Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,198.6 |
1,204.4 |
5.8 |
0.5% |
1,207.2 |
High |
1,207.8 |
1,209.0 |
1.2 |
0.1% |
1,209.3 |
Low |
1,197.0 |
1,190.8 |
-6.2 |
-0.5% |
1,183.5 |
Close |
1,203.1 |
1,193.7 |
-9.4 |
-0.8% |
1,203.1 |
Range |
10.8 |
18.2 |
7.4 |
68.5% |
25.8 |
ATR |
16.3 |
16.4 |
0.1 |
0.8% |
0.0 |
Volume |
111,545 |
137,017 |
25,472 |
22.8% |
668,769 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.4 |
1,241.3 |
1,203.7 |
|
R3 |
1,234.2 |
1,223.1 |
1,198.7 |
|
R2 |
1,216.0 |
1,216.0 |
1,197.0 |
|
R1 |
1,204.9 |
1,204.9 |
1,195.4 |
1,201.4 |
PP |
1,197.8 |
1,197.8 |
1,197.8 |
1,196.1 |
S1 |
1,186.7 |
1,186.7 |
1,192.0 |
1,183.2 |
S2 |
1,179.6 |
1,179.6 |
1,190.4 |
|
S3 |
1,161.4 |
1,168.5 |
1,188.7 |
|
S4 |
1,143.2 |
1,150.3 |
1,183.7 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.0 |
1,265.4 |
1,217.3 |
|
R3 |
1,250.2 |
1,239.6 |
1,210.2 |
|
R2 |
1,224.4 |
1,224.4 |
1,207.8 |
|
R1 |
1,213.8 |
1,213.8 |
1,205.5 |
1,206.2 |
PP |
1,198.6 |
1,198.6 |
1,198.6 |
1,194.9 |
S1 |
1,188.0 |
1,188.0 |
1,200.7 |
1,180.4 |
S2 |
1,172.8 |
1,172.8 |
1,198.4 |
|
S3 |
1,147.0 |
1,162.2 |
1,196.0 |
|
S4 |
1,121.2 |
1,136.4 |
1,188.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,209.0 |
1,183.5 |
25.5 |
2.1% |
15.5 |
1.3% |
40% |
True |
False |
139,246 |
10 |
1,215.9 |
1,183.5 |
32.4 |
2.7% |
14.3 |
1.2% |
31% |
False |
False |
124,297 |
20 |
1,224.5 |
1,178.2 |
46.3 |
3.9% |
15.0 |
1.3% |
33% |
False |
False |
109,126 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
15.9 |
1.3% |
62% |
False |
False |
61,674 |
60 |
1,303.5 |
1,142.4 |
161.1 |
13.5% |
17.4 |
1.5% |
32% |
False |
False |
42,595 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.1 |
1.5% |
31% |
False |
False |
32,689 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.9 |
1.6% |
31% |
False |
False |
26,789 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
19.3 |
1.6% |
34% |
False |
False |
22,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.4 |
2.618 |
1,256.6 |
1.618 |
1,238.4 |
1.000 |
1,227.2 |
0.618 |
1,220.2 |
HIGH |
1,209.0 |
0.618 |
1,202.0 |
0.500 |
1,199.9 |
0.382 |
1,197.8 |
LOW |
1,190.8 |
0.618 |
1,179.6 |
1.000 |
1,172.6 |
1.618 |
1,161.4 |
2.618 |
1,143.2 |
4.250 |
1,113.5 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,199.9 |
1,199.9 |
PP |
1,197.8 |
1,197.8 |
S1 |
1,195.8 |
1,195.8 |
|