Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,195.8 |
1,202.2 |
6.4 |
0.5% |
1,207.2 |
High |
1,203.7 |
1,204.4 |
0.7 |
0.1% |
1,209.3 |
Low |
1,192.5 |
1,185.0 |
-7.5 |
-0.6% |
1,183.5 |
Close |
1,203.1 |
1,186.9 |
-16.2 |
-1.3% |
1,203.1 |
Range |
11.2 |
19.4 |
8.2 |
73.2% |
25.8 |
ATR |
16.0 |
16.3 |
0.2 |
1.5% |
0.0 |
Volume |
104,705 |
152,182 |
47,477 |
45.3% |
668,769 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.3 |
1,238.0 |
1,197.6 |
|
R3 |
1,230.9 |
1,218.6 |
1,192.2 |
|
R2 |
1,211.5 |
1,211.5 |
1,190.5 |
|
R1 |
1,199.2 |
1,199.2 |
1,188.7 |
1,195.7 |
PP |
1,192.1 |
1,192.1 |
1,192.1 |
1,190.3 |
S1 |
1,179.8 |
1,179.8 |
1,185.1 |
1,176.3 |
S2 |
1,172.7 |
1,172.7 |
1,183.3 |
|
S3 |
1,153.3 |
1,160.4 |
1,181.6 |
|
S4 |
1,133.9 |
1,141.0 |
1,176.2 |
|
|
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 |
1,185.0 |
24.0 |
2.0% |
14.8 |
1.2% |
8% |
False |
True |
132,572 |
10 |
1,210.6 |
1,183.5 |
27.1 |
2.3% |
15.0 |
1.3% |
13% |
False |
False |
129,768 |
20 |
1,224.5 |
1,178.2 |
46.3 |
3.9% |
15.4 |
1.3% |
19% |
False |
False |
116,982 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
15.9 |
1.3% |
54% |
False |
False |
67,996 |
60 |
1,299.4 |
1,142.4 |
157.0 |
13.2% |
17.3 |
1.5% |
28% |
False |
False |
46,715 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
18.3 |
1.5% |
27% |
False |
False |
35,855 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
19.1 |
1.6% |
27% |
False |
False |
29,259 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.7% |
19.4 |
1.6% |
30% |
False |
False |
24,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.9 |
2.618 |
1,255.2 |
1.618 |
1,235.8 |
1.000 |
1,223.8 |
0.618 |
1,216.4 |
HIGH |
1,204.4 |
0.618 |
1,197.0 |
0.500 |
1,194.7 |
0.382 |
1,192.4 |
LOW |
1,185.0 |
0.618 |
1,173.0 |
1.000 |
1,165.6 |
1.618 |
1,153.6 |
2.618 |
1,134.2 |
4.250 |
1,102.6 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,194.7 |
1,197.0 |
PP |
1,192.1 |
1,193.6 |
S1 |
1,189.5 |
1,190.3 |
|