Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,703.0 |
3,659.0 |
-44.0 |
-1.2% |
3,605.0 |
High |
3,706.0 |
3,672.0 |
-34.0 |
-0.9% |
3,689.0 |
Low |
3,631.0 |
3,530.0 |
-101.0 |
-2.8% |
3,604.0 |
Close |
3,648.0 |
3,559.0 |
-89.0 |
-2.4% |
3,646.0 |
Range |
75.0 |
142.0 |
67.0 |
89.3% |
85.0 |
ATR |
55.7 |
61.8 |
6.2 |
11.1% |
0.0 |
Volume |
319 |
281 |
-38 |
-11.9% |
32,276 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,013.0 |
3,928.0 |
3,637.1 |
|
R3 |
3,871.0 |
3,786.0 |
3,598.1 |
|
R2 |
3,729.0 |
3,729.0 |
3,585.0 |
|
R1 |
3,644.0 |
3,644.0 |
3,572.0 |
3,615.5 |
PP |
3,587.0 |
3,587.0 |
3,587.0 |
3,572.8 |
S1 |
3,502.0 |
3,502.0 |
3,546.0 |
3,473.5 |
S2 |
3,445.0 |
3,445.0 |
3,533.0 |
|
S3 |
3,303.0 |
3,360.0 |
3,520.0 |
|
S4 |
3,161.0 |
3,218.0 |
3,480.9 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,901.3 |
3,858.7 |
3,692.8 |
|
R3 |
3,816.3 |
3,773.7 |
3,669.4 |
|
R2 |
3,731.3 |
3,731.3 |
3,661.6 |
|
R1 |
3,688.7 |
3,688.7 |
3,653.8 |
3,710.0 |
PP |
3,646.3 |
3,646.3 |
3,646.3 |
3,657.0 |
S1 |
3,603.7 |
3,603.7 |
3,638.2 |
3,625.0 |
S2 |
3,561.3 |
3,561.3 |
3,630.4 |
|
S3 |
3,476.3 |
3,518.7 |
3,622.6 |
|
S4 |
3,391.3 |
3,433.7 |
3,599.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,718.0 |
3,530.0 |
188.0 |
5.3% |
86.8 |
2.4% |
15% |
False |
True |
5,112 |
10 |
3,731.0 |
3,530.0 |
201.0 |
5.6% |
74.4 |
2.1% |
14% |
False |
True |
3,442 |
20 |
3,761.0 |
3,530.0 |
231.0 |
6.5% |
56.9 |
1.6% |
13% |
False |
True |
2,593 |
40 |
3,761.0 |
3,469.0 |
292.0 |
8.2% |
44.2 |
1.2% |
31% |
False |
False |
2,167 |
60 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
32.8 |
0.9% |
59% |
False |
False |
1,455 |
80 |
3,761.0 |
2,926.0 |
835.0 |
23.5% |
35.5 |
1.0% |
76% |
False |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,275.5 |
2.618 |
4,043.8 |
1.618 |
3,901.8 |
1.000 |
3,814.0 |
0.618 |
3,759.8 |
HIGH |
3,672.0 |
0.618 |
3,617.8 |
0.500 |
3,601.0 |
0.382 |
3,584.2 |
LOW |
3,530.0 |
0.618 |
3,442.2 |
1.000 |
3,388.0 |
1.618 |
3,300.2 |
2.618 |
3,158.2 |
4.250 |
2,926.5 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,601.0 |
3,624.0 |
PP |
3,587.0 |
3,602.3 |
S1 |
3,573.0 |
3,580.7 |
|