Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,655.0 |
3,666.0 |
11.0 |
0.3% |
3,750.0 |
High |
3,694.0 |
3,688.0 |
-6.0 |
-0.2% |
3,769.0 |
Low |
3,643.0 |
3,621.0 |
-22.0 |
-0.6% |
3,591.0 |
Close |
3,659.0 |
3,662.0 |
3.0 |
0.1% |
3,604.0 |
Range |
51.0 |
67.0 |
16.0 |
31.4% |
178.0 |
ATR |
55.7 |
56.5 |
0.8 |
1.4% |
0.0 |
Volume |
973,572 |
1,236,447 |
262,875 |
27.0% |
5,704,722 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,858.0 |
3,827.0 |
3,698.9 |
|
R3 |
3,791.0 |
3,760.0 |
3,680.4 |
|
R2 |
3,724.0 |
3,724.0 |
3,674.3 |
|
R1 |
3,693.0 |
3,693.0 |
3,668.1 |
3,675.0 |
PP |
3,657.0 |
3,657.0 |
3,657.0 |
3,648.0 |
S1 |
3,626.0 |
3,626.0 |
3,655.9 |
3,608.0 |
S2 |
3,590.0 |
3,590.0 |
3,649.7 |
|
S3 |
3,523.0 |
3,559.0 |
3,643.6 |
|
S4 |
3,456.0 |
3,492.0 |
3,625.2 |
|
|
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 |
3,737.0 |
3,591.0 |
146.0 |
4.0% |
65.2 |
1.8% |
49% |
False |
False |
1,168,510 |
10 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
53.3 |
1.5% |
40% |
False |
False |
1,060,899 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.1% |
53.0 |
1.4% |
52% |
False |
False |
1,016,546 |
40 |
3,769.0 |
3,426.0 |
343.0 |
9.4% |
49.9 |
1.4% |
69% |
False |
False |
736,274 |
60 |
3,769.0 |
3,235.0 |
534.0 |
14.6% |
52.5 |
1.4% |
80% |
False |
False |
491,318 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.4% |
56.5 |
1.5% |
88% |
False |
False |
368,772 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
55.1 |
1.5% |
88% |
False |
False |
295,133 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
51.3 |
1.4% |
88% |
False |
False |
245,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,972.8 |
2.618 |
3,863.4 |
1.618 |
3,796.4 |
1.000 |
3,755.0 |
0.618 |
3,729.4 |
HIGH |
3,688.0 |
0.618 |
3,662.4 |
0.500 |
3,654.5 |
0.382 |
3,646.6 |
LOW |
3,621.0 |
0.618 |
3,579.6 |
1.000 |
3,554.0 |
1.618 |
3,512.6 |
2.618 |
3,445.6 |
4.250 |
3,336.3 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,659.5 |
3,658.3 |
PP |
3,657.0 |
3,654.7 |
S1 |
3,654.5 |
3,651.0 |
|