Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,402.75 |
4,433.00 |
30.25 |
0.7% |
4,415.00 |
High |
4,442.75 |
4,459.50 |
16.75 |
0.4% |
4,441.50 |
Low |
4,402.75 |
4,398.50 |
-4.25 |
-0.1% |
4,324.00 |
Close |
4,428.50 |
4,445.25 |
16.75 |
0.4% |
4,349.00 |
Range |
40.00 |
61.00 |
21.00 |
52.5% |
117.50 |
ATR |
52.34 |
52.96 |
0.62 |
1.2% |
0.00 |
Volume |
190,749 |
196,846 |
6,097 |
3.2% |
1,028,212 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.50 |
4,592.25 |
4,478.75 |
|
R3 |
4,556.50 |
4,531.25 |
4,462.00 |
|
R2 |
4,495.50 |
4,495.50 |
4,456.50 |
|
R1 |
4,470.25 |
4,470.25 |
4,450.75 |
4,483.00 |
PP |
4,434.50 |
4,434.50 |
4,434.50 |
4,440.75 |
S1 |
4,409.25 |
4,409.25 |
4,439.75 |
4,422.00 |
S2 |
4,373.50 |
4,373.50 |
4,434.00 |
|
S3 |
4,312.50 |
4,348.25 |
4,428.50 |
|
S4 |
4,251.50 |
4,287.25 |
4,411.75 |
|
|
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 |
4,459.50 |
4,324.00 |
135.50 |
3.0% |
58.25 |
1.3% |
89% |
True |
False |
214,173 |
10 |
4,459.50 |
4,324.00 |
135.50 |
3.0% |
50.00 |
1.1% |
89% |
True |
False |
196,204 |
20 |
4,459.50 |
4,259.00 |
200.50 |
4.5% |
56.50 |
1.3% |
93% |
True |
False |
215,335 |
40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
51.00 |
1.1% |
86% |
False |
False |
159,298 |
60 |
4,476.50 |
4,084.25 |
392.25 |
8.8% |
51.00 |
1.1% |
92% |
False |
False |
106,228 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.8% |
51.75 |
1.2% |
93% |
False |
False |
79,677 |
100 |
4,476.50 |
4,039.00 |
437.50 |
9.8% |
47.75 |
1.1% |
93% |
False |
False |
63,745 |
120 |
4,476.50 |
4,039.00 |
437.50 |
9.8% |
41.00 |
0.9% |
93% |
False |
False |
53,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,718.75 |
2.618 |
4,619.25 |
1.618 |
4,558.25 |
1.000 |
4,520.50 |
0.618 |
4,497.25 |
HIGH |
4,459.50 |
0.618 |
4,436.25 |
0.500 |
4,429.00 |
0.382 |
4,421.75 |
LOW |
4,398.50 |
0.618 |
4,360.75 |
1.000 |
4,337.50 |
1.618 |
4,299.75 |
2.618 |
4,238.75 |
4.250 |
4,139.25 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,439.75 |
4,432.00 |
PP |
4,434.50 |
4,419.00 |
S1 |
4,429.00 |
4,406.00 |
|