Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,672.0 |
3,644.0 |
-28.0 |
-0.8% |
3,619.0 |
High |
3,680.0 |
3,681.0 |
1.0 |
0.0% |
3,694.0 |
Low |
3,606.0 |
3,627.0 |
21.0 |
0.6% |
3,606.0 |
Close |
3,633.0 |
3,650.0 |
17.0 |
0.5% |
3,650.0 |
Range |
74.0 |
54.0 |
-20.0 |
-27.0% |
88.0 |
ATR |
57.8 |
57.5 |
-0.3 |
-0.5% |
0.0 |
Volume |
928,274 |
1,142,528 |
214,254 |
23.1% |
5,328,986 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,814.7 |
3,786.3 |
3,679.7 |
|
R3 |
3,760.7 |
3,732.3 |
3,664.9 |
|
R2 |
3,706.7 |
3,706.7 |
3,659.9 |
|
R1 |
3,678.3 |
3,678.3 |
3,655.0 |
3,692.5 |
PP |
3,652.7 |
3,652.7 |
3,652.7 |
3,659.8 |
S1 |
3,624.3 |
3,624.3 |
3,645.1 |
3,638.5 |
S2 |
3,598.7 |
3,598.7 |
3,640.1 |
|
S3 |
3,544.7 |
3,570.3 |
3,635.2 |
|
S4 |
3,490.7 |
3,516.3 |
3,620.3 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,914.0 |
3,870.0 |
3,698.4 |
|
R3 |
3,826.0 |
3,782.0 |
3,674.2 |
|
R2 |
3,738.0 |
3,738.0 |
3,666.1 |
|
R1 |
3,694.0 |
3,694.0 |
3,658.1 |
3,716.0 |
PP |
3,650.0 |
3,650.0 |
3,650.0 |
3,661.0 |
S1 |
3,606.0 |
3,606.0 |
3,641.9 |
3,628.0 |
S2 |
3,562.0 |
3,562.0 |
3,633.9 |
|
S3 |
3,474.0 |
3,518.0 |
3,625.8 |
|
S4 |
3,386.0 |
3,430.0 |
3,601.6 |
|
|
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 |
3,606.0 |
88.0 |
2.4% |
58.4 |
1.6% |
50% |
False |
False |
1,065,797 |
10 |
3,769.0 |
3,591.0 |
178.0 |
4.9% |
58.0 |
1.6% |
33% |
False |
False |
1,103,370 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.2% |
53.6 |
1.5% |
47% |
False |
False |
1,021,684 |
40 |
3,769.0 |
3,455.0 |
314.0 |
8.6% |
51.3 |
1.4% |
62% |
False |
False |
787,950 |
60 |
3,769.0 |
3,235.0 |
534.0 |
14.6% |
52.3 |
1.4% |
78% |
False |
False |
525,692 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.5% |
57.3 |
1.6% |
86% |
False |
False |
394,650 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
55.9 |
1.5% |
87% |
False |
False |
315,840 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
51.5 |
1.4% |
87% |
False |
False |
263,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,910.5 |
2.618 |
3,822.4 |
1.618 |
3,768.4 |
1.000 |
3,735.0 |
0.618 |
3,714.4 |
HIGH |
3,681.0 |
0.618 |
3,660.4 |
0.500 |
3,654.0 |
0.382 |
3,647.6 |
LOW |
3,627.0 |
0.618 |
3,593.6 |
1.000 |
3,573.0 |
1.618 |
3,539.6 |
2.618 |
3,485.6 |
4.250 |
3,397.5 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,654.0 |
3,649.0 |
PP |
3,652.7 |
3,648.0 |
S1 |
3,651.3 |
3,647.0 |
|