Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
19,615 |
19,715 |
100 |
0.5% |
20,025 |
High |
19,765 |
20,105 |
340 |
1.7% |
20,065 |
Low |
19,520 |
19,695 |
175 |
0.9% |
19,495 |
Close |
19,720 |
20,025 |
305 |
1.5% |
19,595 |
Range |
245 |
410 |
165 |
67.3% |
570 |
ATR |
264 |
275 |
10 |
3.9% |
0 |
Volume |
9,509 |
12,579 |
3,070 |
32.3% |
59,997 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,172 |
21,008 |
20,251 |
|
R3 |
20,762 |
20,598 |
20,138 |
|
R2 |
20,352 |
20,352 |
20,100 |
|
R1 |
20,188 |
20,188 |
20,063 |
20,270 |
PP |
19,942 |
19,942 |
19,942 |
19,983 |
S1 |
19,778 |
19,778 |
19,988 |
19,860 |
S2 |
19,532 |
19,532 |
19,950 |
|
S3 |
19,122 |
19,368 |
19,912 |
|
S4 |
18,712 |
18,958 |
19,800 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,428 |
21,082 |
19,909 |
|
R3 |
20,858 |
20,512 |
19,752 |
|
R2 |
20,288 |
20,288 |
19,700 |
|
R1 |
19,942 |
19,942 |
19,647 |
19,830 |
PP |
19,718 |
19,718 |
19,718 |
19,663 |
S1 |
19,372 |
19,372 |
19,543 |
19,260 |
S2 |
19,148 |
19,148 |
19,491 |
|
S3 |
18,578 |
18,802 |
19,438 |
|
S4 |
18,008 |
18,232 |
19,282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,105 |
19,495 |
610 |
3.0% |
258 |
1.3% |
87% |
True |
False |
11,523 |
10 |
20,125 |
19,495 |
630 |
3.1% |
234 |
1.2% |
84% |
False |
False |
12,135 |
20 |
20,125 |
18,980 |
1,145 |
5.7% |
300 |
1.5% |
91% |
False |
False |
13,595 |
40 |
20,125 |
18,450 |
1,675 |
8.4% |
270 |
1.3% |
94% |
False |
False |
11,601 |
60 |
20,125 |
17,440 |
2,685 |
13.4% |
235 |
1.2% |
96% |
False |
False |
7,760 |
80 |
20,125 |
16,665 |
3,460 |
17.3% |
209 |
1.0% |
97% |
False |
False |
5,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,848 |
2.618 |
21,179 |
1.618 |
20,769 |
1.000 |
20,515 |
0.618 |
20,359 |
HIGH |
20,105 |
0.618 |
19,949 |
0.500 |
19,900 |
0.382 |
19,852 |
LOW |
19,695 |
0.618 |
19,442 |
1.000 |
19,285 |
1.618 |
19,032 |
2.618 |
18,622 |
4.250 |
17,953 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
19,983 |
19,950 |
PP |
19,942 |
19,875 |
S1 |
19,900 |
19,800 |
|