Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,837.0 |
5,855.0 |
18.0 |
0.3% |
5,830.0 |
High |
5,837.0 |
5,938.0 |
101.0 |
1.7% |
5,938.0 |
Low |
5,810.0 |
5,855.0 |
45.0 |
0.8% |
5,795.0 |
Close |
5,831.0 |
5,938.0 |
107.0 |
1.8% |
5,938.0 |
Range |
27.0 |
83.0 |
56.0 |
207.4% |
143.0 |
ATR |
60.5 |
63.8 |
3.3 |
5.5% |
0.0 |
Volume |
16,481 |
29,054 |
12,573 |
76.3% |
106,268 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,159.3 |
6,131.7 |
5,983.7 |
|
R3 |
6,076.3 |
6,048.7 |
5,960.8 |
|
R2 |
5,993.3 |
5,993.3 |
5,953.2 |
|
R1 |
5,965.7 |
5,965.7 |
5,945.6 |
5,979.5 |
PP |
5,910.3 |
5,910.3 |
5,910.3 |
5,917.3 |
S1 |
5,882.7 |
5,882.7 |
5,930.4 |
5,896.5 |
S2 |
5,827.3 |
5,827.3 |
5,922.8 |
|
S3 |
5,744.3 |
5,799.7 |
5,915.2 |
|
S4 |
5,661.3 |
5,716.7 |
5,892.4 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,319.3 |
6,271.7 |
6,016.7 |
|
R3 |
6,176.3 |
6,128.7 |
5,977.3 |
|
R2 |
6,033.3 |
6,033.3 |
5,964.2 |
|
R1 |
5,985.7 |
5,985.7 |
5,951.1 |
6,009.5 |
PP |
5,890.3 |
5,890.3 |
5,890.3 |
5,902.3 |
S1 |
5,842.7 |
5,842.7 |
5,924.9 |
5,866.5 |
S2 |
5,747.3 |
5,747.3 |
5,911.8 |
|
S3 |
5,604.3 |
5,699.7 |
5,898.7 |
|
S4 |
5,461.3 |
5,556.7 |
5,859.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,938.0 |
5,795.0 |
143.0 |
2.4% |
52.0 |
0.9% |
100% |
True |
False |
21,253 |
10 |
5,993.0 |
5,795.0 |
198.0 |
3.3% |
55.4 |
0.9% |
72% |
False |
False |
21,278 |
20 |
5,993.0 |
5,795.0 |
198.0 |
3.3% |
55.7 |
0.9% |
72% |
False |
False |
22,064 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
53.7 |
0.9% |
76% |
False |
False |
22,179 |
60 |
6,000.0 |
5,487.0 |
513.0 |
8.6% |
47.4 |
0.8% |
88% |
False |
False |
14,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,290.8 |
2.618 |
6,155.3 |
1.618 |
6,072.3 |
1.000 |
6,021.0 |
0.618 |
5,989.3 |
HIGH |
5,938.0 |
0.618 |
5,906.3 |
0.500 |
5,896.5 |
0.382 |
5,886.7 |
LOW |
5,855.0 |
0.618 |
5,803.7 |
1.000 |
5,772.0 |
1.618 |
5,720.7 |
2.618 |
5,637.7 |
4.250 |
5,502.3 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,924.2 |
5,915.5 |
PP |
5,910.3 |
5,893.0 |
S1 |
5,896.5 |
5,870.5 |
|