Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
19,440 |
19,750 |
310 |
1.6% |
20,085 |
High |
19,775 |
19,820 |
45 |
0.2% |
20,180 |
Low |
19,425 |
19,620 |
195 |
1.0% |
19,350 |
Close |
19,735 |
19,805 |
70 |
0.4% |
19,735 |
Range |
350 |
200 |
-150 |
-42.9% |
830 |
ATR |
286 |
279 |
-6 |
-2.1% |
0 |
Volume |
7,993 |
3,989 |
-4,004 |
-50.1% |
64,422 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,348 |
20,277 |
19,915 |
|
R3 |
20,148 |
20,077 |
19,860 |
|
R2 |
19,948 |
19,948 |
19,842 |
|
R1 |
19,877 |
19,877 |
19,823 |
19,913 |
PP |
19,748 |
19,748 |
19,748 |
19,766 |
S1 |
19,677 |
19,677 |
19,787 |
19,713 |
S2 |
19,548 |
19,548 |
19,768 |
|
S3 |
19,348 |
19,477 |
19,750 |
|
S4 |
19,148 |
19,277 |
19,695 |
|
|
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 |
20,170 |
19,350 |
820 |
4.1% |
328 |
1.7% |
55% |
False |
False |
11,602 |
10 |
20,295 |
19,350 |
945 |
4.8% |
289 |
1.5% |
48% |
False |
False |
11,335 |
20 |
20,295 |
19,350 |
945 |
4.8% |
258 |
1.3% |
48% |
False |
False |
11,757 |
40 |
20,295 |
18,450 |
1,845 |
9.3% |
289 |
1.5% |
73% |
False |
False |
13,583 |
60 |
20,295 |
17,590 |
2,705 |
13.7% |
252 |
1.3% |
82% |
False |
False |
9,439 |
80 |
20,295 |
16,665 |
3,630 |
18.3% |
233 |
1.2% |
87% |
False |
False |
7,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,670 |
2.618 |
20,344 |
1.618 |
20,144 |
1.000 |
20,020 |
0.618 |
19,944 |
HIGH |
19,820 |
0.618 |
19,744 |
0.500 |
19,720 |
0.382 |
19,697 |
LOW |
19,620 |
0.618 |
19,497 |
1.000 |
19,420 |
1.618 |
19,297 |
2.618 |
19,097 |
4.250 |
18,770 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
19,777 |
19,739 |
PP |
19,748 |
19,673 |
S1 |
19,720 |
19,608 |
|