Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
3,659.0 |
3,563.0 |
-96.0 |
-2.6% |
3,605.0 |
High |
3,672.0 |
3,581.0 |
-91.0 |
-2.5% |
3,689.0 |
Low |
3,530.0 |
3,519.0 |
-11.0 |
-0.3% |
3,604.0 |
Close |
3,559.0 |
3,563.0 |
4.0 |
0.1% |
3,646.0 |
Range |
142.0 |
62.0 |
-80.0 |
-56.3% |
85.0 |
ATR |
61.8 |
61.8 |
0.0 |
0.0% |
0.0 |
Volume |
281 |
11,041 |
10,760 |
3,829.2% |
32,276 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,740.3 |
3,713.7 |
3,597.1 |
|
R3 |
3,678.3 |
3,651.7 |
3,580.1 |
|
R2 |
3,616.3 |
3,616.3 |
3,574.4 |
|
R1 |
3,589.7 |
3,589.7 |
3,568.7 |
3,594.0 |
PP |
3,554.3 |
3,554.3 |
3,554.3 |
3,556.5 |
S1 |
3,527.7 |
3,527.7 |
3,557.3 |
3,532.0 |
S2 |
3,492.3 |
3,492.3 |
3,551.6 |
|
S3 |
3,430.3 |
3,465.7 |
3,546.0 |
|
S4 |
3,368.3 |
3,403.7 |
3,528.9 |
|
|
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 |
3,519.0 |
199.0 |
5.6% |
85.8 |
2.4% |
22% |
False |
True |
2,570 |
10 |
3,718.0 |
3,519.0 |
199.0 |
5.6% |
75.1 |
2.1% |
22% |
False |
True |
4,535 |
20 |
3,761.0 |
3,519.0 |
242.0 |
6.8% |
57.4 |
1.6% |
18% |
False |
True |
2,979 |
40 |
3,761.0 |
3,481.0 |
280.0 |
7.9% |
45.0 |
1.3% |
29% |
False |
False |
2,441 |
60 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
33.3 |
0.9% |
60% |
False |
False |
1,639 |
80 |
3,761.0 |
2,954.0 |
807.0 |
22.6% |
36.2 |
1.0% |
75% |
False |
False |
1,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,844.5 |
2.618 |
3,743.3 |
1.618 |
3,681.3 |
1.000 |
3,643.0 |
0.618 |
3,619.3 |
HIGH |
3,581.0 |
0.618 |
3,557.3 |
0.500 |
3,550.0 |
0.382 |
3,542.7 |
LOW |
3,519.0 |
0.618 |
3,480.7 |
1.000 |
3,457.0 |
1.618 |
3,418.7 |
2.618 |
3,356.7 |
4.250 |
3,255.5 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
3,558.7 |
3,612.5 |
PP |
3,554.3 |
3,596.0 |
S1 |
3,550.0 |
3,579.5 |
|