| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,408.5 |
12,350.0 |
-58.5 |
-0.5% |
12,105.0 |
| High |
12,426.5 |
12,376.5 |
-50.0 |
-0.4% |
12,429.5 |
| Low |
12,306.0 |
12,213.5 |
-92.5 |
-0.8% |
12,044.5 |
| Close |
12,381.5 |
12,261.0 |
-120.5 |
-1.0% |
12,406.0 |
| Range |
120.5 |
163.0 |
42.5 |
35.3% |
385.0 |
| ATR |
194.1 |
192.2 |
-1.9 |
-1.0% |
0.0 |
| Volume |
107,282 |
81,685 |
-25,597 |
-23.9% |
262,039 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,772.7 |
12,679.8 |
12,350.7 |
|
| R3 |
12,609.7 |
12,516.8 |
12,305.8 |
|
| R2 |
12,446.7 |
12,446.7 |
12,290.9 |
|
| R1 |
12,353.8 |
12,353.8 |
12,275.9 |
12,318.8 |
| PP |
12,283.7 |
12,283.7 |
12,283.7 |
12,266.1 |
| S1 |
12,190.8 |
12,190.8 |
12,246.1 |
12,155.8 |
| S2 |
12,120.7 |
12,120.7 |
12,231.1 |
|
| S3 |
11,957.7 |
12,027.8 |
12,216.2 |
|
| S4 |
11,794.7 |
11,864.8 |
12,171.4 |
|
|
| 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 |
12,044.5 |
385.0 |
3.1% |
154.6 |
1.3% |
56% |
False |
False |
90,201 |
| 10 |
12,429.5 |
11,828.0 |
601.5 |
4.9% |
173.7 |
1.4% |
72% |
False |
False |
94,251 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.4% |
202.0 |
1.6% |
78% |
False |
False |
99,502 |
| 40 |
12,429.5 |
10,782.5 |
1,647.0 |
13.4% |
168.8 |
1.4% |
90% |
False |
False |
52,254 |
| 60 |
12,429.5 |
9,960.0 |
2,469.5 |
20.1% |
173.3 |
1.4% |
93% |
False |
False |
35,064 |
| 80 |
12,429.5 |
9,251.0 |
3,178.5 |
25.9% |
184.5 |
1.5% |
95% |
False |
False |
26,390 |
| 100 |
12,429.5 |
9,158.5 |
3,271.0 |
26.7% |
168.3 |
1.4% |
95% |
False |
False |
21,126 |
| 120 |
12,429.5 |
8,650.5 |
3,779.0 |
30.8% |
158.2 |
1.3% |
96% |
False |
False |
17,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,069.3 |
|
2.618 |
12,803.2 |
|
1.618 |
12,640.2 |
|
1.000 |
12,539.5 |
|
0.618 |
12,477.2 |
|
HIGH |
12,376.5 |
|
0.618 |
12,314.2 |
|
0.500 |
12,295.0 |
|
0.382 |
12,275.8 |
|
LOW |
12,213.5 |
|
0.618 |
12,112.8 |
|
1.000 |
12,050.5 |
|
1.618 |
11,949.8 |
|
2.618 |
11,786.8 |
|
4.250 |
11,520.8 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,295.0 |
12,321.5 |
| PP |
12,283.7 |
12,301.3 |
| S1 |
12,272.3 |
12,281.2 |
|