Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,492.50 |
4,533.00 |
40.50 |
0.9% |
4,356.75 |
High |
4,536.25 |
4,555.50 |
19.25 |
0.4% |
4,536.25 |
Low |
4,489.50 |
4,509.25 |
19.75 |
0.4% |
4,352.25 |
Close |
4,529.25 |
4,524.75 |
-4.50 |
-0.1% |
4,529.25 |
Range |
46.75 |
46.25 |
-0.50 |
-1.1% |
184.00 |
ATR |
54.83 |
54.22 |
-0.61 |
-1.1% |
0.00 |
Volume |
204,737 |
224,600 |
19,863 |
9.7% |
1,063,150 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.50 |
4,643.00 |
4,550.25 |
|
R3 |
4,622.25 |
4,596.75 |
4,537.50 |
|
R2 |
4,576.00 |
4,576.00 |
4,533.25 |
|
R1 |
4,550.50 |
4,550.50 |
4,529.00 |
4,540.00 |
PP |
4,529.75 |
4,529.75 |
4,529.75 |
4,524.75 |
S1 |
4,504.25 |
4,504.25 |
4,520.50 |
4,494.00 |
S2 |
4,483.50 |
4,483.50 |
4,516.25 |
|
S3 |
4,437.25 |
4,458.00 |
4,512.00 |
|
S4 |
4,391.00 |
4,411.75 |
4,499.25 |
|
|
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 |
4,555.50 |
4,398.50 |
157.00 |
3.5% |
54.75 |
1.2% |
80% |
True |
False |
213,902 |
10 |
4,555.50 |
4,324.00 |
231.50 |
5.1% |
55.00 |
1.2% |
87% |
True |
False |
214,403 |
20 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
54.25 |
1.2% |
90% |
True |
False |
205,126 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
53.00 |
1.2% |
90% |
True |
False |
176,335 |
60 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
48.75 |
1.1% |
93% |
True |
False |
117,590 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.25 |
1.2% |
94% |
True |
False |
88,201 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
49.50 |
1.1% |
94% |
True |
False |
70,564 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
42.00 |
0.9% |
94% |
True |
False |
58,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,752.00 |
2.618 |
4,676.50 |
1.618 |
4,630.25 |
1.000 |
4,601.75 |
0.618 |
4,584.00 |
HIGH |
4,555.50 |
0.618 |
4,537.75 |
0.500 |
4,532.50 |
0.382 |
4,527.00 |
LOW |
4,509.25 |
0.618 |
4,480.75 |
1.000 |
4,463.00 |
1.618 |
4,434.50 |
2.618 |
4,388.25 |
4.250 |
4,312.75 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,532.50 |
4,512.00 |
PP |
4,529.75 |
4,499.50 |
S1 |
4,527.25 |
4,486.75 |
|