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 |
20,265 |
20,175 |
-90 |
-0.4% |
19,615 |
High |
20,295 |
20,180 |
-115 |
-0.6% |
20,295 |
Low |
20,130 |
20,035 |
-95 |
-0.5% |
19,520 |
Close |
20,190 |
20,095 |
-95 |
-0.5% |
20,095 |
Range |
165 |
145 |
-20 |
-12.1% |
775 |
ATR |
267 |
259 |
-8 |
-3.0% |
0 |
Volume |
8,950 |
10,076 |
1,126 |
12.6% |
54,457 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,538 |
20,462 |
20,175 |
|
R3 |
20,393 |
20,317 |
20,135 |
|
R2 |
20,248 |
20,248 |
20,122 |
|
R1 |
20,172 |
20,172 |
20,108 |
20,138 |
PP |
20,103 |
20,103 |
20,103 |
20,086 |
S1 |
20,027 |
20,027 |
20,082 |
19,993 |
S2 |
19,958 |
19,958 |
20,069 |
|
S3 |
19,813 |
19,882 |
20,055 |
|
S4 |
19,668 |
19,737 |
20,015 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,295 |
21,970 |
20,521 |
|
R3 |
21,520 |
21,195 |
20,308 |
|
R2 |
20,745 |
20,745 |
20,237 |
|
R1 |
20,420 |
20,420 |
20,166 |
20,583 |
PP |
19,970 |
19,970 |
19,970 |
20,051 |
S1 |
19,645 |
19,645 |
20,024 |
19,808 |
S2 |
19,195 |
19,195 |
19,953 |
|
S3 |
18,420 |
18,870 |
19,882 |
|
S4 |
17,645 |
18,095 |
19,669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,295 |
19,520 |
775 |
3.9% |
249 |
1.2% |
74% |
False |
False |
10,891 |
10 |
20,295 |
19,495 |
800 |
4.0% |
226 |
1.1% |
75% |
False |
False |
11,445 |
20 |
20,295 |
18,980 |
1,315 |
6.5% |
283 |
1.4% |
85% |
False |
False |
13,041 |
40 |
20,295 |
18,450 |
1,845 |
9.2% |
271 |
1.3% |
89% |
False |
False |
12,386 |
60 |
20,295 |
17,440 |
2,855 |
14.2% |
235 |
1.2% |
93% |
False |
False |
8,300 |
80 |
20,295 |
16,665 |
3,630 |
18.1% |
216 |
1.1% |
94% |
False |
False |
6,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,796 |
2.618 |
20,560 |
1.618 |
20,415 |
1.000 |
20,325 |
0.618 |
20,270 |
HIGH |
20,180 |
0.618 |
20,125 |
0.500 |
20,108 |
0.382 |
20,091 |
LOW |
20,035 |
0.618 |
19,946 |
1.000 |
19,890 |
1.618 |
19,801 |
2.618 |
19,656 |
4.250 |
19,419 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
20,108 |
20,148 |
PP |
20,103 |
20,130 |
S1 |
20,099 |
20,113 |
|