Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,416.25 |
4,356.75 |
-59.50 |
-1.3% |
4,415.00 |
High |
4,417.50 |
4,417.00 |
-0.50 |
0.0% |
4,441.50 |
Low |
4,324.00 |
4,352.25 |
28.25 |
0.7% |
4,324.00 |
Close |
4,349.00 |
4,407.50 |
58.50 |
1.3% |
4,349.00 |
Range |
93.50 |
64.75 |
-28.75 |
-30.7% |
117.50 |
ATR |
52.16 |
53.29 |
1.13 |
2.2% |
0.00 |
Volume |
302,065 |
218,236 |
-83,829 |
-27.8% |
1,028,212 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,586.50 |
4,561.75 |
4,443.00 |
|
R3 |
4,521.75 |
4,497.00 |
4,425.25 |
|
R2 |
4,457.00 |
4,457.00 |
4,419.25 |
|
R1 |
4,432.25 |
4,432.25 |
4,413.50 |
4,444.50 |
PP |
4,392.25 |
4,392.25 |
4,392.25 |
4,398.50 |
S1 |
4,367.50 |
4,367.50 |
4,401.50 |
4,380.00 |
S2 |
4,327.50 |
4,327.50 |
4,395.75 |
|
S3 |
4,262.75 |
4,302.75 |
4,389.75 |
|
S4 |
4,198.00 |
4,238.00 |
4,372.00 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.00 |
4,654.00 |
4,413.50 |
|
R3 |
4,606.50 |
4,536.50 |
4,381.25 |
|
R2 |
4,489.00 |
4,489.00 |
4,370.50 |
|
R1 |
4,419.00 |
4,419.00 |
4,359.75 |
4,395.25 |
PP |
4,371.50 |
4,371.50 |
4,371.50 |
4,359.50 |
S1 |
4,301.50 |
4,301.50 |
4,338.25 |
4,277.75 |
S2 |
4,254.00 |
4,254.00 |
4,327.50 |
|
S3 |
4,136.50 |
4,184.00 |
4,316.75 |
|
S4 |
4,019.00 |
4,066.50 |
4,284.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,429.50 |
4,324.00 |
105.50 |
2.4% |
55.50 |
1.3% |
79% |
False |
False |
214,903 |
10 |
4,441.50 |
4,324.00 |
117.50 |
2.7% |
49.25 |
1.1% |
71% |
False |
False |
197,169 |
20 |
4,461.25 |
4,259.00 |
202.25 |
4.6% |
54.50 |
1.2% |
73% |
False |
False |
212,654 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
49.25 |
1.1% |
68% |
False |
False |
149,613 |
60 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
50.00 |
1.1% |
82% |
False |
False |
99,770 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
51.00 |
1.2% |
84% |
False |
False |
74,833 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
46.75 |
1.1% |
84% |
False |
False |
59,869 |
120 |
4,476.50 |
4,018.75 |
457.75 |
10.4% |
40.25 |
0.9% |
85% |
False |
False |
49,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,692.25 |
2.618 |
4,586.50 |
1.618 |
4,521.75 |
1.000 |
4,481.75 |
0.618 |
4,457.00 |
HIGH |
4,417.00 |
0.618 |
4,392.25 |
0.500 |
4,384.50 |
0.382 |
4,377.00 |
LOW |
4,352.25 |
0.618 |
4,312.25 |
1.000 |
4,287.50 |
1.618 |
4,247.50 |
2.618 |
4,182.75 |
4.250 |
4,077.00 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,400.00 |
4,397.25 |
PP |
4,392.25 |
4,387.00 |
S1 |
4,384.50 |
4,376.75 |
|