Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,930.0 |
5,830.0 |
-100.0 |
-1.7% |
5,971.0 |
High |
5,937.0 |
5,846.0 |
-91.0 |
-1.5% |
5,993.0 |
Low |
5,853.0 |
5,795.0 |
-58.0 |
-1.0% |
5,853.0 |
Close |
5,865.0 |
5,827.0 |
-38.0 |
-0.6% |
5,865.0 |
Range |
84.0 |
51.0 |
-33.0 |
-39.3% |
140.0 |
ATR |
62.4 |
63.0 |
0.5 |
0.9% |
0.0 |
Volume |
26,343 |
23,999 |
-2,344 |
-8.9% |
106,515 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,975.7 |
5,952.3 |
5,855.1 |
|
R3 |
5,924.7 |
5,901.3 |
5,841.0 |
|
R2 |
5,873.7 |
5,873.7 |
5,836.4 |
|
R1 |
5,850.3 |
5,850.3 |
5,831.7 |
5,836.5 |
PP |
5,822.7 |
5,822.7 |
5,822.7 |
5,815.8 |
S1 |
5,799.3 |
5,799.3 |
5,822.3 |
5,785.5 |
S2 |
5,771.7 |
5,771.7 |
5,817.7 |
|
S3 |
5,720.7 |
5,748.3 |
5,813.0 |
|
S4 |
5,669.7 |
5,697.3 |
5,799.0 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,323.7 |
6,234.3 |
5,942.0 |
|
R3 |
6,183.7 |
6,094.3 |
5,903.5 |
|
R2 |
6,043.7 |
6,043.7 |
5,890.7 |
|
R1 |
5,954.3 |
5,954.3 |
5,877.8 |
5,929.0 |
PP |
5,903.7 |
5,903.7 |
5,903.7 |
5,891.0 |
S1 |
5,814.3 |
5,814.3 |
5,852.2 |
5,789.0 |
S2 |
5,763.7 |
5,763.7 |
5,839.3 |
|
S3 |
5,623.7 |
5,674.3 |
5,826.5 |
|
S4 |
5,483.7 |
5,534.3 |
5,788.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,966.0 |
5,795.0 |
171.0 |
2.9% |
59.4 |
1.0% |
19% |
False |
True |
22,604 |
10 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
57.5 |
1.0% |
16% |
False |
True |
21,696 |
20 |
6,000.0 |
5,795.0 |
205.0 |
3.5% |
54.4 |
0.9% |
16% |
False |
True |
21,903 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.4% |
49.6 |
0.9% |
32% |
False |
False |
20,129 |
60 |
6,000.0 |
5,419.0 |
581.0 |
10.0% |
45.6 |
0.8% |
70% |
False |
False |
13,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,062.8 |
2.618 |
5,979.5 |
1.618 |
5,928.5 |
1.000 |
5,897.0 |
0.618 |
5,877.5 |
HIGH |
5,846.0 |
0.618 |
5,826.5 |
0.500 |
5,820.5 |
0.382 |
5,814.5 |
LOW |
5,795.0 |
0.618 |
5,763.5 |
1.000 |
5,744.0 |
1.618 |
5,712.5 |
2.618 |
5,661.5 |
4.250 |
5,578.3 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,824.8 |
5,879.5 |
PP |
5,822.7 |
5,862.0 |
S1 |
5,820.5 |
5,844.5 |
|