Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,619.0 |
3,655.0 |
36.0 |
1.0% |
3,750.0 |
High |
3,654.0 |
3,694.0 |
40.0 |
1.1% |
3,769.0 |
Low |
3,608.0 |
3,643.0 |
35.0 |
1.0% |
3,591.0 |
Close |
3,650.0 |
3,659.0 |
9.0 |
0.2% |
3,604.0 |
Range |
46.0 |
51.0 |
5.0 |
10.9% |
178.0 |
ATR |
56.1 |
55.7 |
-0.4 |
-0.6% |
0.0 |
Volume |
1,048,165 |
973,572 |
-74,593 |
-7.1% |
5,704,722 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,818.3 |
3,789.7 |
3,687.1 |
|
R3 |
3,767.3 |
3,738.7 |
3,673.0 |
|
R2 |
3,716.3 |
3,716.3 |
3,668.4 |
|
R1 |
3,687.7 |
3,687.7 |
3,663.7 |
3,702.0 |
PP |
3,665.3 |
3,665.3 |
3,665.3 |
3,672.5 |
S1 |
3,636.7 |
3,636.7 |
3,654.3 |
3,651.0 |
S2 |
3,614.3 |
3,614.3 |
3,649.7 |
|
S3 |
3,563.3 |
3,585.7 |
3,645.0 |
|
S4 |
3,512.3 |
3,534.7 |
3,631.0 |
|
|
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 |
3,753.0 |
3,591.0 |
162.0 |
4.4% |
58.4 |
1.6% |
42% |
False |
False |
1,165,453 |
10 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
50.6 |
1.4% |
38% |
False |
False |
1,010,295 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.1% |
53.1 |
1.4% |
51% |
False |
False |
999,010 |
40 |
3,769.0 |
3,381.0 |
388.0 |
10.6% |
50.3 |
1.4% |
72% |
False |
False |
705,414 |
60 |
3,769.0 |
3,235.0 |
534.0 |
14.6% |
52.4 |
1.4% |
79% |
False |
False |
470,732 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.4% |
57.0 |
1.6% |
87% |
False |
False |
353,343 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
55.1 |
1.5% |
88% |
False |
False |
282,770 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
50.7 |
1.4% |
88% |
False |
False |
235,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,910.8 |
2.618 |
3,827.5 |
1.618 |
3,776.5 |
1.000 |
3,745.0 |
0.618 |
3,725.5 |
HIGH |
3,694.0 |
0.618 |
3,674.5 |
0.500 |
3,668.5 |
0.382 |
3,662.5 |
LOW |
3,643.0 |
0.618 |
3,611.5 |
1.000 |
3,592.0 |
1.618 |
3,560.5 |
2.618 |
3,509.5 |
4.250 |
3,426.3 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,668.5 |
3,653.5 |
PP |
3,665.3 |
3,648.0 |
S1 |
3,662.2 |
3,642.5 |
|