| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
11,740.5 |
11,945.0 |
204.5 |
1.7% |
12,408.5 |
| High |
11,938.5 |
12,113.5 |
175.0 |
1.5% |
12,426.5 |
| Low |
11,717.5 |
11,940.5 |
223.0 |
1.9% |
11,665.0 |
| Close |
11,918.0 |
11,983.5 |
65.5 |
0.5% |
11,712.0 |
| Range |
221.0 |
173.0 |
-48.0 |
-21.7% |
761.5 |
| ATR |
209.8 |
208.8 |
-1.0 |
-0.5% |
0.0 |
| Volume |
122,196 |
125,496 |
3,300 |
2.7% |
559,887 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,531.5 |
12,430.5 |
12,078.7 |
|
| R3 |
12,358.5 |
12,257.5 |
12,031.1 |
|
| R2 |
12,185.5 |
12,185.5 |
12,015.2 |
|
| R1 |
12,084.5 |
12,084.5 |
11,999.4 |
12,135.0 |
| PP |
12,012.5 |
12,012.5 |
12,012.5 |
12,037.8 |
| S1 |
11,911.5 |
11,911.5 |
11,967.6 |
11,962.0 |
| S2 |
11,839.5 |
11,839.5 |
11,951.8 |
|
| S3 |
11,666.5 |
11,738.5 |
11,935.9 |
|
| S4 |
11,493.5 |
11,565.5 |
11,888.4 |
|
|
| 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 |
12,361.0 |
11,665.0 |
696.0 |
5.8% |
239.5 |
2.0% |
46% |
False |
False |
123,722 |
| 10 |
12,429.5 |
11,665.0 |
764.5 |
6.4% |
197.1 |
1.6% |
42% |
False |
False |
106,961 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.5% |
200.6 |
1.7% |
43% |
False |
False |
107,883 |
| 40 |
12,429.5 |
10,964.5 |
1,465.0 |
12.2% |
184.9 |
1.5% |
70% |
False |
False |
67,687 |
| 60 |
12,429.5 |
10,505.0 |
1,924.5 |
16.1% |
176.7 |
1.5% |
77% |
False |
False |
45,308 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.1% |
182.9 |
1.5% |
85% |
False |
False |
34,109 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.5% |
174.6 |
1.5% |
86% |
False |
False |
27,310 |
| 120 |
12,429.5 |
8,928.0 |
3,501.5 |
29.2% |
161.5 |
1.3% |
87% |
False |
False |
22,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,848.8 |
|
2.618 |
12,566.4 |
|
1.618 |
12,393.4 |
|
1.000 |
12,286.5 |
|
0.618 |
12,220.4 |
|
HIGH |
12,113.5 |
|
0.618 |
12,047.4 |
|
0.500 |
12,027.0 |
|
0.382 |
12,006.6 |
|
LOW |
11,940.5 |
|
0.618 |
11,833.6 |
|
1.000 |
11,767.5 |
|
1.618 |
11,660.6 |
|
2.618 |
11,487.6 |
|
4.250 |
11,205.3 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,027.0 |
11,952.1 |
| PP |
12,012.5 |
11,920.7 |
| S1 |
11,998.0 |
11,889.3 |
|