Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
18,033.33 |
17,859.27 |
-174.06 |
-1.0% |
18,097.89 |
High |
18,033.33 |
18,028.89 |
-4.44 |
0.0% |
18,175.56 |
Low |
17,774.89 |
17,859.27 |
84.38 |
0.5% |
17,774.89 |
Close |
17,840.52 |
18,024.06 |
183.54 |
1.0% |
18,024.06 |
Range |
258.44 |
169.62 |
-88.82 |
-34.4% |
400.67 |
ATR |
184.38 |
184.66 |
0.29 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,479.60 |
18,421.45 |
18,117.35 |
|
R3 |
18,309.98 |
18,251.83 |
18,070.71 |
|
R2 |
18,140.36 |
18,140.36 |
18,055.16 |
|
R1 |
18,082.21 |
18,082.21 |
18,039.61 |
18,111.29 |
PP |
17,970.74 |
17,970.74 |
17,970.74 |
17,985.28 |
S1 |
17,912.59 |
17,912.59 |
18,008.51 |
17,941.67 |
S2 |
17,801.12 |
17,801.12 |
17,992.96 |
|
S3 |
17,631.50 |
17,742.97 |
17,977.41 |
|
S4 |
17,461.88 |
17,573.35 |
17,930.77 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,193.51 |
19,009.46 |
18,244.43 |
|
R3 |
18,792.84 |
18,608.79 |
18,134.24 |
|
R2 |
18,392.17 |
18,392.17 |
18,097.52 |
|
R1 |
18,208.12 |
18,208.12 |
18,060.79 |
18,099.81 |
PP |
17,991.50 |
17,991.50 |
17,991.50 |
17,937.35 |
S1 |
17,807.45 |
17,807.45 |
17,987.33 |
17,699.14 |
S2 |
17,590.83 |
17,590.83 |
17,950.60 |
|
S3 |
17,190.16 |
17,406.78 |
17,913.88 |
|
S4 |
16,789.49 |
17,006.11 |
17,803.69 |
|
|
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 |
17,774.89 |
400.67 |
2.2% |
184.80 |
1.0% |
62% |
False |
False |
|
10 |
18,175.56 |
17,774.89 |
400.67 |
2.2% |
178.94 |
1.0% |
62% |
False |
False |
|
20 |
18,175.56 |
17,646.80 |
528.76 |
2.9% |
175.49 |
1.0% |
71% |
False |
False |
|
40 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
195.07 |
1.1% |
71% |
False |
False |
|
60 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
172.74 |
1.0% |
63% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
196.60 |
1.1% |
79% |
False |
False |
|
100 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
200.39 |
1.1% |
79% |
False |
False |
|
120 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
181.70 |
1.0% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,749.78 |
2.618 |
18,472.96 |
1.618 |
18,303.34 |
1.000 |
18,198.51 |
0.618 |
18,133.72 |
HIGH |
18,028.89 |
0.618 |
17,964.10 |
0.500 |
17,944.08 |
0.382 |
17,924.06 |
LOW |
17,859.27 |
0.618 |
17,754.44 |
1.000 |
17,689.65 |
1.618 |
17,584.82 |
2.618 |
17,415.20 |
4.250 |
17,138.39 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,997.40 |
17,994.60 |
PP |
17,970.74 |
17,965.14 |
S1 |
17,944.08 |
17,935.68 |
|