Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,985.0 |
5,921.0 |
-64.0 |
-1.1% |
5,830.0 |
High |
5,985.0 |
5,926.0 |
-59.0 |
-1.0% |
5,938.0 |
Low |
5,925.0 |
5,817.0 |
-108.0 |
-1.8% |
5,795.0 |
Close |
5,926.0 |
5,827.0 |
-99.0 |
-1.7% |
5,938.0 |
Range |
60.0 |
109.0 |
49.0 |
81.7% |
143.0 |
ATR |
63.6 |
66.8 |
3.2 |
5.1% |
0.0 |
Volume |
19,613 |
33,453 |
13,840 |
70.6% |
106,268 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,183.7 |
6,114.3 |
5,887.0 |
|
R3 |
6,074.7 |
6,005.3 |
5,857.0 |
|
R2 |
5,965.7 |
5,965.7 |
5,847.0 |
|
R1 |
5,896.3 |
5,896.3 |
5,837.0 |
5,876.5 |
PP |
5,856.7 |
5,856.7 |
5,856.7 |
5,846.8 |
S1 |
5,787.3 |
5,787.3 |
5,817.0 |
5,767.5 |
S2 |
5,747.7 |
5,747.7 |
5,807.0 |
|
S3 |
5,638.7 |
5,678.3 |
5,797.0 |
|
S4 |
5,529.7 |
5,569.3 |
5,767.1 |
|
|
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 |
5,985.0 |
5,803.0 |
182.0 |
3.1% |
68.4 |
1.2% |
13% |
False |
False |
24,315 |
10 |
5,985.0 |
5,795.0 |
190.0 |
3.3% |
64.2 |
1.1% |
17% |
False |
False |
23,419 |
20 |
5,993.0 |
5,795.0 |
198.0 |
3.4% |
57.8 |
1.0% |
16% |
False |
False |
22,274 |
40 |
6,000.0 |
5,746.0 |
254.0 |
4.4% |
55.5 |
1.0% |
32% |
False |
False |
23,497 |
60 |
6,000.0 |
5,506.0 |
494.0 |
8.5% |
49.4 |
0.8% |
65% |
False |
False |
15,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,389.3 |
2.618 |
6,211.4 |
1.618 |
6,102.4 |
1.000 |
6,035.0 |
0.618 |
5,993.4 |
HIGH |
5,926.0 |
0.618 |
5,884.4 |
0.500 |
5,871.5 |
0.382 |
5,858.6 |
LOW |
5,817.0 |
0.618 |
5,749.6 |
1.000 |
5,708.0 |
1.618 |
5,640.6 |
2.618 |
5,531.6 |
4.250 |
5,353.8 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,871.5 |
5,901.0 |
PP |
5,856.7 |
5,876.3 |
S1 |
5,841.8 |
5,851.7 |
|