Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,699.0 |
3,659.0 |
-40.0 |
-1.1% |
3,619.0 |
High |
3,713.0 |
3,678.0 |
-35.0 |
-0.9% |
3,694.0 |
Low |
3,635.0 |
3,534.0 |
-101.0 |
-2.8% |
3,606.0 |
Close |
3,653.0 |
3,564.0 |
-89.0 |
-2.4% |
3,650.0 |
Range |
78.0 |
144.0 |
66.0 |
84.6% |
88.0 |
ATR |
62.5 |
68.3 |
5.8 |
9.3% |
0.0 |
Volume |
1,580,222 |
1,507,343 |
-72,879 |
-4.6% |
5,328,986 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,024.0 |
3,938.0 |
3,643.2 |
|
R3 |
3,880.0 |
3,794.0 |
3,603.6 |
|
R2 |
3,736.0 |
3,736.0 |
3,590.4 |
|
R1 |
3,650.0 |
3,650.0 |
3,577.2 |
3,621.0 |
PP |
3,592.0 |
3,592.0 |
3,592.0 |
3,577.5 |
S1 |
3,506.0 |
3,506.0 |
3,550.8 |
3,477.0 |
S2 |
3,448.0 |
3,448.0 |
3,537.6 |
|
S3 |
3,304.0 |
3,362.0 |
3,524.4 |
|
S4 |
3,160.0 |
3,218.0 |
3,484.8 |
|
|
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 |
3,534.0 |
193.0 |
5.4% |
92.2 |
2.6% |
16% |
False |
True |
1,229,436 |
10 |
3,737.0 |
3,534.0 |
203.0 |
5.7% |
78.7 |
2.2% |
15% |
False |
True |
1,198,973 |
20 |
3,769.0 |
3,534.0 |
235.0 |
6.6% |
62.1 |
1.7% |
13% |
False |
True |
1,064,007 |
40 |
3,769.0 |
3,457.0 |
312.0 |
8.8% |
57.1 |
1.6% |
34% |
False |
False |
887,140 |
60 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
53.8 |
1.5% |
61% |
False |
False |
593,537 |
80 |
3,769.0 |
2,912.0 |
857.0 |
24.0% |
59.7 |
1.7% |
76% |
False |
False |
445,588 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.8% |
58.8 |
1.7% |
78% |
False |
False |
356,604 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.8% |
53.1 |
1.5% |
78% |
False |
False |
297,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,290.0 |
2.618 |
4,055.0 |
1.618 |
3,911.0 |
1.000 |
3,822.0 |
0.618 |
3,767.0 |
HIGH |
3,678.0 |
0.618 |
3,623.0 |
0.500 |
3,606.0 |
0.382 |
3,589.0 |
LOW |
3,534.0 |
0.618 |
3,445.0 |
1.000 |
3,390.0 |
1.618 |
3,301.0 |
2.618 |
3,157.0 |
4.250 |
2,922.0 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,606.0 |
3,630.5 |
PP |
3,592.0 |
3,608.3 |
S1 |
3,578.0 |
3,586.2 |
|