Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,859.0 |
5,837.0 |
-22.0 |
-0.4% |
5,971.0 |
High |
5,866.0 |
5,837.0 |
-29.0 |
-0.5% |
5,993.0 |
Low |
5,803.0 |
5,810.0 |
7.0 |
0.1% |
5,853.0 |
Close |
5,824.0 |
5,831.0 |
7.0 |
0.1% |
5,865.0 |
Range |
63.0 |
27.0 |
-36.0 |
-57.1% |
140.0 |
ATR |
63.1 |
60.5 |
-2.6 |
-4.1% |
0.0 |
Volume |
22,977 |
16,481 |
-6,496 |
-28.3% |
106,515 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,907.0 |
5,896.0 |
5,845.9 |
|
R3 |
5,880.0 |
5,869.0 |
5,838.4 |
|
R2 |
5,853.0 |
5,853.0 |
5,836.0 |
|
R1 |
5,842.0 |
5,842.0 |
5,833.5 |
5,834.0 |
PP |
5,826.0 |
5,826.0 |
5,826.0 |
5,822.0 |
S1 |
5,815.0 |
5,815.0 |
5,828.5 |
5,807.0 |
S2 |
5,799.0 |
5,799.0 |
5,826.1 |
|
S3 |
5,772.0 |
5,788.0 |
5,823.6 |
|
S4 |
5,745.0 |
5,761.0 |
5,816.2 |
|
|
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 |
5,937.0 |
5,795.0 |
142.0 |
2.4% |
52.2 |
0.9% |
25% |
False |
False |
20,711 |
10 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
51.5 |
0.9% |
18% |
False |
False |
19,812 |
20 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
53.1 |
0.9% |
18% |
False |
False |
21,514 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.4% |
52.5 |
0.9% |
33% |
False |
False |
21,456 |
60 |
6,000.0 |
5,476.0 |
524.0 |
9.0% |
46.4 |
0.8% |
68% |
False |
False |
14,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,951.8 |
2.618 |
5,907.7 |
1.618 |
5,880.7 |
1.000 |
5,864.0 |
0.618 |
5,853.7 |
HIGH |
5,837.0 |
0.618 |
5,826.7 |
0.500 |
5,823.5 |
0.382 |
5,820.3 |
LOW |
5,810.0 |
0.618 |
5,793.3 |
1.000 |
5,783.0 |
1.618 |
5,766.3 |
2.618 |
5,739.3 |
4.250 |
5,695.3 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,828.5 |
5,841.5 |
PP |
5,826.0 |
5,838.0 |
S1 |
5,823.5 |
5,834.5 |
|