| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
11,945.0 |
12,013.0 |
68.0 |
0.6% |
12,408.5 |
| High |
12,113.5 |
12,075.5 |
-38.0 |
-0.3% |
12,426.5 |
| Low |
11,940.5 |
11,816.0 |
-124.5 |
-1.0% |
11,665.0 |
| Close |
11,983.5 |
11,907.5 |
-76.0 |
-0.6% |
11,712.0 |
| Range |
173.0 |
259.5 |
86.5 |
50.0% |
761.5 |
| ATR |
208.8 |
212.4 |
3.6 |
1.7% |
0.0 |
| Volume |
125,496 |
133,976 |
8,480 |
6.8% |
559,887 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,711.5 |
12,569.0 |
12,050.2 |
|
| R3 |
12,452.0 |
12,309.5 |
11,978.9 |
|
| R2 |
12,192.5 |
12,192.5 |
11,955.1 |
|
| R1 |
12,050.0 |
12,050.0 |
11,931.3 |
11,991.5 |
| PP |
11,933.0 |
11,933.0 |
11,933.0 |
11,903.8 |
| S1 |
11,790.5 |
11,790.5 |
11,883.7 |
11,732.0 |
| S2 |
11,673.5 |
11,673.5 |
11,859.9 |
|
| S3 |
11,414.0 |
11,531.0 |
11,836.1 |
|
| S4 |
11,154.5 |
11,271.5 |
11,764.8 |
|
|
| 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 |
12,282.0 |
11,665.0 |
617.0 |
5.2% |
265.1 |
2.2% |
39% |
False |
False |
126,705 |
| 10 |
12,429.5 |
11,665.0 |
764.5 |
6.4% |
211.7 |
1.8% |
32% |
False |
False |
111,977 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.5% |
205.4 |
1.7% |
33% |
False |
False |
109,113 |
| 40 |
12,429.5 |
11,090.0 |
1,339.5 |
11.2% |
186.4 |
1.6% |
61% |
False |
False |
70,998 |
| 60 |
12,429.5 |
10,569.5 |
1,860.0 |
15.6% |
177.4 |
1.5% |
72% |
False |
False |
47,528 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.3% |
183.4 |
1.5% |
83% |
False |
False |
35,781 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.7% |
175.2 |
1.5% |
84% |
False |
False |
28,649 |
| 120 |
12,429.5 |
8,928.0 |
3,501.5 |
29.4% |
163.2 |
1.4% |
85% |
False |
False |
23,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,178.4 |
|
2.618 |
12,754.9 |
|
1.618 |
12,495.4 |
|
1.000 |
12,335.0 |
|
0.618 |
12,235.9 |
|
HIGH |
12,075.5 |
|
0.618 |
11,976.4 |
|
0.500 |
11,945.8 |
|
0.382 |
11,915.1 |
|
LOW |
11,816.0 |
|
0.618 |
11,655.6 |
|
1.000 |
11,556.5 |
|
1.618 |
11,396.1 |
|
2.618 |
11,136.6 |
|
4.250 |
10,713.1 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,945.8 |
11,915.5 |
| PP |
11,933.0 |
11,912.8 |
| S1 |
11,920.3 |
11,910.2 |
|