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 |
1,208.7 |
1,202.6 |
-6.1 |
-0.5% |
1,198.6 |
High |
1,212.5 |
1,203.3 |
-9.2 |
-0.8% |
1,208.7 |
Low |
1,197.4 |
1,192.4 |
-5.0 |
-0.4% |
1,178.2 |
Close |
1,203.1 |
1,193.6 |
-9.5 |
-0.8% |
1,200.9 |
Range |
15.1 |
10.9 |
-4.2 |
-27.8% |
30.5 |
ATR |
17.6 |
17.1 |
-0.5 |
-2.7% |
0.0 |
Volume |
116,317 |
110,164 |
-6,153 |
-5.3% |
397,551 |
|
Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.1 |
1,222.3 |
1,199.6 |
|
R3 |
1,218.2 |
1,211.4 |
1,196.6 |
|
R2 |
1,207.3 |
1,207.3 |
1,195.6 |
|
R1 |
1,200.5 |
1,200.5 |
1,194.6 |
1,198.5 |
PP |
1,196.4 |
1,196.4 |
1,196.4 |
1,195.4 |
S1 |
1,189.6 |
1,189.6 |
1,192.6 |
1,187.6 |
S2 |
1,185.5 |
1,185.5 |
1,191.6 |
|
S3 |
1,174.6 |
1,178.7 |
1,190.6 |
|
S4 |
1,163.7 |
1,167.8 |
1,187.6 |
|
|
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 |
1,192.4 |
32.1 |
2.7% |
11.8 |
1.0% |
4% |
False |
True |
83,669 |
10 |
1,224.5 |
1,178.2 |
46.3 |
3.9% |
15.7 |
1.3% |
33% |
False |
False |
106,285 |
20 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
15.9 |
1.3% |
62% |
False |
False |
70,268 |
40 |
1,239.0 |
1,142.4 |
96.6 |
8.1% |
16.4 |
1.4% |
53% |
False |
False |
38,955 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.6 |
1.6% |
31% |
False |
False |
27,565 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.7 |
1.6% |
31% |
False |
False |
21,252 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
19.4 |
1.6% |
31% |
False |
False |
17,716 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
18.9 |
1.6% |
34% |
False |
False |
15,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,249.6 |
2.618 |
1,231.8 |
1.618 |
1,220.9 |
1.000 |
1,214.2 |
0.618 |
1,210.0 |
HIGH |
1,203.3 |
0.618 |
1,199.1 |
0.500 |
1,197.9 |
0.382 |
1,196.6 |
LOW |
1,192.4 |
0.618 |
1,185.7 |
1.000 |
1,181.5 |
1.618 |
1,174.8 |
2.618 |
1,163.9 |
4.250 |
1,146.1 |
|
|
Fisher Pivots for day following 09-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,197.9 |
1,204.2 |
PP |
1,196.4 |
1,200.6 |
S1 |
1,195.0 |
1,197.1 |
|