Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,820 |
19,440 |
-380 |
-1.9% |
20,085 |
High |
19,865 |
19,775 |
-90 |
-0.5% |
20,180 |
Low |
19,350 |
19,425 |
75 |
0.4% |
19,350 |
Close |
19,440 |
19,735 |
295 |
1.5% |
19,735 |
Range |
515 |
350 |
-165 |
-32.0% |
830 |
ATR |
281 |
286 |
5 |
1.8% |
0 |
Volume |
22,856 |
7,993 |
-14,863 |
-65.0% |
64,422 |
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,695 |
20,565 |
19,928 |
|
R3 |
20,345 |
20,215 |
19,831 |
|
R2 |
19,995 |
19,995 |
19,799 |
|
R1 |
19,865 |
19,865 |
19,767 |
19,930 |
PP |
19,645 |
19,645 |
19,645 |
19,678 |
S1 |
19,515 |
19,515 |
19,703 |
19,580 |
S2 |
19,295 |
19,295 |
19,671 |
|
S3 |
18,945 |
19,165 |
19,639 |
|
S4 |
18,595 |
18,815 |
19,543 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,245 |
21,820 |
20,192 |
|
R3 |
21,415 |
20,990 |
19,963 |
|
R2 |
20,585 |
20,585 |
19,887 |
|
R1 |
20,160 |
20,160 |
19,811 |
19,958 |
PP |
19,755 |
19,755 |
19,755 |
19,654 |
S1 |
19,330 |
19,330 |
19,659 |
19,128 |
S2 |
18,925 |
18,925 |
19,583 |
|
S3 |
18,095 |
18,500 |
19,507 |
|
S4 |
17,265 |
17,670 |
19,279 |
|
|
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 |
4.2% |
337 |
1.7% |
46% |
False |
False |
12,884 |
10 |
20,295 |
19,350 |
945 |
4.8% |
293 |
1.5% |
41% |
False |
False |
11,887 |
20 |
20,295 |
19,285 |
1,010 |
5.1% |
266 |
1.3% |
45% |
False |
False |
12,069 |
40 |
20,295 |
18,450 |
1,845 |
9.3% |
290 |
1.5% |
70% |
False |
False |
13,679 |
60 |
20,295 |
17,590 |
2,705 |
13.7% |
248 |
1.3% |
79% |
False |
False |
9,372 |
80 |
20,295 |
16,665 |
3,630 |
18.4% |
231 |
1.2% |
85% |
False |
False |
7,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,263 |
2.618 |
20,691 |
1.618 |
20,341 |
1.000 |
20,125 |
0.618 |
19,991 |
HIGH |
19,775 |
0.618 |
19,641 |
0.500 |
19,600 |
0.382 |
19,559 |
LOW |
19,425 |
0.618 |
19,209 |
1.000 |
19,075 |
1.618 |
18,859 |
2.618 |
18,509 |
4.250 |
17,938 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,690 |
19,718 |
PP |
19,645 |
19,700 |
S1 |
19,600 |
19,683 |
|