| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,105.0 |
12,106.5 |
1.5 |
0.0% |
11,930.0 |
| High |
12,158.0 |
12,253.5 |
95.5 |
0.8% |
12,154.0 |
| Low |
12,044.5 |
12,074.0 |
29.5 |
0.2% |
11,870.0 |
| Close |
12,068.5 |
12,185.5 |
117.0 |
1.0% |
11,980.0 |
| Range |
113.5 |
179.5 |
66.0 |
58.1% |
284.0 |
| ATR |
197.2 |
196.4 |
-0.9 |
-0.4% |
0.0 |
| Volume |
83,821 |
94,788 |
10,967 |
13.1% |
402,274 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,709.5 |
12,627.0 |
12,284.2 |
|
| R3 |
12,530.0 |
12,447.5 |
12,234.9 |
|
| R2 |
12,350.5 |
12,350.5 |
12,218.4 |
|
| R1 |
12,268.0 |
12,268.0 |
12,202.0 |
12,309.3 |
| PP |
12,171.0 |
12,171.0 |
12,171.0 |
12,191.6 |
| S1 |
12,088.5 |
12,088.5 |
12,169.0 |
12,129.8 |
| S2 |
11,991.5 |
11,991.5 |
12,152.6 |
|
| S3 |
11,812.0 |
11,909.0 |
12,136.1 |
|
| S4 |
11,632.5 |
11,729.5 |
12,086.8 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,853.3 |
12,700.7 |
12,136.2 |
|
| R3 |
12,569.3 |
12,416.7 |
12,058.1 |
|
| R2 |
12,285.3 |
12,285.3 |
12,032.1 |
|
| R1 |
12,132.7 |
12,132.7 |
12,006.0 |
12,209.0 |
| PP |
12,001.3 |
12,001.3 |
12,001.3 |
12,039.5 |
| S1 |
11,848.7 |
11,848.7 |
11,954.0 |
11,925.0 |
| S2 |
11,717.3 |
11,717.3 |
11,927.9 |
|
| S3 |
11,433.3 |
11,564.7 |
11,901.9 |
|
| S4 |
11,149.3 |
11,280.7 |
11,823.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,253.5 |
11,870.0 |
383.5 |
3.1% |
175.6 |
1.4% |
82% |
True |
False |
92,596 |
| 10 |
12,253.5 |
11,650.0 |
603.5 |
5.0% |
195.2 |
1.6% |
89% |
True |
False |
104,077 |
| 20 |
12,253.5 |
11,421.5 |
832.0 |
6.8% |
207.4 |
1.7% |
92% |
True |
False |
89,755 |
| 40 |
12,253.5 |
10,622.5 |
1,631.0 |
13.4% |
169.8 |
1.4% |
96% |
True |
False |
45,466 |
| 60 |
12,253.5 |
9,645.0 |
2,608.5 |
21.4% |
179.2 |
1.5% |
97% |
True |
False |
30,569 |
| 80 |
12,253.5 |
9,251.0 |
3,002.5 |
24.6% |
183.0 |
1.5% |
98% |
True |
False |
22,988 |
| 100 |
12,253.5 |
9,158.5 |
3,095.0 |
25.4% |
165.3 |
1.4% |
98% |
True |
False |
18,403 |
| 120 |
12,253.5 |
8,419.0 |
3,834.5 |
31.5% |
160.5 |
1.3% |
98% |
True |
False |
15,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,016.4 |
|
2.618 |
12,723.4 |
|
1.618 |
12,543.9 |
|
1.000 |
12,433.0 |
|
0.618 |
12,364.4 |
|
HIGH |
12,253.5 |
|
0.618 |
12,184.9 |
|
0.500 |
12,163.8 |
|
0.382 |
12,142.6 |
|
LOW |
12,074.0 |
|
0.618 |
11,963.1 |
|
1.000 |
11,894.5 |
|
1.618 |
11,783.6 |
|
2.618 |
11,604.1 |
|
4.250 |
11,311.1 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,178.3 |
12,159.1 |
| PP |
12,171.0 |
12,132.7 |
| S1 |
12,163.8 |
12,106.3 |
|