Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,659.0 |
3,562.0 |
-97.0 |
-2.7% |
3,619.0 |
High |
3,678.0 |
3,588.0 |
-90.0 |
-2.4% |
3,694.0 |
Low |
3,534.0 |
3,521.0 |
-13.0 |
-0.4% |
3,606.0 |
Close |
3,564.0 |
3,568.0 |
4.0 |
0.1% |
3,650.0 |
Range |
144.0 |
67.0 |
-77.0 |
-53.5% |
88.0 |
ATR |
68.3 |
68.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,507,343 |
802,949 |
-704,394 |
-46.7% |
5,328,986 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,760.0 |
3,731.0 |
3,604.9 |
|
R3 |
3,693.0 |
3,664.0 |
3,586.4 |
|
R2 |
3,626.0 |
3,626.0 |
3,580.3 |
|
R1 |
3,597.0 |
3,597.0 |
3,574.1 |
3,611.5 |
PP |
3,559.0 |
3,559.0 |
3,559.0 |
3,566.3 |
S1 |
3,530.0 |
3,530.0 |
3,561.9 |
3,544.5 |
S2 |
3,492.0 |
3,492.0 |
3,555.7 |
|
S3 |
3,425.0 |
3,463.0 |
3,549.6 |
|
S4 |
3,358.0 |
3,396.0 |
3,531.2 |
|
|
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 |
3,521.0 |
206.0 |
5.8% |
90.8 |
2.5% |
23% |
False |
True |
1,204,371 |
10 |
3,727.0 |
3,521.0 |
206.0 |
5.8% |
79.4 |
2.2% |
23% |
False |
True |
1,109,442 |
20 |
3,769.0 |
3,521.0 |
248.0 |
7.0% |
62.7 |
1.8% |
19% |
False |
True |
1,043,293 |
40 |
3,769.0 |
3,457.0 |
312.0 |
8.7% |
58.1 |
1.6% |
36% |
False |
False |
906,111 |
60 |
3,769.0 |
3,248.0 |
521.0 |
14.6% |
54.1 |
1.5% |
61% |
False |
False |
606,890 |
80 |
3,769.0 |
2,912.0 |
857.0 |
24.0% |
58.9 |
1.7% |
77% |
False |
False |
455,597 |
100 |
3,769.0 |
2,848.0 |
921.0 |
25.8% |
59.4 |
1.7% |
78% |
False |
False |
364,608 |
120 |
3,769.0 |
2,848.0 |
921.0 |
25.8% |
53.4 |
1.5% |
78% |
False |
False |
303,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,872.8 |
2.618 |
3,763.4 |
1.618 |
3,696.4 |
1.000 |
3,655.0 |
0.618 |
3,629.4 |
HIGH |
3,588.0 |
0.618 |
3,562.4 |
0.500 |
3,554.5 |
0.382 |
3,546.6 |
LOW |
3,521.0 |
0.618 |
3,479.6 |
1.000 |
3,454.0 |
1.618 |
3,412.6 |
2.618 |
3,345.6 |
4.250 |
3,236.3 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,563.5 |
3,617.0 |
PP |
3,559.0 |
3,600.7 |
S1 |
3,554.5 |
3,584.3 |
|