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 |
20,010 |
19,820 |
-190 |
-0.9% |
19,615 |
High |
20,015 |
19,865 |
-150 |
-0.7% |
20,295 |
Low |
19,665 |
19,350 |
-315 |
-1.6% |
19,520 |
Close |
19,835 |
19,440 |
-395 |
-2.0% |
20,095 |
Range |
350 |
515 |
165 |
47.1% |
775 |
ATR |
263 |
281 |
18 |
6.9% |
0 |
Volume |
11,309 |
22,856 |
11,547 |
102.1% |
54,457 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,097 |
20,783 |
19,723 |
|
R3 |
20,582 |
20,268 |
19,582 |
|
R2 |
20,067 |
20,067 |
19,535 |
|
R1 |
19,753 |
19,753 |
19,487 |
19,653 |
PP |
19,552 |
19,552 |
19,552 |
19,501 |
S1 |
19,238 |
19,238 |
19,393 |
19,138 |
S2 |
19,037 |
19,037 |
19,346 |
|
S3 |
18,522 |
18,723 |
19,299 |
|
S4 |
18,007 |
18,208 |
19,157 |
|
|
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 |
20,180 |
19,350 |
830 |
4.3% |
296 |
1.5% |
11% |
False |
True |
13,301 |
10 |
20,295 |
19,350 |
945 |
4.9% |
295 |
1.5% |
10% |
False |
True |
12,603 |
20 |
20,295 |
19,165 |
1,130 |
5.8% |
265 |
1.4% |
24% |
False |
False |
12,385 |
40 |
20,295 |
18,450 |
1,845 |
9.5% |
287 |
1.5% |
54% |
False |
False |
13,728 |
60 |
20,295 |
17,585 |
2,710 |
13.9% |
245 |
1.3% |
68% |
False |
False |
9,240 |
80 |
20,295 |
16,665 |
3,630 |
18.7% |
230 |
1.2% |
76% |
False |
False |
6,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,054 |
2.618 |
21,213 |
1.618 |
20,698 |
1.000 |
20,380 |
0.618 |
20,183 |
HIGH |
19,865 |
0.618 |
19,668 |
0.500 |
19,608 |
0.382 |
19,547 |
LOW |
19,350 |
0.618 |
19,032 |
1.000 |
18,835 |
1.618 |
18,517 |
2.618 |
18,002 |
4.250 |
17,161 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
19,608 |
19,760 |
PP |
19,552 |
19,653 |
S1 |
19,496 |
19,547 |
|