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 |
3,686.0 |
3,619.0 |
-67.0 |
-1.8% |
3,750.0 |
High |
3,693.0 |
3,654.0 |
-39.0 |
-1.1% |
3,769.0 |
Low |
3,591.0 |
3,608.0 |
17.0 |
0.5% |
3,591.0 |
Close |
3,604.0 |
3,650.0 |
46.0 |
1.3% |
3,604.0 |
Range |
102.0 |
46.0 |
-56.0 |
-54.9% |
178.0 |
ATR |
56.5 |
56.1 |
-0.5 |
-0.8% |
0.0 |
Volume |
886,105 |
1,048,165 |
162,060 |
18.3% |
5,704,722 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,775.3 |
3,758.7 |
3,675.3 |
|
R3 |
3,729.3 |
3,712.7 |
3,662.7 |
|
R2 |
3,683.3 |
3,683.3 |
3,658.4 |
|
R1 |
3,666.7 |
3,666.7 |
3,654.2 |
3,675.0 |
PP |
3,637.3 |
3,637.3 |
3,637.3 |
3,641.5 |
S1 |
3,620.7 |
3,620.7 |
3,645.8 |
3,629.0 |
S2 |
3,591.3 |
3,591.3 |
3,641.6 |
|
S3 |
3,545.3 |
3,574.7 |
3,637.4 |
|
S4 |
3,499.3 |
3,528.7 |
3,624.7 |
|
|
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 |
3,758.0 |
3,591.0 |
167.0 |
4.6% |
59.8 |
1.6% |
35% |
False |
False |
1,125,662 |
10 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
47.5 |
1.3% |
33% |
False |
False |
997,354 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.2% |
52.8 |
1.4% |
47% |
False |
False |
1,015,348 |
40 |
3,769.0 |
3,366.0 |
403.0 |
11.0% |
50.4 |
1.4% |
70% |
False |
False |
681,097 |
60 |
3,769.0 |
3,187.0 |
582.0 |
15.9% |
53.3 |
1.5% |
80% |
False |
False |
454,511 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.5% |
57.2 |
1.6% |
86% |
False |
False |
341,174 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
54.9 |
1.5% |
87% |
False |
False |
273,035 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
50.8 |
1.4% |
87% |
False |
False |
227,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,849.5 |
2.618 |
3,774.4 |
1.618 |
3,728.4 |
1.000 |
3,700.0 |
0.618 |
3,682.4 |
HIGH |
3,654.0 |
0.618 |
3,636.4 |
0.500 |
3,631.0 |
0.382 |
3,625.6 |
LOW |
3,608.0 |
0.618 |
3,579.6 |
1.000 |
3,562.0 |
1.618 |
3,533.6 |
2.618 |
3,487.6 |
4.250 |
3,412.5 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,643.7 |
3,664.0 |
PP |
3,637.3 |
3,659.3 |
S1 |
3,631.0 |
3,654.7 |
|