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 |
3,653.0 |
3,665.0 |
12.0 |
0.3% |
3,746.0 |
High |
3,689.0 |
3,682.0 |
-7.0 |
-0.2% |
3,761.0 |
Low |
3,639.0 |
3,618.0 |
-21.0 |
-0.6% |
3,587.0 |
Close |
3,654.0 |
3,657.0 |
3.0 |
0.1% |
3,599.0 |
Range |
50.0 |
64.0 |
14.0 |
28.0% |
174.0 |
ATR |
48.1 |
49.2 |
1.1 |
2.4% |
0.0 |
Volume |
1,165 |
5,652 |
4,487 |
385.2% |
4,525 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,844.3 |
3,814.7 |
3,692.2 |
|
R3 |
3,780.3 |
3,750.7 |
3,674.6 |
|
R2 |
3,716.3 |
3,716.3 |
3,668.7 |
|
R1 |
3,686.7 |
3,686.7 |
3,662.9 |
3,669.5 |
PP |
3,652.3 |
3,652.3 |
3,652.3 |
3,643.8 |
S1 |
3,622.7 |
3,622.7 |
3,651.1 |
3,605.5 |
S2 |
3,588.3 |
3,588.3 |
3,645.3 |
|
S3 |
3,524.3 |
3,558.7 |
3,639.4 |
|
S4 |
3,460.3 |
3,494.7 |
3,621.8 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,171.0 |
4,059.0 |
3,694.7 |
|
R3 |
3,997.0 |
3,885.0 |
3,646.9 |
|
R2 |
3,823.0 |
3,823.0 |
3,630.9 |
|
R1 |
3,711.0 |
3,711.0 |
3,615.0 |
3,680.0 |
PP |
3,649.0 |
3,649.0 |
3,649.0 |
3,633.5 |
S1 |
3,537.0 |
3,537.0 |
3,583.1 |
3,506.0 |
S2 |
3,475.0 |
3,475.0 |
3,567.1 |
|
S3 |
3,301.0 |
3,363.0 |
3,551.2 |
|
S4 |
3,127.0 |
3,189.0 |
3,503.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,731.0 |
3,587.0 |
144.0 |
3.9% |
62.0 |
1.7% |
49% |
False |
False |
1,773 |
10 |
3,761.0 |
3,587.0 |
174.0 |
4.8% |
49.7 |
1.4% |
40% |
False |
False |
2,127 |
20 |
3,761.0 |
3,540.0 |
221.0 |
6.0% |
47.2 |
1.3% |
53% |
False |
False |
2,855 |
40 |
3,761.0 |
3,435.0 |
326.0 |
8.9% |
35.0 |
1.0% |
68% |
False |
False |
1,541 |
60 |
3,761.0 |
3,243.0 |
518.0 |
14.2% |
29.5 |
0.8% |
80% |
False |
False |
1,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,954.0 |
2.618 |
3,849.6 |
1.618 |
3,785.6 |
1.000 |
3,746.0 |
0.618 |
3,721.6 |
HIGH |
3,682.0 |
0.618 |
3,657.6 |
0.500 |
3,650.0 |
0.382 |
3,642.4 |
LOW |
3,618.0 |
0.618 |
3,578.4 |
1.000 |
3,554.0 |
1.618 |
3,514.4 |
2.618 |
3,450.4 |
4.250 |
3,346.0 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,654.7 |
3,653.5 |
PP |
3,652.3 |
3,650.0 |
S1 |
3,650.0 |
3,646.5 |
|