| 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 |
12,350.0 |
12,294.0 |
-56.0 |
-0.5% |
12,105.0 |
| High |
12,376.5 |
12,361.0 |
-15.5 |
-0.1% |
12,429.5 |
| Low |
12,213.5 |
12,229.5 |
16.0 |
0.1% |
12,044.5 |
| Close |
12,261.0 |
12,270.0 |
9.0 |
0.1% |
12,406.0 |
| Range |
163.0 |
131.5 |
-31.5 |
-19.3% |
385.0 |
| ATR |
192.2 |
187.9 |
-4.3 |
-2.3% |
0.0 |
| Volume |
81,685 |
119,060 |
37,375 |
45.8% |
262,039 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,681.3 |
12,607.2 |
12,342.3 |
|
| R3 |
12,549.8 |
12,475.7 |
12,306.2 |
|
| R2 |
12,418.3 |
12,418.3 |
12,294.1 |
|
| R1 |
12,344.2 |
12,344.2 |
12,282.1 |
12,315.5 |
| PP |
12,286.8 |
12,286.8 |
12,286.8 |
12,272.5 |
| S1 |
12,212.7 |
12,212.7 |
12,257.9 |
12,184.0 |
| S2 |
12,155.3 |
12,155.3 |
12,245.9 |
|
| S3 |
12,023.8 |
12,081.2 |
12,233.8 |
|
| S4 |
11,892.3 |
11,949.7 |
12,197.7 |
|
|
| 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 |
12,074.0 |
355.5 |
2.9% |
158.2 |
1.3% |
55% |
False |
False |
97,249 |
| 10 |
12,429.5 |
11,870.0 |
559.5 |
4.6% |
171.2 |
1.4% |
71% |
False |
False |
97,234 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.4% |
196.8 |
1.6% |
80% |
False |
False |
102,621 |
| 40 |
12,429.5 |
10,782.5 |
1,647.0 |
13.4% |
170.6 |
1.4% |
90% |
False |
False |
55,226 |
| 60 |
12,429.5 |
10,170.0 |
2,259.5 |
18.4% |
169.6 |
1.4% |
93% |
False |
False |
37,040 |
| 80 |
12,429.5 |
9,251.0 |
3,178.5 |
25.9% |
183.3 |
1.5% |
95% |
False |
False |
27,877 |
| 100 |
12,429.5 |
9,158.5 |
3,271.0 |
26.7% |
168.8 |
1.4% |
95% |
False |
False |
22,317 |
| 120 |
12,429.5 |
8,684.0 |
3,745.5 |
30.5% |
157.6 |
1.3% |
96% |
False |
False |
18,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,919.9 |
|
2.618 |
12,705.3 |
|
1.618 |
12,573.8 |
|
1.000 |
12,492.5 |
|
0.618 |
12,442.3 |
|
HIGH |
12,361.0 |
|
0.618 |
12,310.8 |
|
0.500 |
12,295.3 |
|
0.382 |
12,279.7 |
|
LOW |
12,229.5 |
|
0.618 |
12,148.2 |
|
1.000 |
12,098.0 |
|
1.618 |
12,016.7 |
|
2.618 |
11,885.2 |
|
4.250 |
11,670.6 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,295.3 |
12,320.0 |
| PP |
12,286.8 |
12,303.3 |
| S1 |
12,278.4 |
12,286.7 |
|