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 |
1,211.4 |
1,204.5 |
-6.9 |
-0.6% |
1,204.4 |
High |
1,213.5 |
1,207.4 |
-6.1 |
-0.5% |
1,209.0 |
Low |
1,200.7 |
1,176.0 |
-24.7 |
-2.1% |
1,174.1 |
Close |
1,210.0 |
1,182.4 |
-27.6 |
-2.3% |
1,175.0 |
Range |
12.8 |
31.4 |
18.6 |
145.3% |
34.9 |
ATR |
17.1 |
18.4 |
1.2 |
7.0% |
0.0 |
Volume |
141,075 |
212,931 |
71,856 |
50.9% |
668,393 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.8 |
1,264.0 |
1,199.7 |
|
R3 |
1,251.4 |
1,232.6 |
1,191.0 |
|
R2 |
1,220.0 |
1,220.0 |
1,188.2 |
|
R1 |
1,201.2 |
1,201.2 |
1,185.3 |
1,194.9 |
PP |
1,188.6 |
1,188.6 |
1,188.6 |
1,185.5 |
S1 |
1,169.8 |
1,169.8 |
1,179.5 |
1,163.5 |
S2 |
1,157.2 |
1,157.2 |
1,176.6 |
|
S3 |
1,125.8 |
1,138.4 |
1,173.8 |
|
S4 |
1,094.4 |
1,107.0 |
1,165.1 |
|
|
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 |
3.4% |
22.1 |
1.9% |
20% |
False |
False |
175,032 |
10 |
1,214.6 |
1,174.1 |
40.5 |
3.4% |
18.4 |
1.6% |
20% |
False |
False |
149,872 |
20 |
1,224.5 |
1,174.1 |
50.4 |
4.3% |
16.1 |
1.4% |
16% |
False |
False |
129,956 |
40 |
1,224.5 |
1,142.4 |
82.1 |
6.9% |
16.8 |
1.4% |
49% |
False |
False |
91,840 |
60 |
1,275.0 |
1,142.4 |
132.6 |
11.2% |
16.9 |
1.4% |
30% |
False |
False |
62,608 |
80 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.1 |
1.5% |
24% |
False |
False |
48,104 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
18.6 |
1.6% |
24% |
False |
False |
38,946 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
19.4 |
1.6% |
28% |
False |
False |
33,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.9 |
2.618 |
1,289.6 |
1.618 |
1,258.2 |
1.000 |
1,238.8 |
0.618 |
1,226.8 |
HIGH |
1,207.4 |
0.618 |
1,195.4 |
0.500 |
1,191.7 |
0.382 |
1,188.0 |
LOW |
1,176.0 |
0.618 |
1,156.6 |
1.000 |
1,144.6 |
1.618 |
1,125.2 |
2.618 |
1,093.8 |
4.250 |
1,042.6 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,191.7 |
1,195.3 |
PP |
1,188.6 |
1,191.0 |
S1 |
1,185.5 |
1,186.7 |
|