Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,733.0 |
3,686.0 |
-47.0 |
-1.3% |
3,750.0 |
High |
3,737.0 |
3,693.0 |
-44.0 |
-1.2% |
3,769.0 |
Low |
3,677.0 |
3,591.0 |
-86.0 |
-2.3% |
3,591.0 |
Close |
3,686.0 |
3,604.0 |
-82.0 |
-2.2% |
3,604.0 |
Range |
60.0 |
102.0 |
42.0 |
70.0% |
178.0 |
ATR |
53.0 |
56.5 |
3.5 |
6.6% |
0.0 |
Volume |
1,698,262 |
886,105 |
-812,157 |
-47.8% |
5,704,722 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.3 |
3,871.7 |
3,660.1 |
|
R3 |
3,833.3 |
3,769.7 |
3,632.1 |
|
R2 |
3,731.3 |
3,731.3 |
3,622.7 |
|
R1 |
3,667.7 |
3,667.7 |
3,613.4 |
3,648.5 |
PP |
3,629.3 |
3,629.3 |
3,629.3 |
3,619.8 |
S1 |
3,565.7 |
3,565.7 |
3,594.7 |
3,546.5 |
S2 |
3,527.3 |
3,527.3 |
3,585.3 |
|
S3 |
3,425.3 |
3,463.7 |
3,576.0 |
|
S4 |
3,323.3 |
3,361.7 |
3,547.9 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,188.7 |
4,074.3 |
3,701.9 |
|
R3 |
4,010.7 |
3,896.3 |
3,653.0 |
|
R2 |
3,832.7 |
3,832.7 |
3,636.6 |
|
R1 |
3,718.3 |
3,718.3 |
3,620.3 |
3,686.5 |
PP |
3,654.7 |
3,654.7 |
3,654.7 |
3,638.8 |
S1 |
3,540.3 |
3,540.3 |
3,587.7 |
3,508.5 |
S2 |
3,476.7 |
3,476.7 |
3,571.4 |
|
S3 |
3,298.7 |
3,362.3 |
3,555.1 |
|
S4 |
3,120.7 |
3,184.3 |
3,506.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
57.6 |
1.6% |
7% |
False |
True |
1,140,944 |
10 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
50.7 |
1.4% |
7% |
False |
True |
953,797 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.2% |
53.4 |
1.5% |
27% |
False |
False |
1,020,704 |
40 |
3,769.0 |
3,366.0 |
403.0 |
11.2% |
49.9 |
1.4% |
59% |
False |
False |
654,995 |
60 |
3,769.0 |
3,137.0 |
632.0 |
17.5% |
53.5 |
1.5% |
74% |
False |
False |
437,099 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.8% |
57.6 |
1.6% |
81% |
False |
False |
328,094 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.6% |
54.6 |
1.5% |
82% |
False |
False |
262,553 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.6% |
50.6 |
1.4% |
82% |
False |
False |
218,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,126.5 |
2.618 |
3,960.0 |
1.618 |
3,858.0 |
1.000 |
3,795.0 |
0.618 |
3,756.0 |
HIGH |
3,693.0 |
0.618 |
3,654.0 |
0.500 |
3,642.0 |
0.382 |
3,630.0 |
LOW |
3,591.0 |
0.618 |
3,528.0 |
1.000 |
3,489.0 |
1.618 |
3,426.0 |
2.618 |
3,324.0 |
4.250 |
3,157.5 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,642.0 |
3,672.0 |
PP |
3,629.3 |
3,649.3 |
S1 |
3,616.7 |
3,626.7 |
|