| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,025.5 |
11,740.5 |
-285.0 |
-2.4% |
12,408.5 |
| High |
12,052.5 |
11,938.5 |
-114.0 |
-0.9% |
12,426.5 |
| Low |
11,665.0 |
11,717.5 |
52.5 |
0.5% |
11,665.0 |
| Close |
11,712.0 |
11,918.0 |
206.0 |
1.8% |
11,712.0 |
| Range |
387.5 |
221.0 |
-166.5 |
-43.0% |
761.5 |
| ATR |
208.6 |
209.8 |
1.3 |
0.6% |
0.0 |
| Volume |
97,151 |
122,196 |
25,045 |
25.8% |
559,887 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,521.0 |
12,440.5 |
12,039.6 |
|
| R3 |
12,300.0 |
12,219.5 |
11,978.8 |
|
| R2 |
12,079.0 |
12,079.0 |
11,958.5 |
|
| R1 |
11,998.5 |
11,998.5 |
11,938.3 |
12,038.8 |
| PP |
11,858.0 |
11,858.0 |
11,858.0 |
11,878.1 |
| S1 |
11,777.5 |
11,777.5 |
11,897.7 |
11,817.8 |
| S2 |
11,637.0 |
11,637.0 |
11,877.5 |
|
| S3 |
11,416.0 |
11,556.5 |
11,857.2 |
|
| S4 |
11,195.0 |
11,335.5 |
11,796.5 |
|
|
| 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 |
12,376.5 |
11,665.0 |
711.5 |
6.0% |
237.5 |
2.0% |
36% |
False |
False |
114,960 |
| 10 |
12,429.5 |
11,665.0 |
764.5 |
6.4% |
189.7 |
1.6% |
33% |
False |
False |
103,408 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.5% |
202.9 |
1.7% |
34% |
False |
False |
107,757 |
| 40 |
12,429.5 |
10,888.0 |
1,541.5 |
12.9% |
184.2 |
1.5% |
67% |
False |
False |
64,561 |
| 60 |
12,429.5 |
10,267.0 |
2,162.5 |
18.1% |
178.7 |
1.5% |
76% |
False |
False |
43,230 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.3% |
183.0 |
1.5% |
83% |
False |
False |
32,546 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.7% |
173.9 |
1.5% |
84% |
False |
False |
26,055 |
| 120 |
12,429.5 |
8,928.0 |
3,501.5 |
29.4% |
160.9 |
1.3% |
85% |
False |
False |
21,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,877.8 |
|
2.618 |
12,517.1 |
|
1.618 |
12,296.1 |
|
1.000 |
12,159.5 |
|
0.618 |
12,075.1 |
|
HIGH |
11,938.5 |
|
0.618 |
11,854.1 |
|
0.500 |
11,828.0 |
|
0.382 |
11,801.9 |
|
LOW |
11,717.5 |
|
0.618 |
11,580.9 |
|
1.000 |
11,496.5 |
|
1.618 |
11,359.9 |
|
2.618 |
11,138.9 |
|
4.250 |
10,778.3 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,888.0 |
11,973.5 |
| PP |
11,858.0 |
11,955.0 |
| S1 |
11,828.0 |
11,936.5 |
|