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 |
1,199.4 |
1,205.5 |
6.1 |
0.5% |
1,207.9 |
High |
1,208.0 |
1,208.8 |
0.8 |
0.1% |
1,209.9 |
Low |
1,198.6 |
1,191.9 |
-6.7 |
-0.6% |
1,184.8 |
Close |
1,204.1 |
1,194.7 |
-9.4 |
-0.8% |
1,204.1 |
Range |
9.4 |
16.9 |
7.5 |
79.8% |
25.1 |
ATR |
15.0 |
15.2 |
0.1 |
0.9% |
0.0 |
Volume |
2,968 |
1,849 |
-1,119 |
-37.7% |
14,424 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.2 |
1,238.8 |
1,204.0 |
|
R3 |
1,232.3 |
1,221.9 |
1,199.3 |
|
R2 |
1,215.4 |
1,215.4 |
1,197.8 |
|
R1 |
1,205.0 |
1,205.0 |
1,196.2 |
1,201.8 |
PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,196.8 |
S1 |
1,188.1 |
1,188.1 |
1,193.2 |
1,184.9 |
S2 |
1,181.6 |
1,181.6 |
1,191.6 |
|
S3 |
1,164.7 |
1,171.2 |
1,190.1 |
|
S4 |
1,147.8 |
1,154.3 |
1,185.4 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.9 |
1,264.6 |
1,217.9 |
|
R3 |
1,249.8 |
1,239.5 |
1,211.0 |
|
R2 |
1,224.7 |
1,224.7 |
1,208.7 |
|
R1 |
1,214.4 |
1,214.4 |
1,206.4 |
1,207.0 |
PP |
1,199.6 |
1,199.6 |
1,199.6 |
1,195.9 |
S1 |
1,189.3 |
1,189.3 |
1,201.8 |
1,181.9 |
S2 |
1,174.5 |
1,174.5 |
1,199.5 |
|
S3 |
1,149.4 |
1,164.2 |
1,197.2 |
|
S4 |
1,124.3 |
1,139.1 |
1,190.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,209.6 |
1,184.8 |
24.8 |
2.1% |
14.5 |
1.2% |
40% |
False |
False |
2,814 |
10 |
1,215.3 |
1,184.8 |
30.5 |
2.6% |
13.1 |
1.1% |
32% |
False |
False |
2,354 |
20 |
1,225.0 |
1,179.5 |
45.5 |
3.8% |
13.8 |
1.2% |
33% |
False |
False |
3,260 |
40 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
14.4 |
1.2% |
63% |
False |
False |
2,817 |
60 |
1,300.2 |
1,143.8 |
156.4 |
13.1% |
15.2 |
1.3% |
33% |
False |
False |
2,400 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.3 |
1.3% |
31% |
False |
False |
1,999 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.0 |
1.3% |
31% |
False |
False |
1,753 |
120 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
14.6 |
1.2% |
34% |
False |
False |
1,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.6 |
2.618 |
1,253.0 |
1.618 |
1,236.1 |
1.000 |
1,225.7 |
0.618 |
1,219.2 |
HIGH |
1,208.8 |
0.618 |
1,202.3 |
0.500 |
1,200.4 |
0.382 |
1,198.4 |
LOW |
1,191.9 |
0.618 |
1,181.5 |
1.000 |
1,175.0 |
1.618 |
1,164.6 |
2.618 |
1,147.7 |
4.250 |
1,120.1 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,200.4 |
1,200.8 |
PP |
1,198.5 |
1,198.7 |
S1 |
1,196.6 |
1,196.7 |
|