| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
5,934.0 |
5,966.0 |
32.0 |
0.5% |
5,920.0 |
| High |
5,949.0 |
5,966.0 |
17.0 |
0.3% |
5,978.0 |
| Low |
5,916.0 |
5,880.0 |
-36.0 |
-0.6% |
5,891.0 |
| Close |
5,938.0 |
5,899.0 |
-39.0 |
-0.7% |
5,953.0 |
| Range |
33.0 |
86.0 |
53.0 |
160.6% |
87.0 |
| ATR |
57.9 |
59.9 |
2.0 |
3.5% |
0.0 |
| Volume |
14,162 |
27,987 |
13,825 |
97.6% |
86,448 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,173.0 |
6,122.0 |
5,946.3 |
|
| R3 |
6,087.0 |
6,036.0 |
5,922.7 |
|
| R2 |
6,001.0 |
6,001.0 |
5,914.8 |
|
| R1 |
5,950.0 |
5,950.0 |
5,906.9 |
5,932.5 |
| PP |
5,915.0 |
5,915.0 |
5,915.0 |
5,906.3 |
| S1 |
5,864.0 |
5,864.0 |
5,891.1 |
5,846.5 |
| S2 |
5,829.0 |
5,829.0 |
5,883.2 |
|
| S3 |
5,743.0 |
5,778.0 |
5,875.4 |
|
| S4 |
5,657.0 |
5,692.0 |
5,851.7 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,201.7 |
6,164.3 |
6,000.9 |
|
| R3 |
6,114.7 |
6,077.3 |
5,976.9 |
|
| R2 |
6,027.7 |
6,027.7 |
5,969.0 |
|
| R1 |
5,990.3 |
5,990.3 |
5,961.0 |
6,009.0 |
| PP |
5,940.7 |
5,940.7 |
5,940.7 |
5,950.0 |
| S1 |
5,903.3 |
5,903.3 |
5,945.0 |
5,922.0 |
| S2 |
5,853.7 |
5,853.7 |
5,937.1 |
|
| S3 |
5,766.7 |
5,816.3 |
5,929.1 |
|
| S4 |
5,679.7 |
5,729.3 |
5,905.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,993.0 |
5,880.0 |
113.0 |
1.9% |
50.6 |
0.9% |
17% |
False |
True |
18,342 |
| 10 |
5,993.0 |
5,834.0 |
159.0 |
2.7% |
54.2 |
0.9% |
41% |
False |
False |
21,410 |
| 20 |
6,000.0 |
5,781.0 |
219.0 |
3.7% |
55.1 |
0.9% |
54% |
False |
False |
31,343 |
| 40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
46.9 |
0.8% |
60% |
False |
False |
18,364 |
| 60 |
6,000.0 |
5,255.0 |
745.0 |
12.6% |
42.9 |
0.7% |
86% |
False |
False |
12,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,331.5 |
|
2.618 |
6,191.1 |
|
1.618 |
6,105.1 |
|
1.000 |
6,052.0 |
|
0.618 |
6,019.1 |
|
HIGH |
5,966.0 |
|
0.618 |
5,933.1 |
|
0.500 |
5,923.0 |
|
0.382 |
5,912.9 |
|
LOW |
5,880.0 |
|
0.618 |
5,826.9 |
|
1.000 |
5,794.0 |
|
1.618 |
5,740.9 |
|
2.618 |
5,654.9 |
|
4.250 |
5,514.5 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,923.0 |
5,936.5 |
| PP |
5,915.0 |
5,924.0 |
| S1 |
5,907.0 |
5,911.5 |
|