Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,400.25 |
4,426.25 |
26.00 |
0.6% |
4,265.00 |
High |
4,429.00 |
4,429.50 |
0.50 |
0.0% |
4,416.00 |
Low |
4,388.75 |
4,398.00 |
9.25 |
0.2% |
4,264.50 |
Close |
4,421.75 |
4,415.25 |
-6.50 |
-0.1% |
4,414.75 |
Range |
40.25 |
31.50 |
-8.75 |
-21.7% |
151.50 |
ATR |
50.33 |
48.98 |
-1.34 |
-2.7% |
0.00 |
Volume |
170,496 |
162,971 |
-7,525 |
-4.4% |
879,269 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.75 |
4,493.50 |
4,432.50 |
|
R3 |
4,477.25 |
4,462.00 |
4,424.00 |
|
R2 |
4,445.75 |
4,445.75 |
4,421.00 |
|
R1 |
4,430.50 |
4,430.50 |
4,418.25 |
4,422.50 |
PP |
4,414.25 |
4,414.25 |
4,414.25 |
4,410.25 |
S1 |
4,399.00 |
4,399.00 |
4,412.25 |
4,391.00 |
S2 |
4,382.75 |
4,382.75 |
4,409.50 |
|
S3 |
4,351.25 |
4,367.50 |
4,406.50 |
|
S4 |
4,319.75 |
4,336.00 |
4,398.00 |
|
|
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 |
4,366.75 |
74.75 |
1.7% |
38.25 |
0.9% |
65% |
False |
False |
170,542 |
10 |
4,441.50 |
4,264.50 |
177.00 |
4.0% |
45.75 |
1.0% |
85% |
False |
False |
177,426 |
20 |
4,472.25 |
4,259.00 |
213.25 |
4.8% |
50.50 |
1.1% |
73% |
False |
False |
208,596 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
47.25 |
1.1% |
72% |
False |
False |
136,610 |
60 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
49.75 |
1.1% |
84% |
False |
False |
91,098 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
49.50 |
1.1% |
86% |
False |
False |
68,331 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
45.50 |
1.0% |
86% |
False |
False |
54,666 |
120 |
4,476.50 |
3,985.50 |
491.00 |
11.1% |
39.00 |
0.9% |
88% |
False |
False |
45,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,563.50 |
2.618 |
4,512.00 |
1.618 |
4,480.50 |
1.000 |
4,461.00 |
0.618 |
4,449.00 |
HIGH |
4,429.50 |
0.618 |
4,417.50 |
0.500 |
4,413.75 |
0.382 |
4,410.00 |
LOW |
4,398.00 |
0.618 |
4,378.50 |
1.000 |
4,366.50 |
1.618 |
4,347.00 |
2.618 |
4,315.50 |
4.250 |
4,264.00 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,414.75 |
4,409.50 |
PP |
4,414.25 |
4,403.75 |
S1 |
4,413.75 |
4,398.00 |
|