Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,200.2 |
1,205.7 |
5.5 |
0.5% |
1,208.1 |
High |
1,206.0 |
1,206.9 |
0.9 |
0.1% |
1,208.5 |
Low |
1,200.2 |
1,191.0 |
-9.2 |
-0.8% |
1,184.1 |
Close |
1,202.9 |
1,193.5 |
-9.4 |
-0.8% |
1,202.9 |
Range |
5.8 |
15.9 |
10.1 |
174.1% |
24.4 |
ATR |
15.5 |
15.6 |
0.0 |
0.2% |
0.0 |
Volume |
21 |
67 |
46 |
219.0% |
1,386 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.8 |
1,235.1 |
1,202.2 |
|
R3 |
1,228.9 |
1,219.2 |
1,197.9 |
|
R2 |
1,213.0 |
1,213.0 |
1,196.4 |
|
R1 |
1,203.3 |
1,203.3 |
1,195.0 |
1,200.2 |
PP |
1,197.1 |
1,197.1 |
1,197.1 |
1,195.6 |
S1 |
1,187.4 |
1,187.4 |
1,192.0 |
1,184.3 |
S2 |
1,181.2 |
1,181.2 |
1,190.6 |
|
S3 |
1,165.3 |
1,171.5 |
1,189.1 |
|
S4 |
1,149.4 |
1,155.6 |
1,184.8 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.7 |
1,261.7 |
1,216.3 |
|
R3 |
1,247.3 |
1,237.3 |
1,209.6 |
|
R2 |
1,222.9 |
1,222.9 |
1,207.4 |
|
R1 |
1,212.9 |
1,212.9 |
1,205.1 |
1,205.7 |
PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,194.9 |
S1 |
1,188.5 |
1,188.5 |
1,200.7 |
1,181.3 |
S2 |
1,174.1 |
1,174.1 |
1,198.4 |
|
S3 |
1,149.7 |
1,164.1 |
1,196.2 |
|
S4 |
1,125.3 |
1,139.7 |
1,189.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.5 |
1,184.1 |
24.4 |
2.0% |
13.3 |
1.1% |
39% |
False |
False |
205 |
10 |
1,214.8 |
1,184.1 |
30.7 |
2.6% |
12.0 |
1.0% |
31% |
False |
False |
281 |
20 |
1,224.2 |
1,178.2 |
46.0 |
3.9% |
13.8 |
1.2% |
33% |
False |
False |
48,760 |
40 |
1,224.2 |
1,141.6 |
82.6 |
6.9% |
15.6 |
1.3% |
63% |
False |
False |
96,213 |
60 |
1,303.0 |
1,141.6 |
161.4 |
13.5% |
17.5 |
1.5% |
32% |
False |
False |
106,551 |
80 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
18.4 |
1.5% |
31% |
False |
False |
83,435 |
100 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
19.3 |
1.6% |
31% |
False |
False |
67,685 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
19.5 |
1.6% |
35% |
False |
False |
56,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.5 |
2.618 |
1,248.5 |
1.618 |
1,232.6 |
1.000 |
1,222.8 |
0.618 |
1,216.7 |
HIGH |
1,206.9 |
0.618 |
1,200.8 |
0.500 |
1,199.0 |
0.382 |
1,197.1 |
LOW |
1,191.0 |
0.618 |
1,181.2 |
1.000 |
1,175.1 |
1.618 |
1,165.3 |
2.618 |
1,149.4 |
4.250 |
1,123.4 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,199.0 |
1,199.8 |
PP |
1,197.1 |
1,197.7 |
S1 |
1,195.3 |
1,195.6 |
|