Trading Metrics calculated at close of trading on 07-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,212.6 |
1,214.7 |
2.1 |
0.2% |
1,198.6 |
High |
1,224.5 |
1,215.9 |
-8.6 |
-0.7% |
1,208.7 |
Low |
1,212.6 |
1,207.5 |
-5.1 |
-0.4% |
1,178.2 |
Close |
1,218.6 |
1,210.6 |
-8.0 |
-0.7% |
1,200.9 |
Range |
11.9 |
8.4 |
-3.5 |
-29.4% |
30.5 |
ATR |
18.3 |
17.8 |
-0.5 |
-2.8% |
0.0 |
Volume |
106,008 |
85,860 |
-20,148 |
-19.0% |
397,551 |
|
Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.5 |
1,232.0 |
1,215.2 |
|
R3 |
1,228.1 |
1,223.6 |
1,212.9 |
|
R2 |
1,219.7 |
1,219.7 |
1,212.1 |
|
R1 |
1,215.2 |
1,215.2 |
1,211.4 |
1,213.3 |
PP |
1,211.3 |
1,211.3 |
1,211.3 |
1,210.4 |
S1 |
1,206.8 |
1,206.8 |
1,209.8 |
1,204.9 |
S2 |
1,202.9 |
1,202.9 |
1,209.1 |
|
S3 |
1,194.5 |
1,198.4 |
1,208.3 |
|
S4 |
1,186.1 |
1,190.0 |
1,206.0 |
|
|
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% |
14.7 |
1.2% |
70% |
False |
False |
91,594 |
10 |
1,224.5 |
1,178.2 |
46.3 |
3.8% |
15.4 |
1.3% |
70% |
False |
False |
97,434 |
20 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
16.2 |
1.3% |
83% |
False |
False |
61,338 |
40 |
1,246.5 |
1,142.4 |
104.1 |
8.6% |
16.4 |
1.4% |
66% |
False |
False |
33,469 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.6 |
1.5% |
41% |
False |
False |
23,896 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.7 |
1.5% |
41% |
False |
False |
18,522 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.5 |
1.6% |
41% |
False |
False |
15,512 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
18.9 |
1.6% |
44% |
False |
False |
13,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,251.6 |
2.618 |
1,237.9 |
1.618 |
1,229.5 |
1.000 |
1,224.3 |
0.618 |
1,221.1 |
HIGH |
1,215.9 |
0.618 |
1,212.7 |
0.500 |
1,211.7 |
0.382 |
1,210.7 |
LOW |
1,207.5 |
0.618 |
1,202.3 |
1.000 |
1,199.1 |
1.618 |
1,193.9 |
2.618 |
1,185.5 |
4.250 |
1,171.8 |
|
|
Fisher Pivots for day following 07-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,211.7 |
1,210.3 |
PP |
1,211.3 |
1,210.0 |
S1 |
1,211.0 |
1,209.7 |
|