Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,433.00 |
4,438.50 |
5.50 |
0.1% |
4,415.00 |
High |
4,459.50 |
4,497.25 |
37.75 |
0.8% |
4,441.50 |
Low |
4,398.50 |
4,418.00 |
19.50 |
0.4% |
4,324.00 |
Close |
4,445.25 |
4,481.50 |
36.25 |
0.8% |
4,349.00 |
Range |
61.00 |
79.25 |
18.25 |
29.9% |
117.50 |
ATR |
52.96 |
54.84 |
1.88 |
3.5% |
0.00 |
Volume |
196,846 |
252,582 |
55,736 |
28.3% |
1,028,212 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,703.25 |
4,671.75 |
4,525.00 |
|
R3 |
4,624.00 |
4,592.50 |
4,503.25 |
|
R2 |
4,544.75 |
4,544.75 |
4,496.00 |
|
R1 |
4,513.25 |
4,513.25 |
4,488.75 |
4,529.00 |
PP |
4,465.50 |
4,465.50 |
4,465.50 |
4,473.50 |
S1 |
4,434.00 |
4,434.00 |
4,474.25 |
4,449.75 |
S2 |
4,386.25 |
4,386.25 |
4,467.00 |
|
S3 |
4,307.00 |
4,354.75 |
4,459.75 |
|
S4 |
4,227.75 |
4,275.50 |
4,438.00 |
|
|
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 |
4,497.25 |
4,324.00 |
173.25 |
3.9% |
67.75 |
1.5% |
91% |
True |
False |
232,095 |
10 |
4,497.25 |
4,324.00 |
173.25 |
3.9% |
53.00 |
1.2% |
91% |
True |
False |
201,319 |
20 |
4,497.25 |
4,259.00 |
238.25 |
5.3% |
54.50 |
1.2% |
93% |
True |
False |
211,947 |
40 |
4,497.25 |
4,259.00 |
238.25 |
5.3% |
52.25 |
1.2% |
93% |
True |
False |
165,610 |
60 |
4,497.25 |
4,084.25 |
413.00 |
9.2% |
50.50 |
1.1% |
96% |
True |
False |
110,437 |
80 |
4,497.25 |
4,039.00 |
458.25 |
10.2% |
52.50 |
1.2% |
97% |
True |
False |
82,834 |
100 |
4,497.25 |
4,039.00 |
458.25 |
10.2% |
48.50 |
1.1% |
97% |
True |
False |
66,270 |
120 |
4,497.25 |
4,039.00 |
458.25 |
10.2% |
41.25 |
0.9% |
97% |
True |
False |
55,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.00 |
2.618 |
4,704.75 |
1.618 |
4,625.50 |
1.000 |
4,576.50 |
0.618 |
4,546.25 |
HIGH |
4,497.25 |
0.618 |
4,467.00 |
0.500 |
4,457.50 |
0.382 |
4,448.25 |
LOW |
4,418.00 |
0.618 |
4,369.00 |
1.000 |
4,338.75 |
1.618 |
4,289.75 |
2.618 |
4,210.50 |
4.250 |
4,081.25 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,473.50 |
4,470.25 |
PP |
4,465.50 |
4,459.00 |
S1 |
4,457.50 |
4,448.00 |
|