Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,644.0 |
3,654.0 |
10.0 |
0.3% |
3,619.0 |
High |
3,681.0 |
3,727.0 |
46.0 |
1.2% |
3,694.0 |
Low |
3,627.0 |
3,616.0 |
-11.0 |
-0.3% |
3,606.0 |
Close |
3,650.0 |
3,713.0 |
63.0 |
1.7% |
3,650.0 |
Range |
54.0 |
111.0 |
57.0 |
105.6% |
88.0 |
ATR |
57.5 |
61.3 |
3.8 |
6.6% |
0.0 |
Volume |
1,142,528 |
988,815 |
-153,713 |
-13.5% |
5,328,986 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,018.3 |
3,976.7 |
3,774.1 |
|
R3 |
3,907.3 |
3,865.7 |
3,743.5 |
|
R2 |
3,796.3 |
3,796.3 |
3,733.4 |
|
R1 |
3,754.7 |
3,754.7 |
3,723.2 |
3,775.5 |
PP |
3,685.3 |
3,685.3 |
3,685.3 |
3,695.8 |
S1 |
3,643.7 |
3,643.7 |
3,702.8 |
3,664.5 |
S2 |
3,574.3 |
3,574.3 |
3,692.7 |
|
S3 |
3,463.3 |
3,532.7 |
3,682.5 |
|
S4 |
3,352.3 |
3,421.7 |
3,652.0 |
|
|
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 |
3,727.0 |
3,606.0 |
121.0 |
3.3% |
71.4 |
1.9% |
88% |
True |
False |
1,053,927 |
10 |
3,758.0 |
3,591.0 |
167.0 |
4.5% |
65.6 |
1.8% |
73% |
False |
False |
1,089,794 |
20 |
3,769.0 |
3,544.0 |
225.0 |
6.1% |
56.3 |
1.5% |
75% |
False |
False |
997,217 |
40 |
3,769.0 |
3,457.0 |
312.0 |
8.4% |
53.4 |
1.4% |
82% |
False |
False |
812,292 |
60 |
3,769.0 |
3,235.0 |
534.0 |
14.4% |
52.7 |
1.4% |
90% |
False |
False |
542,102 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.1% |
58.1 |
1.6% |
93% |
False |
False |
407,008 |
100 |
3,769.0 |
2,848.0 |
921.0 |
24.8% |
56.9 |
1.5% |
94% |
False |
False |
325,728 |
120 |
3,769.0 |
2,848.0 |
921.0 |
24.8% |
52.1 |
1.4% |
94% |
False |
False |
271,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,198.8 |
2.618 |
4,017.6 |
1.618 |
3,906.6 |
1.000 |
3,838.0 |
0.618 |
3,795.6 |
HIGH |
3,727.0 |
0.618 |
3,684.6 |
0.500 |
3,671.5 |
0.382 |
3,658.4 |
LOW |
3,616.0 |
0.618 |
3,547.4 |
1.000 |
3,505.0 |
1.618 |
3,436.4 |
2.618 |
3,325.4 |
4.250 |
3,144.3 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,699.2 |
3,697.5 |
PP |
3,685.3 |
3,682.0 |
S1 |
3,671.5 |
3,666.5 |
|