| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,271.5 |
12,025.5 |
-246.0 |
-2.0% |
12,408.5 |
| High |
12,282.0 |
12,052.5 |
-229.5 |
-1.9% |
12,426.5 |
| Low |
11,997.5 |
11,665.0 |
-332.5 |
-2.8% |
11,665.0 |
| Close |
12,035.0 |
11,712.0 |
-323.0 |
-2.7% |
11,712.0 |
| Range |
284.5 |
387.5 |
103.0 |
36.2% |
761.5 |
| ATR |
194.8 |
208.6 |
13.8 |
7.1% |
0.0 |
| Volume |
154,709 |
97,151 |
-57,558 |
-37.2% |
559,887 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,972.3 |
12,729.7 |
11,925.1 |
|
| R3 |
12,584.8 |
12,342.2 |
11,818.6 |
|
| R2 |
12,197.3 |
12,197.3 |
11,783.0 |
|
| R1 |
11,954.7 |
11,954.7 |
11,747.5 |
11,882.3 |
| PP |
11,809.8 |
11,809.8 |
11,809.8 |
11,773.6 |
| S1 |
11,567.2 |
11,567.2 |
11,676.5 |
11,494.8 |
| S2 |
11,422.3 |
11,422.3 |
11,641.0 |
|
| S3 |
11,034.8 |
11,179.7 |
11,605.4 |
|
| S4 |
10,647.3 |
10,792.2 |
11,498.9 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,219.0 |
13,727.0 |
12,130.8 |
|
| R3 |
13,457.5 |
12,965.5 |
11,921.4 |
|
| R2 |
12,696.0 |
12,696.0 |
11,851.6 |
|
| R1 |
12,204.0 |
12,204.0 |
11,781.8 |
12,069.3 |
| PP |
11,934.5 |
11,934.5 |
11,934.5 |
11,867.1 |
| S1 |
11,442.5 |
11,442.5 |
11,642.2 |
11,307.8 |
| S2 |
11,173.0 |
11,173.0 |
11,572.4 |
|
| S3 |
10,411.5 |
10,681.0 |
11,502.6 |
|
| S4 |
9,650.0 |
9,919.5 |
11,293.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,426.5 |
11,665.0 |
761.5 |
6.5% |
217.4 |
1.9% |
6% |
False |
True |
111,977 |
| 10 |
12,429.5 |
11,665.0 |
764.5 |
6.5% |
195.3 |
1.7% |
6% |
False |
True |
98,481 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.7% |
202.5 |
1.7% |
8% |
False |
False |
104,796 |
| 40 |
12,429.5 |
10,888.0 |
1,541.5 |
13.2% |
180.1 |
1.5% |
53% |
False |
False |
61,511 |
| 60 |
12,429.5 |
10,170.0 |
2,259.5 |
19.3% |
177.6 |
1.5% |
68% |
False |
False |
41,219 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.7% |
182.9 |
1.6% |
76% |
False |
False |
31,020 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.1% |
172.4 |
1.5% |
77% |
False |
False |
24,834 |
| 120 |
12,429.5 |
8,885.0 |
3,544.5 |
30.3% |
159.6 |
1.4% |
80% |
False |
False |
20,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,699.4 |
|
2.618 |
13,067.0 |
|
1.618 |
12,679.5 |
|
1.000 |
12,440.0 |
|
0.618 |
12,292.0 |
|
HIGH |
12,052.5 |
|
0.618 |
11,904.5 |
|
0.500 |
11,858.8 |
|
0.382 |
11,813.0 |
|
LOW |
11,665.0 |
|
0.618 |
11,425.5 |
|
1.000 |
11,277.5 |
|
1.618 |
11,038.0 |
|
2.618 |
10,650.5 |
|
4.250 |
10,018.1 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,858.8 |
12,013.0 |
| PP |
11,809.8 |
11,912.7 |
| S1 |
11,760.9 |
11,812.3 |
|