Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1,193.3 |
1,179.8 |
-13.5 |
-1.1% |
1,205.5 |
High |
1,195.8 |
1,207.3 |
11.5 |
1.0% |
1,208.8 |
Low |
1,175.2 |
1,179.1 |
3.9 |
0.3% |
1,175.2 |
Close |
1,176.0 |
1,204.2 |
28.2 |
2.4% |
1,176.0 |
Range |
20.6 |
28.2 |
7.6 |
36.9% |
33.6 |
ATR |
15.3 |
16.4 |
1.1 |
7.5% |
0.0 |
Volume |
1,548 |
3,360 |
1,812 |
117.1% |
10,535 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.5 |
1,271.0 |
1,219.7 |
|
R3 |
1,253.3 |
1,242.8 |
1,212.0 |
|
R2 |
1,225.1 |
1,225.1 |
1,209.4 |
|
R1 |
1,214.6 |
1,214.6 |
1,206.8 |
1,219.9 |
PP |
1,196.9 |
1,196.9 |
1,196.9 |
1,199.5 |
S1 |
1,186.4 |
1,186.4 |
1,201.6 |
1,191.7 |
S2 |
1,168.7 |
1,168.7 |
1,199.0 |
|
S3 |
1,140.5 |
1,158.2 |
1,196.4 |
|
S4 |
1,112.3 |
1,130.0 |
1,188.7 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.5 |
1,265.3 |
1,194.5 |
|
R3 |
1,253.9 |
1,231.7 |
1,185.2 |
|
R2 |
1,220.3 |
1,220.3 |
1,182.2 |
|
R1 |
1,198.1 |
1,198.1 |
1,179.1 |
1,192.4 |
PP |
1,186.7 |
1,186.7 |
1,186.7 |
1,183.8 |
S1 |
1,164.5 |
1,164.5 |
1,172.9 |
1,158.8 |
S2 |
1,153.1 |
1,153.1 |
1,169.8 |
|
S3 |
1,119.5 |
1,130.9 |
1,166.8 |
|
S4 |
1,085.9 |
1,097.3 |
1,157.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,207.3 |
1,175.2 |
32.1 |
2.7% |
18.0 |
1.5% |
90% |
True |
False |
2,409 |
10 |
1,209.6 |
1,175.2 |
34.4 |
2.9% |
16.2 |
1.3% |
84% |
False |
False |
2,611 |
20 |
1,225.0 |
1,175.2 |
49.8 |
4.1% |
15.0 |
1.2% |
58% |
False |
False |
2,584 |
40 |
1,225.0 |
1,143.8 |
81.2 |
6.7% |
15.1 |
1.3% |
74% |
False |
False |
2,921 |
60 |
1,286.0 |
1,143.8 |
142.2 |
11.8% |
15.2 |
1.3% |
42% |
False |
False |
2,453 |
80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.8 |
1.3% |
37% |
False |
False |
2,135 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
14.9 |
1.2% |
37% |
False |
False |
1,841 |
120 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.8 |
1.2% |
40% |
False |
False |
1,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.2 |
2.618 |
1,281.1 |
1.618 |
1,252.9 |
1.000 |
1,235.5 |
0.618 |
1,224.7 |
HIGH |
1,207.3 |
0.618 |
1,196.5 |
0.500 |
1,193.2 |
0.382 |
1,189.9 |
LOW |
1,179.1 |
0.618 |
1,161.7 |
1.000 |
1,150.9 |
1.618 |
1,133.5 |
2.618 |
1,105.3 |
4.250 |
1,059.3 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1,200.5 |
1,199.9 |
PP |
1,196.9 |
1,195.6 |
S1 |
1,193.2 |
1,191.3 |
|