| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,294.0 |
12,271.5 |
-22.5 |
-0.2% |
12,105.0 |
| High |
12,361.0 |
12,282.0 |
-79.0 |
-0.6% |
12,429.5 |
| Low |
12,229.5 |
11,997.5 |
-232.0 |
-1.9% |
12,044.5 |
| Close |
12,270.0 |
12,035.0 |
-235.0 |
-1.9% |
12,406.0 |
| Range |
131.5 |
284.5 |
153.0 |
116.3% |
385.0 |
| ATR |
187.9 |
194.8 |
6.9 |
3.7% |
0.0 |
| Volume |
119,060 |
154,709 |
35,649 |
29.9% |
262,039 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,958.3 |
12,781.2 |
12,191.5 |
|
| R3 |
12,673.8 |
12,496.7 |
12,113.2 |
|
| R2 |
12,389.3 |
12,389.3 |
12,087.2 |
|
| R1 |
12,212.2 |
12,212.2 |
12,061.1 |
12,158.5 |
| PP |
12,104.8 |
12,104.8 |
12,104.8 |
12,078.0 |
| S1 |
11,927.7 |
11,927.7 |
12,008.9 |
11,874.0 |
| S2 |
11,820.3 |
11,820.3 |
11,982.8 |
|
| S3 |
11,535.8 |
11,643.2 |
11,956.8 |
|
| S4 |
11,251.3 |
11,358.7 |
11,878.5 |
|
|
| 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 |
11,997.5 |
432.0 |
3.6% |
179.2 |
1.5% |
9% |
False |
True |
109,233 |
| 10 |
12,429.5 |
11,870.0 |
559.5 |
4.6% |
177.4 |
1.5% |
29% |
False |
False |
100,914 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.5% |
196.5 |
1.6% |
49% |
False |
False |
105,786 |
| 40 |
12,429.5 |
10,782.5 |
1,647.0 |
13.7% |
174.8 |
1.5% |
76% |
False |
False |
59,089 |
| 60 |
12,429.5 |
10,170.0 |
2,259.5 |
18.8% |
172.7 |
1.4% |
83% |
False |
False |
39,605 |
| 80 |
12,429.5 |
9,251.0 |
3,178.5 |
26.4% |
182.5 |
1.5% |
88% |
False |
False |
29,809 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.4% |
169.9 |
1.4% |
88% |
False |
False |
23,863 |
| 120 |
12,429.5 |
8,684.0 |
3,745.5 |
31.1% |
158.6 |
1.3% |
89% |
False |
False |
19,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,491.1 |
|
2.618 |
13,026.8 |
|
1.618 |
12,742.3 |
|
1.000 |
12,566.5 |
|
0.618 |
12,457.8 |
|
HIGH |
12,282.0 |
|
0.618 |
12,173.3 |
|
0.500 |
12,139.8 |
|
0.382 |
12,106.2 |
|
LOW |
11,997.5 |
|
0.618 |
11,821.7 |
|
1.000 |
11,713.0 |
|
1.618 |
11,537.2 |
|
2.618 |
11,252.7 |
|
4.250 |
10,788.4 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,139.8 |
12,187.0 |
| PP |
12,104.8 |
12,136.3 |
| S1 |
12,069.9 |
12,085.7 |
|