Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
20,175 |
20,085 |
-90 |
-0.4% |
19,615 |
High |
20,180 |
20,180 |
0 |
0.0% |
20,295 |
Low |
20,035 |
19,935 |
-100 |
-0.5% |
19,520 |
Close |
20,095 |
20,075 |
-20 |
-0.1% |
20,095 |
Range |
145 |
245 |
100 |
69.0% |
775 |
ATR |
259 |
258 |
-1 |
-0.4% |
0 |
Volume |
10,076 |
10,399 |
323 |
3.2% |
54,457 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,798 |
20,682 |
20,210 |
|
R3 |
20,553 |
20,437 |
20,143 |
|
R2 |
20,308 |
20,308 |
20,120 |
|
R1 |
20,192 |
20,192 |
20,098 |
20,128 |
PP |
20,063 |
20,063 |
20,063 |
20,031 |
S1 |
19,947 |
19,947 |
20,053 |
19,883 |
S2 |
19,818 |
19,818 |
20,030 |
|
S3 |
19,573 |
19,702 |
20,008 |
|
S4 |
19,328 |
19,457 |
19,940 |
|
|
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 |
19,695 |
600 |
3.0% |
249 |
1.2% |
63% |
False |
False |
11,069 |
10 |
20,295 |
19,495 |
800 |
4.0% |
231 |
1.1% |
73% |
False |
False |
11,414 |
20 |
20,295 |
18,980 |
1,315 |
6.6% |
269 |
1.3% |
83% |
False |
False |
12,826 |
40 |
20,295 |
18,450 |
1,845 |
9.2% |
274 |
1.4% |
88% |
False |
False |
12,629 |
60 |
20,295 |
17,440 |
2,855 |
14.2% |
235 |
1.2% |
92% |
False |
False |
8,473 |
80 |
20,295 |
16,665 |
3,630 |
18.1% |
218 |
1.1% |
94% |
False |
False |
6,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,221 |
2.618 |
20,822 |
1.618 |
20,577 |
1.000 |
20,425 |
0.618 |
20,332 |
HIGH |
20,180 |
0.618 |
20,087 |
0.500 |
20,058 |
0.382 |
20,029 |
LOW |
19,935 |
0.618 |
19,784 |
1.000 |
19,690 |
1.618 |
19,539 |
2.618 |
19,294 |
4.250 |
18,894 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
20,069 |
20,115 |
PP |
20,063 |
20,102 |
S1 |
20,058 |
20,088 |
|