Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,179.3 |
1,201.6 |
22.3 |
1.9% |
1,204.4 |
High |
1,206.7 |
1,214.6 |
7.9 |
0.7% |
1,209.0 |
Low |
1,177.6 |
1,198.6 |
21.0 |
1.8% |
1,174.1 |
Close |
1,203.2 |
1,213.9 |
10.7 |
0.9% |
1,175.0 |
Range |
29.1 |
16.0 |
-13.1 |
-45.0% |
34.9 |
ATR |
17.6 |
17.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
207,200 |
157,578 |
-49,622 |
-23.9% |
668,393 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.0 |
1,251.5 |
1,222.7 |
|
R3 |
1,241.0 |
1,235.5 |
1,218.3 |
|
R2 |
1,225.0 |
1,225.0 |
1,216.8 |
|
R1 |
1,219.5 |
1,219.5 |
1,215.4 |
1,222.3 |
PP |
1,209.0 |
1,209.0 |
1,209.0 |
1,210.4 |
S1 |
1,203.5 |
1,203.5 |
1,212.4 |
1,206.3 |
S2 |
1,193.0 |
1,193.0 |
1,211.0 |
|
S3 |
1,177.0 |
1,187.5 |
1,209.5 |
|
S4 |
1,161.0 |
1,171.5 |
1,205.1 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.7 |
1,267.8 |
1,194.2 |
|
R3 |
1,255.8 |
1,232.9 |
1,184.6 |
|
R2 |
1,220.9 |
1,220.9 |
1,181.4 |
|
R1 |
1,198.0 |
1,198.0 |
1,178.2 |
1,192.0 |
PP |
1,186.0 |
1,186.0 |
1,186.0 |
1,183.1 |
S1 |
1,163.1 |
1,163.1 |
1,171.8 |
1,157.1 |
S2 |
1,151.1 |
1,151.1 |
1,168.6 |
|
S3 |
1,116.2 |
1,128.2 |
1,165.4 |
|
S4 |
1,081.3 |
1,093.3 |
1,155.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.6 |
1,174.1 |
40.5 |
3.3% |
19.9 |
1.6% |
98% |
True |
False |
158,289 |
10 |
1,214.6 |
1,174.1 |
40.5 |
3.3% |
17.0 |
1.4% |
98% |
True |
False |
143,132 |
20 |
1,224.5 |
1,174.1 |
50.4 |
4.2% |
15.9 |
1.3% |
79% |
False |
False |
125,561 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
16.5 |
1.4% |
87% |
False |
False |
83,453 |
60 |
1,286.5 |
1,142.4 |
144.1 |
11.9% |
17.0 |
1.4% |
50% |
False |
False |
56,860 |
80 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
18.2 |
1.5% |
43% |
False |
False |
43,717 |
100 |
1,309.0 |
1,142.4 |
166.6 |
13.7% |
18.5 |
1.5% |
43% |
False |
False |
35,441 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
19.3 |
1.6% |
46% |
False |
False |
30,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.6 |
2.618 |
1,256.5 |
1.618 |
1,240.5 |
1.000 |
1,230.6 |
0.618 |
1,224.5 |
HIGH |
1,214.6 |
0.618 |
1,208.5 |
0.500 |
1,206.6 |
0.382 |
1,204.7 |
LOW |
1,198.6 |
0.618 |
1,188.7 |
1.000 |
1,182.6 |
1.618 |
1,172.7 |
2.618 |
1,156.7 |
4.250 |
1,130.6 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,211.5 |
1,207.4 |
PP |
1,209.0 |
1,200.9 |
S1 |
1,206.6 |
1,194.4 |
|