Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
4,512.25 |
4,474.00 |
-38.25 |
-0.8% |
4,356.75 |
High |
4,514.00 |
4,478.25 |
-35.75 |
-0.8% |
4,536.25 |
Low |
4,456.25 |
4,386.50 |
-69.75 |
-1.6% |
4,352.25 |
Close |
4,479.75 |
4,408.25 |
-71.50 |
-1.6% |
4,529.25 |
Range |
57.75 |
91.75 |
34.00 |
58.9% |
184.00 |
ATR |
54.97 |
57.70 |
2.73 |
5.0% |
0.00 |
Volume |
290,967 |
353,283 |
62,316 |
21.4% |
1,063,150 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,699.50 |
4,645.75 |
4,458.75 |
|
R3 |
4,607.75 |
4,554.00 |
4,433.50 |
|
R2 |
4,516.00 |
4,516.00 |
4,425.00 |
|
R1 |
4,462.25 |
4,462.25 |
4,416.75 |
4,443.25 |
PP |
4,424.25 |
4,424.25 |
4,424.25 |
4,415.00 |
S1 |
4,370.50 |
4,370.50 |
4,399.75 |
4,351.50 |
S2 |
4,332.50 |
4,332.50 |
4,391.50 |
|
S3 |
4,240.75 |
4,278.75 |
4,383.00 |
|
S4 |
4,149.00 |
4,187.00 |
4,357.75 |
|
|
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 |
4,386.50 |
169.00 |
3.8% |
60.50 |
1.4% |
13% |
False |
True |
271,510 |
10 |
4,555.50 |
4,324.00 |
231.50 |
5.3% |
64.00 |
1.5% |
36% |
False |
False |
251,803 |
20 |
4,555.50 |
4,264.50 |
291.00 |
6.6% |
54.75 |
1.2% |
49% |
False |
False |
214,614 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
55.50 |
1.3% |
50% |
False |
False |
199,496 |
60 |
4,555.50 |
4,179.25 |
376.25 |
8.5% |
49.25 |
1.1% |
61% |
False |
False |
133,059 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
53.25 |
1.2% |
71% |
False |
False |
99,803 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
51.50 |
1.2% |
71% |
False |
False |
79,846 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
43.50 |
1.0% |
71% |
False |
False |
66,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,868.25 |
2.618 |
4,718.50 |
1.618 |
4,626.75 |
1.000 |
4,570.00 |
0.618 |
4,535.00 |
HIGH |
4,478.25 |
0.618 |
4,443.25 |
0.500 |
4,432.50 |
0.382 |
4,421.50 |
LOW |
4,386.50 |
0.618 |
4,329.75 |
1.000 |
4,294.75 |
1.618 |
4,238.00 |
2.618 |
4,146.25 |
4.250 |
3,996.50 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
4,432.50 |
4,459.00 |
PP |
4,424.25 |
4,442.00 |
S1 |
4,416.25 |
4,425.00 |
|