Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,654.0 |
3,699.0 |
45.0 |
1.2% |
3,619.0 |
High |
3,727.0 |
3,713.0 |
-14.0 |
-0.4% |
3,694.0 |
Low |
3,616.0 |
3,635.0 |
19.0 |
0.5% |
3,606.0 |
Close |
3,713.0 |
3,653.0 |
-60.0 |
-1.6% |
3,650.0 |
Range |
111.0 |
78.0 |
-33.0 |
-29.7% |
88.0 |
ATR |
61.3 |
62.5 |
1.2 |
1.9% |
0.0 |
Volume |
988,815 |
1,580,222 |
591,407 |
59.8% |
5,328,986 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,901.0 |
3,855.0 |
3,695.9 |
|
R3 |
3,823.0 |
3,777.0 |
3,674.5 |
|
R2 |
3,745.0 |
3,745.0 |
3,667.3 |
|
R1 |
3,699.0 |
3,699.0 |
3,660.2 |
3,683.0 |
PP |
3,667.0 |
3,667.0 |
3,667.0 |
3,659.0 |
S1 |
3,621.0 |
3,621.0 |
3,645.9 |
3,605.0 |
S2 |
3,589.0 |
3,589.0 |
3,638.7 |
|
S3 |
3,511.0 |
3,543.0 |
3,631.6 |
|
S4 |
3,433.0 |
3,465.0 |
3,610.1 |
|
|
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% |
76.8 |
2.1% |
39% |
False |
False |
1,175,257 |
10 |
3,753.0 |
3,591.0 |
162.0 |
4.4% |
67.6 |
1.9% |
38% |
False |
False |
1,170,355 |
20 |
3,769.0 |
3,585.0 |
184.0 |
5.0% |
56.8 |
1.6% |
37% |
False |
False |
1,026,437 |
40 |
3,769.0 |
3,457.0 |
312.0 |
8.5% |
54.4 |
1.5% |
63% |
False |
False |
849,913 |
60 |
3,769.0 |
3,248.0 |
521.0 |
14.3% |
52.4 |
1.4% |
78% |
False |
False |
568,433 |
80 |
3,769.0 |
2,912.0 |
857.0 |
23.5% |
58.6 |
1.6% |
86% |
False |
False |
426,760 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
57.6 |
1.6% |
87% |
False |
False |
341,530 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.2% |
52.3 |
1.4% |
87% |
False |
False |
284,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,044.5 |
2.618 |
3,917.2 |
1.618 |
3,839.2 |
1.000 |
3,791.0 |
0.618 |
3,761.2 |
HIGH |
3,713.0 |
0.618 |
3,683.2 |
0.500 |
3,674.0 |
0.382 |
3,664.8 |
LOW |
3,635.0 |
0.618 |
3,586.8 |
1.000 |
3,557.0 |
1.618 |
3,508.8 |
2.618 |
3,430.8 |
4.250 |
3,303.5 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,674.0 |
3,671.5 |
PP |
3,667.0 |
3,665.3 |
S1 |
3,660.0 |
3,659.2 |
|