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 |
1,258.4 |
1,238.0 |
-20.4 |
-1.6% |
1,252.5 |
High |
1,260.3 |
1,241.4 |
-18.9 |
-1.5% |
1,271.1 |
Low |
1,238.8 |
1,211.5 |
-27.3 |
-2.2% |
1,249.1 |
Close |
1,240.6 |
1,216.4 |
-24.2 |
-2.0% |
1,264.2 |
Range |
21.5 |
29.9 |
8.4 |
39.1% |
22.0 |
ATR |
16.4 |
17.4 |
1.0 |
5.9% |
0.0 |
Volume |
103,387 |
169,475 |
66,088 |
63.9% |
317,951 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.8 |
1,294.5 |
1,232.8 |
|
R3 |
1,283.0 |
1,264.5 |
1,224.5 |
|
R2 |
1,253.0 |
1,253.0 |
1,222.0 |
|
R1 |
1,234.8 |
1,234.8 |
1,219.3 |
1,229.0 |
PP |
1,223.0 |
1,223.0 |
1,223.0 |
1,220.3 |
S1 |
1,204.8 |
1,204.8 |
1,213.8 |
1,199.0 |
S2 |
1,193.3 |
1,193.3 |
1,211.0 |
|
S3 |
1,163.3 |
1,175.0 |
1,208.3 |
|
S4 |
1,133.5 |
1,145.0 |
1,200.0 |
|
|
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 |
1,274.9 |
1,211.5 |
63.4 |
5.2% |
22.3 |
1.8% |
8% |
False |
True |
106,897 |
10 |
1,274.9 |
1,211.5 |
63.4 |
5.2% |
19.3 |
1.6% |
8% |
False |
True |
92,703 |
20 |
1,277.2 |
1,211.5 |
65.7 |
5.4% |
17.0 |
1.4% |
7% |
False |
True |
80,295 |
40 |
1,277.2 |
1,198.8 |
78.4 |
6.4% |
16.3 |
1.3% |
22% |
False |
False |
77,605 |
60 |
1,277.2 |
1,181.7 |
95.5 |
7.9% |
12.8 |
1.1% |
36% |
False |
False |
51,860 |
80 |
1,277.2 |
1,137.0 |
140.2 |
11.5% |
11.8 |
1.0% |
57% |
False |
False |
38,896 |
100 |
1,277.2 |
1,126.7 |
150.5 |
12.4% |
9.8 |
0.8% |
60% |
False |
False |
31,118 |
120 |
1,277.2 |
1,126.7 |
150.5 |
12.4% |
8.0 |
0.7% |
60% |
False |
False |
25,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.5 |
2.618 |
1,319.8 |
1.618 |
1,289.8 |
1.000 |
1,271.3 |
0.618 |
1,260.0 |
HIGH |
1,241.5 |
0.618 |
1,230.0 |
0.500 |
1,226.5 |
0.382 |
1,223.0 |
LOW |
1,211.5 |
0.618 |
1,193.0 |
1.000 |
1,181.5 |
1.618 |
1,163.0 |
2.618 |
1,133.3 |
4.250 |
1,084.5 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,226.5 |
1,236.0 |
PP |
1,223.0 |
1,229.5 |
S1 |
1,219.8 |
1,223.0 |
|