| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,236.5 |
12,408.5 |
172.0 |
1.4% |
12,105.0 |
| High |
12,429.5 |
12,426.5 |
-3.0 |
0.0% |
12,429.5 |
| Low |
12,233.0 |
12,306.0 |
73.0 |
0.6% |
12,044.5 |
| Close |
12,406.0 |
12,381.5 |
-24.5 |
-0.2% |
12,406.0 |
| Range |
196.5 |
120.5 |
-76.0 |
-38.7% |
385.0 |
| ATR |
199.8 |
194.1 |
-5.7 |
-2.8% |
0.0 |
| Volume |
83,430 |
107,282 |
23,852 |
28.6% |
262,039 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,732.8 |
12,677.7 |
12,447.8 |
|
| R3 |
12,612.3 |
12,557.2 |
12,414.6 |
|
| R2 |
12,491.8 |
12,491.8 |
12,403.6 |
|
| R1 |
12,436.7 |
12,436.7 |
12,392.5 |
12,404.0 |
| PP |
12,371.3 |
12,371.3 |
12,371.3 |
12,355.0 |
| S1 |
12,316.2 |
12,316.2 |
12,370.5 |
12,283.5 |
| S2 |
12,250.8 |
12,250.8 |
12,359.4 |
|
| S3 |
12,130.3 |
12,195.7 |
12,348.4 |
|
| S4 |
12,009.8 |
12,075.2 |
12,315.2 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,448.3 |
13,312.2 |
12,617.8 |
|
| R3 |
13,063.3 |
12,927.2 |
12,511.9 |
|
| R2 |
12,678.3 |
12,678.3 |
12,476.6 |
|
| R1 |
12,542.2 |
12,542.2 |
12,441.3 |
12,610.3 |
| PP |
12,293.3 |
12,293.3 |
12,293.3 |
12,327.4 |
| S1 |
12,157.2 |
12,157.2 |
12,370.7 |
12,225.3 |
| S2 |
11,908.3 |
11,908.3 |
12,335.4 |
|
| S3 |
11,523.3 |
11,772.2 |
12,300.1 |
|
| S4 |
11,138.3 |
11,387.2 |
12,194.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,429.5 |
11,959.0 |
470.5 |
3.8% |
141.8 |
1.1% |
90% |
False |
False |
91,857 |
| 10 |
12,429.5 |
11,650.0 |
779.5 |
6.3% |
184.8 |
1.5% |
94% |
False |
False |
96,555 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.3% |
198.6 |
1.6% |
94% |
False |
False |
96,811 |
| 40 |
12,429.5 |
10,757.0 |
1,672.5 |
13.5% |
170.5 |
1.4% |
97% |
False |
False |
50,222 |
| 60 |
12,429.5 |
9,645.0 |
2,784.5 |
22.5% |
177.9 |
1.4% |
98% |
False |
False |
33,732 |
| 80 |
12,429.5 |
9,251.0 |
3,178.5 |
25.7% |
183.7 |
1.5% |
98% |
False |
False |
25,369 |
| 100 |
12,429.5 |
9,158.5 |
3,271.0 |
26.4% |
167.4 |
1.4% |
99% |
False |
False |
20,310 |
| 120 |
12,429.5 |
8,419.0 |
4,010.5 |
32.4% |
159.0 |
1.3% |
99% |
False |
False |
16,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,938.6 |
|
2.618 |
12,742.0 |
|
1.618 |
12,621.5 |
|
1.000 |
12,547.0 |
|
0.618 |
12,501.0 |
|
HIGH |
12,426.5 |
|
0.618 |
12,380.5 |
|
0.500 |
12,366.3 |
|
0.382 |
12,352.0 |
|
LOW |
12,306.0 |
|
0.618 |
12,231.5 |
|
1.000 |
12,185.5 |
|
1.618 |
12,111.0 |
|
2.618 |
11,990.5 |
|
4.250 |
11,793.9 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,376.4 |
12,338.3 |
| PP |
12,371.3 |
12,295.0 |
| S1 |
12,366.3 |
12,251.8 |
|