Trading Metrics calculated at close of trading on 10-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,202.6 |
1,193.8 |
-8.8 |
-0.7% |
1,212.6 |
High |
1,203.3 |
1,210.6 |
7.3 |
0.6% |
1,224.5 |
Low |
1,192.4 |
1,192.9 |
0.5 |
0.0% |
1,192.4 |
Close |
1,193.6 |
1,204.6 |
11.0 |
0.9% |
1,204.6 |
Range |
10.9 |
17.7 |
6.8 |
62.4% |
32.1 |
ATR |
17.1 |
17.1 |
0.0 |
0.2% |
0.0 |
Volume |
110,164 |
124,843 |
14,679 |
13.3% |
543,192 |
|
Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.8 |
1,247.9 |
1,214.3 |
|
R3 |
1,238.1 |
1,230.2 |
1,209.5 |
|
R2 |
1,220.4 |
1,220.4 |
1,207.8 |
|
R1 |
1,212.5 |
1,212.5 |
1,206.2 |
1,216.5 |
PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,204.7 |
S1 |
1,194.8 |
1,194.8 |
1,203.0 |
1,198.8 |
S2 |
1,185.0 |
1,185.0 |
1,201.4 |
|
S3 |
1,167.3 |
1,177.1 |
1,199.7 |
|
S4 |
1,149.6 |
1,159.4 |
1,194.9 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.5 |
1,286.1 |
1,222.3 |
|
R3 |
1,271.4 |
1,254.0 |
1,213.4 |
|
R2 |
1,239.3 |
1,239.3 |
1,210.5 |
|
R1 |
1,221.9 |
1,221.9 |
1,207.5 |
1,214.6 |
PP |
1,207.2 |
1,207.2 |
1,207.2 |
1,203.5 |
S1 |
1,189.8 |
1,189.8 |
1,201.7 |
1,182.5 |
S2 |
1,175.1 |
1,175.1 |
1,198.7 |
|
S3 |
1,143.0 |
1,157.7 |
1,195.8 |
|
S4 |
1,110.9 |
1,125.6 |
1,186.9 |
|
|
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% |
12.8 |
1.1% |
38% |
False |
False |
108,638 |
10 |
1,224.5 |
1,178.2 |
46.3 |
3.8% |
14.9 |
1.2% |
57% |
False |
False |
107,498 |
20 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
15.9 |
1.3% |
76% |
False |
False |
75,091 |
40 |
1,236.0 |
1,142.4 |
93.6 |
7.8% |
16.4 |
1.4% |
66% |
False |
False |
42,001 |
60 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.6 |
1.5% |
37% |
False |
False |
29,604 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.7 |
1.6% |
37% |
False |
False |
22,784 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.4 |
1.6% |
37% |
False |
False |
18,917 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.0 |
1.6% |
40% |
False |
False |
16,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.8 |
2.618 |
1,256.9 |
1.618 |
1,239.2 |
1.000 |
1,228.3 |
0.618 |
1,221.5 |
HIGH |
1,210.6 |
0.618 |
1,203.8 |
0.500 |
1,201.8 |
0.382 |
1,199.7 |
LOW |
1,192.9 |
0.618 |
1,182.0 |
1.000 |
1,175.2 |
1.618 |
1,164.3 |
2.618 |
1,146.6 |
4.250 |
1,117.7 |
|
|
Fisher Pivots for day following 10-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.7 |
1,203.9 |
PP |
1,202.7 |
1,203.2 |
S1 |
1,201.8 |
1,202.5 |
|