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 |
17,780 |
17,938 |
158 |
0.9% |
18,029 |
High |
17,953 |
18,057 |
104 |
0.6% |
18,111 |
Low |
17,773 |
17,909 |
136 |
0.8% |
17,691 |
Close |
17,934 |
17,995 |
61 |
0.3% |
17,934 |
Range |
180 |
148 |
-32 |
-17.8% |
420 |
ATR |
206 |
202 |
-4 |
-2.0% |
0 |
Volume |
110,840 |
97,945 |
-12,895 |
-11.6% |
808,641 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,431 |
18,361 |
18,077 |
|
R3 |
18,283 |
18,213 |
18,036 |
|
R2 |
18,135 |
18,135 |
18,022 |
|
R1 |
18,065 |
18,065 |
18,009 |
18,100 |
PP |
17,987 |
17,987 |
17,987 |
18,005 |
S1 |
17,917 |
17,917 |
17,982 |
17,952 |
S2 |
17,839 |
17,839 |
17,968 |
|
S3 |
17,691 |
17,769 |
17,954 |
|
S4 |
17,543 |
17,621 |
17,914 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,172 |
18,973 |
18,165 |
|
R3 |
18,752 |
18,553 |
18,050 |
|
R2 |
18,332 |
18,332 |
18,011 |
|
R1 |
18,133 |
18,133 |
17,973 |
18,023 |
PP |
17,912 |
17,912 |
17,912 |
17,857 |
S1 |
17,713 |
17,713 |
17,896 |
17,603 |
S2 |
17,492 |
17,492 |
17,857 |
|
S3 |
17,072 |
17,293 |
17,819 |
|
S4 |
16,652 |
16,873 |
17,703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,067 |
17,691 |
376 |
2.1% |
207 |
1.1% |
81% |
False |
False |
156,080 |
10 |
18,111 |
17,691 |
420 |
2.3% |
197 |
1.1% |
72% |
False |
False |
145,091 |
20 |
18,111 |
17,666 |
445 |
2.5% |
188 |
1.0% |
74% |
False |
False |
137,607 |
40 |
18,126 |
17,465 |
661 |
3.7% |
215 |
1.2% |
80% |
False |
False |
121,036 |
60 |
18,188 |
17,465 |
723 |
4.0% |
185 |
1.0% |
73% |
False |
False |
80,758 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
202 |
1.1% |
85% |
False |
False |
60,579 |
100 |
18,188 |
16,880 |
1,308 |
7.3% |
196 |
1.1% |
85% |
False |
False |
48,470 |
120 |
18,188 |
16,880 |
1,308 |
7.3% |
166 |
0.9% |
85% |
False |
False |
40,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,686 |
2.618 |
18,445 |
1.618 |
18,297 |
1.000 |
18,205 |
0.618 |
18,149 |
HIGH |
18,057 |
0.618 |
18,001 |
0.500 |
17,983 |
0.382 |
17,966 |
LOW |
17,909 |
0.618 |
17,818 |
1.000 |
17,761 |
1.618 |
17,670 |
2.618 |
17,522 |
4.250 |
17,280 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
17,991 |
17,955 |
PP |
17,987 |
17,914 |
S1 |
17,983 |
17,874 |
|