 |
0.618 |
4,425.50 |
0.500 |
4,420.50 |
0.382 |
4,415.50 |
LOW |
4,399.50 |
0.618 |
4,373.50 |
1.000 |
4,357.50 |
1.618 |
4,331.50 |
2.618 |
4,289.50 |
4.250 |
4,221.00 |
|
|
Fisher Pivots for day following 13-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,420.50 |
4,401.25 |
PP |
4,414.75 |
4,399.25 |
S1 |
4,409.00 |
4,397.00 |
|