Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,666.0 |
3,672.0 |
6.0 |
0.2% |
3,750.0 |
High |
3,688.0 |
3,680.0 |
-8.0 |
-0.2% |
3,769.0 |
Low |
3,621.0 |
3,606.0 |
-15.0 |
-0.4% |
3,591.0 |
Close |
3,662.0 |
3,633.0 |
-29.0 |
-0.8% |
3,604.0 |
Range |
67.0 |
74.0 |
7.0 |
10.4% |
178.0 |
ATR |
56.5 |
57.8 |
1.2 |
2.2% |
0.0 |
Volume |
1,236,447 |
928,274 |
-308,173 |
-24.9% |
5,704,722 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,861.7 |
3,821.3 |
3,673.7 |
|
R3 |
3,787.7 |
3,747.3 |
3,653.4 |
|
R2 |
3,713.7 |
3,713.7 |
3,646.6 |
|
R1 |
3,673.3 |
3,673.3 |
3,639.8 |
3,656.5 |
PP |
3,639.7 |
3,639.7 |
3,639.7 |
3,631.3 |
S1 |
3,599.3 |
3,599.3 |
3,626.2 |
3,582.5 |
S2 |
3,565.7 |
3,565.7 |
3,619.4 |
|
S3 |
3,491.7 |
3,525.3 |
3,612.7 |
|
S4 |
3,417.7 |
3,451.3 |
3,592.3 |
|
|
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 |
3,694.0 |
3,591.0 |
103.0 |
2.8% |
68.0 |
1.9% |
41% |
False |
False |
1,014,512 |
10 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
55.8 |
1.5% |
24% |
False |
False |
1,066,220 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.2% |
54.3 |
1.5% |
40% |
False |
False |
1,014,113 |
40 |
3,769.0 |
3,438.0 |
331.0 |
9.1% |
51.0 |
1.4% |
59% |
False |
False |
759,444 |
60 |
3,769.0 |
3,235.0 |
534.0 |
14.7% |
52.5 |
1.4% |
75% |
False |
False |
506,711 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.6% |
57.1 |
1.6% |
84% |
False |
False |
380,374 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.4% |
55.6 |
1.5% |
85% |
False |
False |
304,415 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.4% |
51.3 |
1.4% |
85% |
False |
False |
253,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,994.5 |
2.618 |
3,873.7 |
1.618 |
3,799.7 |
1.000 |
3,754.0 |
0.618 |
3,725.7 |
HIGH |
3,680.0 |
0.618 |
3,651.7 |
0.500 |
3,643.0 |
0.382 |
3,634.3 |
LOW |
3,606.0 |
0.618 |
3,560.3 |
1.000 |
3,532.0 |
1.618 |
3,486.3 |
2.618 |
3,412.3 |
4.250 |
3,291.5 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,643.0 |
3,650.0 |
PP |
3,639.7 |
3,644.3 |
S1 |
3,636.3 |
3,638.7 |
|