Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,524.25 |
4,512.25 |
-12.00 |
-0.3% |
4,356.75 |
High |
4,531.25 |
4,514.00 |
-17.25 |
-0.4% |
4,536.25 |
Low |
4,471.75 |
4,456.25 |
-15.50 |
-0.3% |
4,352.25 |
Close |
4,516.00 |
4,479.75 |
-36.25 |
-0.8% |
4,529.25 |
Range |
59.50 |
57.75 |
-1.75 |
-2.9% |
184.00 |
ATR |
54.60 |
54.97 |
0.37 |
0.7% |
0.00 |
Volume |
283,966 |
290,967 |
7,001 |
2.5% |
1,063,150 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,656.50 |
4,626.00 |
4,511.50 |
|
R3 |
4,598.75 |
4,568.25 |
4,495.75 |
|
R2 |
4,541.00 |
4,541.00 |
4,490.25 |
|
R1 |
4,510.50 |
4,510.50 |
4,485.00 |
4,497.00 |
PP |
4,483.25 |
4,483.25 |
4,483.25 |
4,476.50 |
S1 |
4,452.75 |
4,452.75 |
4,474.50 |
4,439.00 |
S2 |
4,425.50 |
4,425.50 |
4,469.25 |
|
S3 |
4,367.75 |
4,395.00 |
4,463.75 |
|
S4 |
4,310.00 |
4,337.25 |
4,448.00 |
|
|
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 |
4,418.00 |
137.50 |
3.1% |
58.00 |
1.3% |
45% |
False |
False |
251,370 |
10 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
58.00 |
1.3% |
67% |
False |
False |
232,771 |
20 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
54.00 |
1.2% |
74% |
False |
False |
212,525 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
54.00 |
1.2% |
74% |
False |
False |
190,683 |
60 |
4,555.50 |
4,176.00 |
379.50 |
8.5% |
48.25 |
1.1% |
80% |
False |
False |
127,171 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.75 |
1.2% |
85% |
False |
False |
95,387 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
50.50 |
1.1% |
85% |
False |
False |
76,313 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
42.75 |
1.0% |
85% |
False |
False |
63,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.50 |
2.618 |
4,665.25 |
1.618 |
4,607.50 |
1.000 |
4,571.75 |
0.618 |
4,549.75 |
HIGH |
4,514.00 |
0.618 |
4,492.00 |
0.500 |
4,485.00 |
0.382 |
4,478.25 |
LOW |
4,456.25 |
0.618 |
4,420.50 |
1.000 |
4,398.50 |
1.618 |
4,362.75 |
2.618 |
4,305.00 |
4.250 |
4,210.75 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,485.00 |
4,506.00 |
PP |
4,483.25 |
4,497.25 |
S1 |
4,481.50 |
4,488.50 |
|