Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,204.3 |
1,212.6 |
8.3 |
0.7% |
1,198.6 |
High |
1,207.4 |
1,224.5 |
17.1 |
1.4% |
1,208.7 |
Low |
1,194.8 |
1,212.6 |
17.8 |
1.5% |
1,178.2 |
Close |
1,200.9 |
1,218.6 |
17.7 |
1.5% |
1,200.9 |
Range |
12.6 |
11.9 |
-0.7 |
-5.6% |
30.5 |
ATR |
17.9 |
18.3 |
0.4 |
2.3% |
0.0 |
Volume |
0 |
106,008 |
106,008 |
|
397,551 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.3 |
1,248.3 |
1,225.1 |
|
R3 |
1,242.4 |
1,236.4 |
1,221.9 |
|
R2 |
1,230.5 |
1,230.5 |
1,220.8 |
|
R1 |
1,224.5 |
1,224.5 |
1,219.7 |
1,227.5 |
PP |
1,218.6 |
1,218.6 |
1,218.6 |
1,220.1 |
S1 |
1,212.6 |
1,212.6 |
1,217.5 |
1,215.6 |
S2 |
1,206.7 |
1,206.7 |
1,216.4 |
|
S3 |
1,194.8 |
1,200.7 |
1,215.3 |
|
S4 |
1,182.9 |
1,188.8 |
1,212.1 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.4 |
1,274.7 |
1,217.7 |
|
R3 |
1,256.9 |
1,244.2 |
1,209.3 |
|
R2 |
1,226.4 |
1,226.4 |
1,206.5 |
|
R1 |
1,213.7 |
1,213.7 |
1,203.7 |
1,220.1 |
PP |
1,195.9 |
1,195.9 |
1,195.9 |
1,199.1 |
S1 |
1,183.2 |
1,183.2 |
1,198.1 |
1,189.6 |
S2 |
1,165.4 |
1,165.4 |
1,195.3 |
|
S3 |
1,134.9 |
1,152.7 |
1,192.5 |
|
S4 |
1,104.4 |
1,122.2 |
1,184.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.5 |
1,178.2 |
46.3 |
3.8% |
16.5 |
1.4% |
87% |
True |
False |
100,711 |
10 |
1,224.5 |
1,178.2 |
46.3 |
3.8% |
15.7 |
1.3% |
87% |
True |
False |
93,955 |
20 |
1,224.5 |
1,142.4 |
82.1 |
6.7% |
16.3 |
1.3% |
93% |
True |
False |
57,820 |
40 |
1,269.4 |
1,142.4 |
127.0 |
10.4% |
17.2 |
1.4% |
60% |
False |
False |
31,407 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
18.7 |
1.5% |
46% |
False |
False |
22,508 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
19.1 |
1.6% |
46% |
False |
False |
17,481 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
19.7 |
1.6% |
46% |
False |
False |
14,686 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
18.9 |
1.6% |
48% |
False |
False |
12,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.1 |
2.618 |
1,255.7 |
1.618 |
1,243.8 |
1.000 |
1,236.4 |
0.618 |
1,231.9 |
HIGH |
1,224.5 |
0.618 |
1,220.0 |
0.500 |
1,218.6 |
0.382 |
1,217.1 |
LOW |
1,212.6 |
0.618 |
1,205.2 |
1.000 |
1,200.7 |
1.618 |
1,193.3 |
2.618 |
1,181.4 |
4.250 |
1,162.0 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,218.6 |
1,213.2 |
PP |
1,218.6 |
1,207.9 |
S1 |
1,218.6 |
1,202.5 |
|