Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
18,056.42 |
18,097.89 |
41.47 |
0.2% |
17,841.18 |
High |
18,108.87 |
18,175.56 |
66.69 |
0.4% |
18,133.03 |
Low |
18,009.08 |
18,024.66 |
15.58 |
0.1% |
17,841.18 |
Close |
18,080.14 |
18,037.97 |
-42.17 |
-0.2% |
18,080.14 |
Range |
99.79 |
150.90 |
51.11 |
51.2% |
291.85 |
ATR |
180.63 |
178.51 |
-2.12 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,532.10 |
18,435.93 |
18,120.97 |
|
R3 |
18,381.20 |
18,285.03 |
18,079.47 |
|
R2 |
18,230.30 |
18,230.30 |
18,065.64 |
|
R1 |
18,134.13 |
18,134.13 |
18,051.80 |
18,106.77 |
PP |
18,079.40 |
18,079.40 |
18,079.40 |
18,065.71 |
S1 |
17,983.23 |
17,983.23 |
18,024.14 |
17,955.87 |
S2 |
17,928.50 |
17,928.50 |
18,010.31 |
|
S3 |
17,777.60 |
17,832.33 |
17,996.47 |
|
S4 |
17,626.70 |
17,681.43 |
17,954.98 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,893.67 |
18,778.75 |
18,240.66 |
|
R3 |
18,601.82 |
18,486.90 |
18,160.40 |
|
R2 |
18,309.97 |
18,309.97 |
18,133.65 |
|
R1 |
18,195.05 |
18,195.05 |
18,106.89 |
18,252.51 |
PP |
18,018.12 |
18,018.12 |
18,018.12 |
18,046.85 |
S1 |
17,903.20 |
17,903.20 |
18,053.39 |
17,960.66 |
S2 |
17,726.27 |
17,726.27 |
18,026.63 |
|
S3 |
17,434.42 |
17,611.35 |
17,999.88 |
|
S4 |
17,142.57 |
17,319.50 |
17,919.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,175.56 |
17,887.76 |
287.80 |
1.6% |
153.06 |
0.8% |
52% |
True |
False |
|
10 |
18,175.56 |
17,748.53 |
427.03 |
2.4% |
176.07 |
1.0% |
68% |
True |
False |
|
20 |
18,175.56 |
17,585.01 |
590.55 |
3.3% |
177.26 |
1.0% |
77% |
True |
False |
|
40 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
189.68 |
1.1% |
65% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
177.73 |
1.0% |
80% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
200.77 |
1.1% |
80% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
196.63 |
1.1% |
80% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
178.68 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,816.89 |
2.618 |
18,570.62 |
1.618 |
18,419.72 |
1.000 |
18,326.46 |
0.618 |
18,268.82 |
HIGH |
18,175.56 |
0.618 |
18,117.92 |
0.500 |
18,100.11 |
0.382 |
18,082.30 |
LOW |
18,024.66 |
0.618 |
17,931.40 |
1.000 |
17,873.76 |
1.618 |
17,780.50 |
2.618 |
17,629.60 |
4.250 |
17,383.34 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
18,100.11 |
18,071.17 |
PP |
18,079.40 |
18,060.10 |
S1 |
18,058.68 |
18,049.04 |
|