Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,356.75 |
4,402.75 |
46.00 |
1.1% |
4,415.00 |
High |
4,417.00 |
4,442.75 |
25.75 |
0.6% |
4,441.50 |
Low |
4,352.25 |
4,402.75 |
50.50 |
1.2% |
4,324.00 |
Close |
4,407.50 |
4,428.50 |
21.00 |
0.5% |
4,349.00 |
Range |
64.75 |
40.00 |
-24.75 |
-38.2% |
117.50 |
ATR |
53.29 |
52.34 |
-0.95 |
-1.8% |
0.00 |
Volume |
218,236 |
190,749 |
-27,487 |
-12.6% |
1,028,212 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,544.75 |
4,526.50 |
4,450.50 |
|
R3 |
4,504.75 |
4,486.50 |
4,439.50 |
|
R2 |
4,464.75 |
4,464.75 |
4,435.75 |
|
R1 |
4,446.50 |
4,446.50 |
4,432.25 |
4,455.50 |
PP |
4,424.75 |
4,424.75 |
4,424.75 |
4,429.25 |
S1 |
4,406.50 |
4,406.50 |
4,424.75 |
4,415.50 |
S2 |
4,384.75 |
4,384.75 |
4,421.25 |
|
S3 |
4,344.75 |
4,366.50 |
4,417.50 |
|
S4 |
4,304.75 |
4,326.50 |
4,406.50 |
|
|
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 |
4,442.75 |
4,324.00 |
118.75 |
2.7% |
54.00 |
1.2% |
88% |
True |
False |
208,903 |
10 |
4,442.75 |
4,324.00 |
118.75 |
2.7% |
49.00 |
1.1% |
88% |
True |
False |
199,074 |
20 |
4,461.00 |
4,259.00 |
202.00 |
4.6% |
55.25 |
1.2% |
84% |
False |
False |
214,704 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
50.00 |
1.1% |
78% |
False |
False |
154,378 |
60 |
4,476.50 |
4,084.25 |
392.25 |
8.9% |
50.50 |
1.1% |
88% |
False |
False |
102,947 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
51.00 |
1.2% |
89% |
False |
False |
77,217 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
47.25 |
1.1% |
89% |
False |
False |
61,776 |
120 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
40.50 |
0.9% |
89% |
False |
False |
51,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,612.75 |
2.618 |
4,547.50 |
1.618 |
4,507.50 |
1.000 |
4,482.75 |
0.618 |
4,467.50 |
HIGH |
4,442.75 |
0.618 |
4,427.50 |
0.500 |
4,422.75 |
0.382 |
4,418.00 |
LOW |
4,402.75 |
0.618 |
4,378.00 |
1.000 |
4,362.75 |
1.618 |
4,338.00 |
2.618 |
4,298.00 |
4.250 |
4,232.75 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,426.50 |
4,413.50 |
PP |
4,424.75 |
4,398.50 |
S1 |
4,422.75 |
4,383.50 |
|