Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,665.0 |
3,670.0 |
5.0 |
0.1% |
3,746.0 |
High |
3,682.0 |
3,671.0 |
-11.0 |
-0.3% |
3,761.0 |
Low |
3,618.0 |
3,604.0 |
-14.0 |
-0.4% |
3,587.0 |
Close |
3,657.0 |
3,628.0 |
-29.0 |
-0.8% |
3,599.0 |
Range |
64.0 |
67.0 |
3.0 |
4.7% |
174.0 |
ATR |
49.2 |
50.5 |
1.3 |
2.6% |
0.0 |
Volume |
5,652 |
23,750 |
18,098 |
320.2% |
4,525 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,835.3 |
3,798.7 |
3,664.9 |
|
R3 |
3,768.3 |
3,731.7 |
3,646.4 |
|
R2 |
3,701.3 |
3,701.3 |
3,640.3 |
|
R1 |
3,664.7 |
3,664.7 |
3,634.1 |
3,649.5 |
PP |
3,634.3 |
3,634.3 |
3,634.3 |
3,626.8 |
S1 |
3,597.7 |
3,597.7 |
3,621.9 |
3,582.5 |
S2 |
3,567.3 |
3,567.3 |
3,615.7 |
|
S3 |
3,500.3 |
3,530.7 |
3,609.6 |
|
S4 |
3,433.3 |
3,463.7 |
3,591.2 |
|
|
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 |
3,689.0 |
3,587.0 |
102.0 |
2.8% |
64.4 |
1.8% |
40% |
False |
False |
6,500 |
10 |
3,761.0 |
3,587.0 |
174.0 |
4.8% |
52.1 |
1.4% |
24% |
False |
False |
3,796 |
20 |
3,761.0 |
3,540.0 |
221.0 |
6.1% |
47.3 |
1.3% |
40% |
False |
False |
4,037 |
40 |
3,761.0 |
3,458.0 |
303.0 |
8.4% |
35.6 |
1.0% |
56% |
False |
False |
2,134 |
60 |
3,761.0 |
3,243.0 |
518.0 |
14.3% |
29.9 |
0.8% |
74% |
False |
False |
1,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,955.8 |
2.618 |
3,846.4 |
1.618 |
3,779.4 |
1.000 |
3,738.0 |
0.618 |
3,712.4 |
HIGH |
3,671.0 |
0.618 |
3,645.4 |
0.500 |
3,637.5 |
0.382 |
3,629.6 |
LOW |
3,604.0 |
0.618 |
3,562.6 |
1.000 |
3,537.0 |
1.618 |
3,495.6 |
2.618 |
3,428.6 |
4.250 |
3,319.3 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,637.5 |
3,646.5 |
PP |
3,634.3 |
3,640.3 |
S1 |
3,631.2 |
3,634.2 |
|