| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,013.0 |
11,947.0 |
-66.0 |
-0.5% |
12,408.5 |
| High |
12,075.5 |
11,979.0 |
-96.5 |
-0.8% |
12,426.5 |
| Low |
11,816.0 |
11,703.0 |
-113.0 |
-1.0% |
11,665.0 |
| Close |
11,907.5 |
11,749.0 |
-158.5 |
-1.3% |
11,712.0 |
| Range |
259.5 |
276.0 |
16.5 |
6.4% |
761.5 |
| ATR |
212.4 |
217.0 |
4.5 |
2.1% |
0.0 |
| Volume |
133,976 |
108,359 |
-25,617 |
-19.1% |
559,887 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,638.3 |
12,469.7 |
11,900.8 |
|
| R3 |
12,362.3 |
12,193.7 |
11,824.9 |
|
| R2 |
12,086.3 |
12,086.3 |
11,799.6 |
|
| R1 |
11,917.7 |
11,917.7 |
11,774.3 |
11,864.0 |
| PP |
11,810.3 |
11,810.3 |
11,810.3 |
11,783.5 |
| S1 |
11,641.7 |
11,641.7 |
11,723.7 |
11,588.0 |
| S2 |
11,534.3 |
11,534.3 |
11,698.4 |
|
| S3 |
11,258.3 |
11,365.7 |
11,673.1 |
|
| S4 |
10,982.3 |
11,089.7 |
11,597.2 |
|
|
| 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 |
12,113.5 |
11,665.0 |
448.5 |
3.8% |
263.4 |
2.2% |
19% |
False |
False |
117,435 |
| 10 |
12,429.5 |
11,665.0 |
764.5 |
6.5% |
221.3 |
1.9% |
11% |
False |
False |
113,334 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.6% |
208.3 |
1.8% |
13% |
False |
False |
108,705 |
| 40 |
12,429.5 |
11,111.0 |
1,318.5 |
11.2% |
191.4 |
1.6% |
48% |
False |
False |
73,700 |
| 60 |
12,429.5 |
10,569.5 |
1,860.0 |
15.8% |
177.7 |
1.5% |
63% |
False |
False |
49,322 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.6% |
185.5 |
1.6% |
77% |
False |
False |
37,135 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.1% |
177.3 |
1.5% |
79% |
False |
False |
29,732 |
| 120 |
12,429.5 |
8,976.0 |
3,453.5 |
29.4% |
165.2 |
1.4% |
80% |
False |
False |
24,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,152.0 |
|
2.618 |
12,701.6 |
|
1.618 |
12,425.6 |
|
1.000 |
12,255.0 |
|
0.618 |
12,149.6 |
|
HIGH |
11,979.0 |
|
0.618 |
11,873.6 |
|
0.500 |
11,841.0 |
|
0.382 |
11,808.4 |
|
LOW |
11,703.0 |
|
0.618 |
11,532.4 |
|
1.000 |
11,427.0 |
|
1.618 |
11,256.4 |
|
2.618 |
10,980.4 |
|
4.250 |
10,530.0 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,841.0 |
11,908.3 |
| PP |
11,810.3 |
11,855.2 |
| S1 |
11,779.7 |
11,802.1 |
|