Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,830.0 |
5,865.0 |
35.0 |
0.6% |
5,971.0 |
High |
5,846.0 |
5,880.0 |
34.0 |
0.6% |
5,993.0 |
Low |
5,795.0 |
5,844.0 |
49.0 |
0.8% |
5,853.0 |
Close |
5,827.0 |
5,877.0 |
50.0 |
0.9% |
5,865.0 |
Range |
51.0 |
36.0 |
-15.0 |
-29.4% |
140.0 |
ATR |
63.0 |
62.3 |
-0.7 |
-1.1% |
0.0 |
Volume |
23,999 |
13,757 |
-10,242 |
-42.7% |
106,515 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,975.0 |
5,962.0 |
5,896.8 |
|
R3 |
5,939.0 |
5,926.0 |
5,886.9 |
|
R2 |
5,903.0 |
5,903.0 |
5,883.6 |
|
R1 |
5,890.0 |
5,890.0 |
5,880.3 |
5,896.5 |
PP |
5,867.0 |
5,867.0 |
5,867.0 |
5,870.3 |
S1 |
5,854.0 |
5,854.0 |
5,873.7 |
5,860.5 |
S2 |
5,831.0 |
5,831.0 |
5,870.4 |
|
S3 |
5,795.0 |
5,818.0 |
5,867.1 |
|
S4 |
5,759.0 |
5,782.0 |
5,857.2 |
|
|
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% |
60.0 |
1.0% |
48% |
False |
False |
22,523 |
10 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
52.4 |
0.9% |
41% |
False |
False |
19,452 |
20 |
6,000.0 |
5,795.0 |
205.0 |
3.5% |
53.2 |
0.9% |
40% |
False |
False |
21,348 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
50.5 |
0.9% |
52% |
False |
False |
20,473 |
60 |
6,000.0 |
5,441.0 |
559.0 |
9.5% |
45.7 |
0.8% |
78% |
False |
False |
13,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,033.0 |
2.618 |
5,974.2 |
1.618 |
5,938.2 |
1.000 |
5,916.0 |
0.618 |
5,902.2 |
HIGH |
5,880.0 |
0.618 |
5,866.2 |
0.500 |
5,862.0 |
0.382 |
5,857.8 |
LOW |
5,844.0 |
0.618 |
5,821.8 |
1.000 |
5,808.0 |
1.618 |
5,785.8 |
2.618 |
5,749.8 |
4.250 |
5,691.0 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,872.0 |
5,873.3 |
PP |
5,867.0 |
5,869.7 |
S1 |
5,862.0 |
5,866.0 |
|