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 |
1,207.2 |
1,198.8 |
-8.4 |
-0.7% |
1,212.6 |
High |
1,209.3 |
1,201.3 |
-8.0 |
-0.7% |
1,224.5 |
Low |
1,196.1 |
1,183.5 |
-12.6 |
-1.1% |
1,192.4 |
Close |
1,199.3 |
1,192.6 |
-6.7 |
-0.6% |
1,204.6 |
Range |
13.2 |
17.8 |
4.6 |
34.8% |
32.1 |
ATR |
16.9 |
16.9 |
0.1 |
0.4% |
0.0 |
Volume |
109,553 |
161,058 |
51,505 |
47.0% |
543,192 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.9 |
1,237.0 |
1,202.4 |
|
R3 |
1,228.1 |
1,219.2 |
1,197.5 |
|
R2 |
1,210.3 |
1,210.3 |
1,195.9 |
|
R1 |
1,201.4 |
1,201.4 |
1,194.2 |
1,197.0 |
PP |
1,192.5 |
1,192.5 |
1,192.5 |
1,190.2 |
S1 |
1,183.6 |
1,183.6 |
1,191.0 |
1,179.2 |
S2 |
1,174.7 |
1,174.7 |
1,189.3 |
|
S3 |
1,156.9 |
1,165.8 |
1,187.7 |
|
S4 |
1,139.1 |
1,148.0 |
1,182.8 |
|
|
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 |
1,212.5 |
1,183.5 |
29.0 |
2.4% |
14.9 |
1.3% |
31% |
False |
True |
124,387 |
10 |
1,224.5 |
1,178.2 |
46.3 |
3.9% |
14.8 |
1.2% |
31% |
False |
False |
107,990 |
20 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.2 |
1.4% |
61% |
False |
False |
86,606 |
40 |
1,236.0 |
1,142.4 |
93.6 |
7.8% |
16.5 |
1.4% |
54% |
False |
False |
48,616 |
60 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.1 |
1.5% |
30% |
False |
False |
33,950 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.3 |
1.5% |
30% |
False |
False |
26,112 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
19.2 |
1.6% |
30% |
False |
False |
21,545 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
19.1 |
1.6% |
33% |
False |
False |
18,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.0 |
2.618 |
1,247.9 |
1.618 |
1,230.1 |
1.000 |
1,219.1 |
0.618 |
1,212.3 |
HIGH |
1,201.3 |
0.618 |
1,194.5 |
0.500 |
1,192.4 |
0.382 |
1,190.3 |
LOW |
1,183.5 |
0.618 |
1,172.5 |
1.000 |
1,165.7 |
1.618 |
1,154.7 |
2.618 |
1,136.9 |
4.250 |
1,107.9 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,192.5 |
1,197.1 |
PP |
1,192.5 |
1,195.6 |
S1 |
1,192.4 |
1,194.1 |
|