Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
5,921.0 |
5,768.0 |
-153.0 |
-2.6% |
5,830.0 |
High |
5,926.0 |
5,787.0 |
-139.0 |
-2.3% |
5,938.0 |
Low |
5,817.0 |
5,730.0 |
-87.0 |
-1.5% |
5,795.0 |
Close |
5,827.0 |
5,757.0 |
-70.0 |
-1.2% |
5,938.0 |
Range |
109.0 |
57.0 |
-52.0 |
-47.7% |
143.0 |
ATR |
66.8 |
69.0 |
2.2 |
3.2% |
0.0 |
Volume |
33,453 |
38,485 |
5,032 |
15.0% |
106,268 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,929.0 |
5,900.0 |
5,788.4 |
|
R3 |
5,872.0 |
5,843.0 |
5,772.7 |
|
R2 |
5,815.0 |
5,815.0 |
5,767.5 |
|
R1 |
5,786.0 |
5,786.0 |
5,762.2 |
5,772.0 |
PP |
5,758.0 |
5,758.0 |
5,758.0 |
5,751.0 |
S1 |
5,729.0 |
5,729.0 |
5,751.8 |
5,715.0 |
S2 |
5,701.0 |
5,701.0 |
5,746.6 |
|
S3 |
5,644.0 |
5,672.0 |
5,741.3 |
|
S4 |
5,587.0 |
5,615.0 |
5,725.7 |
|
|
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 |
5,730.0 |
255.0 |
4.4% |
67.2 |
1.2% |
11% |
False |
True |
27,417 |
10 |
5,985.0 |
5,730.0 |
255.0 |
4.4% |
61.3 |
1.1% |
11% |
False |
True |
24,469 |
20 |
5,993.0 |
5,730.0 |
263.0 |
4.6% |
57.8 |
1.0% |
10% |
False |
True |
22,940 |
40 |
6,000.0 |
5,730.0 |
270.0 |
4.7% |
55.6 |
1.0% |
10% |
False |
True |
24,459 |
60 |
6,000.0 |
5,581.0 |
419.0 |
7.3% |
49.1 |
0.9% |
42% |
False |
False |
16,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,029.3 |
2.618 |
5,936.2 |
1.618 |
5,879.2 |
1.000 |
5,844.0 |
0.618 |
5,822.2 |
HIGH |
5,787.0 |
0.618 |
5,765.2 |
0.500 |
5,758.5 |
0.382 |
5,751.8 |
LOW |
5,730.0 |
0.618 |
5,694.8 |
1.000 |
5,673.0 |
1.618 |
5,637.8 |
2.618 |
5,580.8 |
4.250 |
5,487.8 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
5,758.5 |
5,857.5 |
PP |
5,758.0 |
5,824.0 |
S1 |
5,757.5 |
5,790.5 |
|