Trading Metrics calculated at close of trading on 14-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,415.00 |
4,405.50 |
-9.50 |
-0.2% |
4,265.00 |
High |
4,441.50 |
4,414.50 |
-27.00 |
-0.6% |
4,416.00 |
Low |
4,399.50 |
4,366.75 |
-32.75 |
-0.7% |
4,264.50 |
Close |
4,403.25 |
4,397.75 |
-5.50 |
-0.1% |
4,414.75 |
Range |
42.00 |
47.75 |
5.75 |
13.7% |
151.50 |
ATR |
51.36 |
51.10 |
-0.26 |
-0.5% |
0.00 |
Volume |
171,930 |
220,750 |
48,820 |
28.4% |
879,269 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.25 |
4,514.75 |
4,424.00 |
|
R3 |
4,488.50 |
4,467.00 |
4,411.00 |
|
R2 |
4,440.75 |
4,440.75 |
4,406.50 |
|
R1 |
4,419.25 |
4,419.25 |
4,402.25 |
4,406.00 |
PP |
4,393.00 |
4,393.00 |
4,393.00 |
4,386.50 |
S1 |
4,371.50 |
4,371.50 |
4,393.25 |
4,358.50 |
S2 |
4,345.25 |
4,345.25 |
4,389.00 |
|
S3 |
4,297.50 |
4,323.75 |
4,384.50 |
|
S4 |
4,249.75 |
4,276.00 |
4,371.50 |
|
|
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% |
44.00 |
1.0% |
62% |
False |
False |
189,246 |
10 |
4,441.50 |
4,259.00 |
182.50 |
4.1% |
51.50 |
1.2% |
76% |
False |
False |
197,722 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.8% |
53.75 |
1.2% |
65% |
False |
False |
220,757 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
46.50 |
1.1% |
64% |
False |
False |
128,292 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.50 |
1.1% |
82% |
False |
False |
85,541 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.25 |
1.1% |
82% |
False |
False |
64,163 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
44.75 |
1.0% |
82% |
False |
False |
51,331 |
120 |
4,476.50 |
3,925.00 |
551.50 |
12.5% |
38.75 |
0.9% |
86% |
False |
False |
42,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.50 |
2.618 |
4,539.50 |
1.618 |
4,491.75 |
1.000 |
4,462.25 |
0.618 |
4,444.00 |
HIGH |
4,414.50 |
0.618 |
4,396.25 |
0.500 |
4,390.50 |
0.382 |
4,385.00 |
LOW |
4,366.75 |
0.618 |
4,337.25 |
1.000 |
4,319.00 |
1.618 |
4,289.50 |
2.618 |
4,241.75 |
4.250 |
4,163.75 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,395.50 |
4,404.00 |
PP |
4,393.00 |
4,402.00 |
S1 |
4,390.50 |
4,400.00 |
|