Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,438.50 |
4,492.50 |
54.00 |
1.2% |
4,356.75 |
High |
4,497.25 |
4,536.25 |
39.00 |
0.9% |
4,536.25 |
Low |
4,418.00 |
4,489.50 |
71.50 |
1.6% |
4,352.25 |
Close |
4,481.50 |
4,529.25 |
47.75 |
1.1% |
4,529.25 |
Range |
79.25 |
46.75 |
-32.50 |
-41.0% |
184.00 |
ATR |
54.84 |
54.83 |
-0.01 |
0.0% |
0.00 |
Volume |
252,582 |
204,737 |
-47,845 |
-18.9% |
1,063,150 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,658.50 |
4,640.75 |
4,555.00 |
|
R3 |
4,611.75 |
4,594.00 |
4,542.00 |
|
R2 |
4,565.00 |
4,565.00 |
4,537.75 |
|
R1 |
4,547.25 |
4,547.25 |
4,533.50 |
4,556.00 |
PP |
4,518.25 |
4,518.25 |
4,518.25 |
4,522.75 |
S1 |
4,500.50 |
4,500.50 |
4,525.00 |
4,509.50 |
S2 |
4,471.50 |
4,471.50 |
4,520.75 |
|
S3 |
4,424.75 |
4,453.75 |
4,516.50 |
|
S4 |
4,378.00 |
4,407.00 |
4,503.50 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,024.50 |
4,961.00 |
4,630.50 |
|
R3 |
4,840.50 |
4,777.00 |
4,579.75 |
|
R2 |
4,656.50 |
4,656.50 |
4,563.00 |
|
R1 |
4,593.00 |
4,593.00 |
4,546.00 |
4,624.75 |
PP |
4,472.50 |
4,472.50 |
4,472.50 |
4,488.50 |
S1 |
4,409.00 |
4,409.00 |
4,512.50 |
4,440.75 |
S2 |
4,288.50 |
4,288.50 |
4,495.50 |
|
S3 |
4,104.50 |
4,225.00 |
4,478.75 |
|
S4 |
3,920.50 |
4,041.00 |
4,428.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,536.25 |
4,352.25 |
184.00 |
4.1% |
58.25 |
1.3% |
96% |
True |
False |
212,630 |
10 |
4,536.25 |
4,324.00 |
212.25 |
4.7% |
54.75 |
1.2% |
97% |
True |
False |
209,136 |
20 |
4,536.25 |
4,259.00 |
277.25 |
6.1% |
53.75 |
1.2% |
97% |
True |
False |
204,372 |
40 |
4,536.25 |
4,259.00 |
277.25 |
6.1% |
52.50 |
1.2% |
97% |
True |
False |
170,725 |
60 |
4,536.25 |
4,084.25 |
452.00 |
10.0% |
49.50 |
1.1% |
98% |
True |
False |
113,848 |
80 |
4,536.25 |
4,039.00 |
497.25 |
11.0% |
52.75 |
1.2% |
99% |
True |
False |
85,394 |
100 |
4,536.25 |
4,039.00 |
497.25 |
11.0% |
49.00 |
1.1% |
99% |
True |
False |
68,318 |
120 |
4,536.25 |
4,039.00 |
497.25 |
11.0% |
41.75 |
0.9% |
99% |
True |
False |
56,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,735.00 |
2.618 |
4,658.75 |
1.618 |
4,612.00 |
1.000 |
4,583.00 |
0.618 |
4,565.25 |
HIGH |
4,536.25 |
0.618 |
4,518.50 |
0.500 |
4,513.00 |
0.382 |
4,507.25 |
LOW |
4,489.50 |
0.618 |
4,460.50 |
1.000 |
4,442.75 |
1.618 |
4,413.75 |
2.618 |
4,367.00 |
4.250 |
4,290.75 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,523.75 |
4,508.50 |
PP |
4,518.25 |
4,488.00 |
S1 |
4,513.00 |
4,467.50 |
|