Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,533.00 |
4,524.25 |
-8.75 |
-0.2% |
4,356.75 |
High |
4,555.50 |
4,531.25 |
-24.25 |
-0.5% |
4,536.25 |
Low |
4,509.25 |
4,471.75 |
-37.50 |
-0.8% |
4,352.25 |
Close |
4,524.75 |
4,516.00 |
-8.75 |
-0.2% |
4,529.25 |
Range |
46.25 |
59.50 |
13.25 |
28.6% |
184.00 |
ATR |
54.22 |
54.60 |
0.38 |
0.7% |
0.00 |
Volume |
224,600 |
283,966 |
59,366 |
26.4% |
1,063,150 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,684.75 |
4,660.00 |
4,548.75 |
|
R3 |
4,625.25 |
4,600.50 |
4,532.25 |
|
R2 |
4,565.75 |
4,565.75 |
4,527.00 |
|
R1 |
4,541.00 |
4,541.00 |
4,521.50 |
4,523.50 |
PP |
4,506.25 |
4,506.25 |
4,506.25 |
4,497.75 |
S1 |
4,481.50 |
4,481.50 |
4,510.50 |
4,464.00 |
S2 |
4,446.75 |
4,446.75 |
4,505.00 |
|
S3 |
4,387.25 |
4,422.00 |
4,499.75 |
|
S4 |
4,327.75 |
4,362.50 |
4,483.25 |
|
|
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% |
58.50 |
1.3% |
75% |
False |
False |
232,546 |
10 |
4,555.50 |
4,324.00 |
231.50 |
5.1% |
56.25 |
1.2% |
83% |
False |
False |
220,724 |
20 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
54.00 |
1.2% |
87% |
False |
False |
209,223 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
53.75 |
1.2% |
87% |
False |
False |
183,426 |
60 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
49.00 |
1.1% |
92% |
False |
False |
122,322 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.00 |
1.2% |
92% |
False |
False |
91,750 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
50.00 |
1.1% |
92% |
False |
False |
73,403 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
42.50 |
0.9% |
92% |
False |
False |
61,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,784.00 |
2.618 |
4,687.00 |
1.618 |
4,627.50 |
1.000 |
4,590.75 |
0.618 |
4,568.00 |
HIGH |
4,531.25 |
0.618 |
4,508.50 |
0.500 |
4,501.50 |
0.382 |
4,494.50 |
LOW |
4,471.75 |
0.618 |
4,435.00 |
1.000 |
4,412.25 |
1.618 |
4,375.50 |
2.618 |
4,316.00 |
4.250 |
4,219.00 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,511.25 |
4,515.25 |
PP |
4,506.25 |
4,514.50 |
S1 |
4,501.50 |
4,513.50 |
|