Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,204.4 |
1,195.8 |
-8.6 |
-0.7% |
1,207.2 |
High |
1,209.0 |
1,203.7 |
-5.3 |
-0.4% |
1,209.3 |
Low |
1,190.8 |
1,192.5 |
1.7 |
0.1% |
1,183.5 |
Close |
1,193.7 |
1,203.1 |
9.4 |
0.8% |
1,203.1 |
Range |
18.2 |
11.2 |
-7.0 |
-38.5% |
25.8 |
ATR |
16.4 |
16.0 |
-0.4 |
-2.3% |
0.0 |
Volume |
137,017 |
104,705 |
-32,312 |
-23.6% |
668,769 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.4 |
1,229.4 |
1,209.3 |
|
R3 |
1,222.2 |
1,218.2 |
1,206.2 |
|
R2 |
1,211.0 |
1,211.0 |
1,205.2 |
|
R1 |
1,207.0 |
1,207.0 |
1,204.1 |
1,209.0 |
PP |
1,199.8 |
1,199.8 |
1,199.8 |
1,200.8 |
S1 |
1,195.8 |
1,195.8 |
1,202.1 |
1,197.8 |
S2 |
1,188.6 |
1,188.6 |
1,201.0 |
|
S3 |
1,177.4 |
1,184.6 |
1,200.0 |
|
S4 |
1,166.2 |
1,173.4 |
1,196.9 |
|
|
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 |
1,188.3 |
20.7 |
1.7% |
14.2 |
1.2% |
71% |
False |
False |
127,976 |
10 |
1,212.5 |
1,183.5 |
29.0 |
2.4% |
14.6 |
1.2% |
68% |
False |
False |
126,181 |
20 |
1,224.5 |
1,178.2 |
46.3 |
3.8% |
15.0 |
1.2% |
54% |
False |
False |
111,808 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
15.8 |
1.3% |
74% |
False |
False |
64,250 |
60 |
1,300.6 |
1,142.4 |
158.2 |
13.1% |
17.3 |
1.4% |
38% |
False |
False |
44,221 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.1 |
1.5% |
36% |
False |
False |
33,989 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.0 |
1.6% |
36% |
False |
False |
27,789 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.3 |
1.6% |
39% |
False |
False |
23,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,251.3 |
2.618 |
1,233.0 |
1.618 |
1,221.8 |
1.000 |
1,214.9 |
0.618 |
1,210.6 |
HIGH |
1,203.7 |
0.618 |
1,199.4 |
0.500 |
1,198.1 |
0.382 |
1,196.8 |
LOW |
1,192.5 |
0.618 |
1,185.6 |
1.000 |
1,181.3 |
1.618 |
1,174.4 |
2.618 |
1,163.2 |
4.250 |
1,144.9 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.4 |
1,202.0 |
PP |
1,199.8 |
1,201.0 |
S1 |
1,198.1 |
1,199.9 |
|