Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,865.0 |
5,859.0 |
-6.0 |
-0.1% |
5,971.0 |
High |
5,880.0 |
5,866.0 |
-14.0 |
-0.2% |
5,993.0 |
Low |
5,844.0 |
5,803.0 |
-41.0 |
-0.7% |
5,853.0 |
Close |
5,877.0 |
5,824.0 |
-53.0 |
-0.9% |
5,865.0 |
Range |
36.0 |
63.0 |
27.0 |
75.0% |
140.0 |
ATR |
62.3 |
63.1 |
0.8 |
1.3% |
0.0 |
Volume |
13,757 |
22,977 |
9,220 |
67.0% |
106,515 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.0 |
5,985.0 |
5,858.7 |
|
R3 |
5,957.0 |
5,922.0 |
5,841.3 |
|
R2 |
5,894.0 |
5,894.0 |
5,835.6 |
|
R1 |
5,859.0 |
5,859.0 |
5,829.8 |
5,845.0 |
PP |
5,831.0 |
5,831.0 |
5,831.0 |
5,824.0 |
S1 |
5,796.0 |
5,796.0 |
5,818.2 |
5,782.0 |
S2 |
5,768.0 |
5,768.0 |
5,812.5 |
|
S3 |
5,705.0 |
5,733.0 |
5,806.7 |
|
S4 |
5,642.0 |
5,670.0 |
5,789.4 |
|
|
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 |
5,964.0 |
5,795.0 |
169.0 |
2.9% |
55.4 |
1.0% |
17% |
False |
False |
21,521 |
10 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
53.0 |
0.9% |
15% |
False |
False |
19,931 |
20 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
53.9 |
0.9% |
15% |
False |
False |
21,633 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.4% |
52.0 |
0.9% |
31% |
False |
False |
21,046 |
60 |
6,000.0 |
5,446.0 |
554.0 |
9.5% |
46.8 |
0.8% |
68% |
False |
False |
14,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,133.8 |
2.618 |
6,030.9 |
1.618 |
5,967.9 |
1.000 |
5,929.0 |
0.618 |
5,904.9 |
HIGH |
5,866.0 |
0.618 |
5,841.9 |
0.500 |
5,834.5 |
0.382 |
5,827.1 |
LOW |
5,803.0 |
0.618 |
5,764.1 |
1.000 |
5,740.0 |
1.618 |
5,701.1 |
2.618 |
5,638.1 |
4.250 |
5,535.3 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,834.5 |
5,837.5 |
PP |
5,831.0 |
5,833.0 |
S1 |
5,827.5 |
5,828.5 |
|