Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,405.50 |
4,400.25 |
-5.25 |
-0.1% |
4,265.00 |
High |
4,414.50 |
4,429.00 |
14.50 |
0.3% |
4,416.00 |
Low |
4,366.75 |
4,388.75 |
22.00 |
0.5% |
4,264.50 |
Close |
4,397.75 |
4,421.75 |
24.00 |
0.5% |
4,414.75 |
Range |
47.75 |
40.25 |
-7.50 |
-15.7% |
151.50 |
ATR |
51.10 |
50.33 |
-0.78 |
-1.5% |
0.00 |
Volume |
220,750 |
170,496 |
-50,254 |
-22.8% |
879,269 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,534.00 |
4,518.00 |
4,444.00 |
|
R3 |
4,493.75 |
4,477.75 |
4,432.75 |
|
R2 |
4,453.50 |
4,453.50 |
4,429.25 |
|
R1 |
4,437.50 |
4,437.50 |
4,425.50 |
4,445.50 |
PP |
4,413.25 |
4,413.25 |
4,413.25 |
4,417.00 |
S1 |
4,397.25 |
4,397.25 |
4,418.00 |
4,405.25 |
S2 |
4,373.00 |
4,373.00 |
4,414.25 |
|
S3 |
4,332.75 |
4,357.00 |
4,410.75 |
|
S4 |
4,292.50 |
4,316.75 |
4,399.50 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.50 |
4,768.75 |
4,498.00 |
|
R3 |
4,668.00 |
4,617.25 |
4,456.50 |
|
R2 |
4,516.50 |
4,516.50 |
4,442.50 |
|
R1 |
4,465.75 |
4,465.75 |
4,428.75 |
4,491.00 |
PP |
4,365.00 |
4,365.00 |
4,365.00 |
4,377.75 |
S1 |
4,314.25 |
4,314.25 |
4,400.75 |
4,339.50 |
S2 |
4,213.50 |
4,213.50 |
4,387.00 |
|
S3 |
4,062.00 |
4,162.75 |
4,373.00 |
|
S4 |
3,910.50 |
4,011.25 |
4,331.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,441.50 |
4,352.75 |
88.75 |
2.0% |
41.75 |
0.9% |
78% |
False |
False |
178,236 |
10 |
4,441.50 |
4,259.00 |
182.50 |
4.1% |
50.00 |
1.1% |
89% |
False |
False |
192,279 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.8% |
54.00 |
1.2% |
76% |
False |
False |
216,262 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
47.00 |
1.1% |
75% |
False |
False |
132,552 |
60 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
49.75 |
1.1% |
86% |
False |
False |
88,383 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.50 |
1.1% |
87% |
False |
False |
66,294 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
45.25 |
1.0% |
87% |
False |
False |
53,036 |
120 |
4,476.50 |
3,926.50 |
550.00 |
12.4% |
38.75 |
0.9% |
90% |
False |
False |
44,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,600.00 |
2.618 |
4,534.25 |
1.618 |
4,494.00 |
1.000 |
4,469.25 |
0.618 |
4,453.75 |
HIGH |
4,429.00 |
0.618 |
4,413.50 |
0.500 |
4,409.00 |
0.382 |
4,404.25 |
LOW |
4,388.75 |
0.618 |
4,364.00 |
1.000 |
4,348.50 |
1.618 |
4,323.75 |
2.618 |
4,283.50 |
4.250 |
4,217.75 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,417.50 |
4,416.00 |
PP |
4,413.25 |
4,410.00 |
S1 |
4,409.00 |
4,404.00 |
|