Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,262.7 |
1,267.9 |
5.2 |
0.4% |
1,252.5 |
High |
1,271.1 |
1,271.1 |
0.0 |
0.0% |
1,271.1 |
Low |
1,254.6 |
1,262.5 |
7.9 |
0.6% |
1,249.1 |
Close |
1,267.8 |
1,264.2 |
-3.6 |
-0.3% |
1,264.2 |
Range |
16.5 |
8.6 |
-7.9 |
-47.9% |
22.0 |
ATR |
15.0 |
14.5 |
-0.5 |
-3.0% |
0.0 |
Volume |
62,791 |
49,708 |
-13,083 |
-20.8% |
317,951 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.8 |
1,286.5 |
1,269.0 |
|
R3 |
1,283.3 |
1,278.0 |
1,266.5 |
|
R2 |
1,274.5 |
1,274.5 |
1,265.8 |
|
R1 |
1,269.3 |
1,269.3 |
1,265.0 |
1,267.8 |
PP |
1,266.0 |
1,266.0 |
1,266.0 |
1,265.0 |
S1 |
1,260.8 |
1,260.8 |
1,263.5 |
1,259.0 |
S2 |
1,257.3 |
1,257.3 |
1,262.5 |
|
S3 |
1,248.8 |
1,252.3 |
1,261.8 |
|
S4 |
1,240.3 |
1,243.5 |
1,259.5 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.5 |
1,317.8 |
1,276.3 |
|
R3 |
1,305.5 |
1,295.8 |
1,270.3 |
|
R2 |
1,283.5 |
1,283.5 |
1,268.3 |
|
R1 |
1,273.8 |
1,273.8 |
1,266.3 |
1,278.8 |
PP |
1,261.5 |
1,261.5 |
1,261.5 |
1,264.0 |
S1 |
1,251.8 |
1,251.8 |
1,262.3 |
1,256.8 |
S2 |
1,239.5 |
1,239.5 |
1,260.3 |
|
S3 |
1,217.5 |
1,229.8 |
1,258.3 |
|
S4 |
1,195.5 |
1,207.8 |
1,252.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,271.1 |
1,249.1 |
22.0 |
1.7% |
12.8 |
1.0% |
69% |
True |
False |
63,590 |
10 |
1,277.2 |
1,243.4 |
33.8 |
2.7% |
14.0 |
1.1% |
62% |
False |
False |
72,111 |
20 |
1,277.2 |
1,223.1 |
54.1 |
4.3% |
15.0 |
1.2% |
76% |
False |
False |
72,455 |
40 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
14.5 |
1.1% |
83% |
False |
False |
65,655 |
60 |
1,277.2 |
1,145.0 |
132.2 |
10.5% |
11.8 |
0.9% |
90% |
False |
False |
43,781 |
80 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
10.8 |
0.8% |
91% |
False |
False |
32,837 |
100 |
1,277.2 |
1,126.7 |
150.5 |
11.9% |
8.8 |
0.7% |
91% |
False |
False |
26,270 |
120 |
1,277.2 |
1,126.7 |
150.5 |
11.9% |
7.3 |
0.6% |
91% |
False |
False |
21,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.8 |
2.618 |
1,293.5 |
1.618 |
1,285.0 |
1.000 |
1,279.8 |
0.618 |
1,276.5 |
HIGH |
1,271.0 |
0.618 |
1,267.8 |
0.500 |
1,266.8 |
0.382 |
1,265.8 |
LOW |
1,262.5 |
0.618 |
1,257.3 |
1.000 |
1,254.0 |
1.618 |
1,248.5 |
2.618 |
1,240.0 |
4.250 |
1,226.0 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,266.8 |
1,262.8 |
PP |
1,266.0 |
1,261.5 |
S1 |
1,265.0 |
1,260.0 |
|