| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
11,947.0 |
11,790.0 |
-157.0 |
-1.3% |
11,740.5 |
| High |
11,979.0 |
11,916.0 |
-63.0 |
-0.5% |
12,113.5 |
| Low |
11,703.0 |
11,737.0 |
34.0 |
0.3% |
11,703.0 |
| Close |
11,749.0 |
11,826.0 |
77.0 |
0.7% |
11,826.0 |
| Range |
276.0 |
179.0 |
-97.0 |
-35.1% |
410.5 |
| ATR |
217.0 |
214.3 |
-2.7 |
-1.3% |
0.0 |
| Volume |
108,359 |
125,378 |
17,019 |
15.7% |
615,405 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,363.3 |
12,273.7 |
11,924.5 |
|
| R3 |
12,184.3 |
12,094.7 |
11,875.2 |
|
| R2 |
12,005.3 |
12,005.3 |
11,858.8 |
|
| R1 |
11,915.7 |
11,915.7 |
11,842.4 |
11,960.5 |
| PP |
11,826.3 |
11,826.3 |
11,826.3 |
11,848.8 |
| S1 |
11,736.7 |
11,736.7 |
11,809.6 |
11,781.5 |
| S2 |
11,647.3 |
11,647.3 |
11,793.2 |
|
| S3 |
11,468.3 |
11,557.7 |
11,776.8 |
|
| S4 |
11,289.3 |
11,378.7 |
11,727.6 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,112.3 |
12,879.7 |
12,051.8 |
|
| R3 |
12,701.8 |
12,469.2 |
11,938.9 |
|
| R2 |
12,291.3 |
12,291.3 |
11,901.3 |
|
| R1 |
12,058.7 |
12,058.7 |
11,863.6 |
12,175.0 |
| PP |
11,880.8 |
11,880.8 |
11,880.8 |
11,939.0 |
| S1 |
11,648.2 |
11,648.2 |
11,788.4 |
11,764.5 |
| S2 |
11,470.3 |
11,470.3 |
11,750.7 |
|
| S3 |
11,059.8 |
11,237.7 |
11,713.1 |
|
| S4 |
10,649.3 |
10,827.2 |
11,600.2 |
|
|
| 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 |
11,703.0 |
410.5 |
3.5% |
221.7 |
1.9% |
30% |
False |
False |
123,081 |
| 10 |
12,426.5 |
11,665.0 |
761.5 |
6.4% |
219.6 |
1.9% |
21% |
False |
False |
117,529 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.6% |
205.3 |
1.7% |
23% |
False |
False |
109,493 |
| 40 |
12,429.5 |
11,195.0 |
1,234.5 |
10.4% |
192.5 |
1.6% |
51% |
False |
False |
76,820 |
| 60 |
12,429.5 |
10,569.5 |
1,860.0 |
15.7% |
177.0 |
1.5% |
68% |
False |
False |
51,396 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.5% |
186.8 |
1.6% |
80% |
False |
False |
38,701 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.9% |
178.4 |
1.5% |
81% |
False |
False |
30,984 |
| 120 |
12,429.5 |
8,976.0 |
3,453.5 |
29.2% |
166.0 |
1.4% |
83% |
False |
False |
25,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,676.8 |
|
2.618 |
12,384.6 |
|
1.618 |
12,205.6 |
|
1.000 |
12,095.0 |
|
0.618 |
12,026.6 |
|
HIGH |
11,916.0 |
|
0.618 |
11,847.6 |
|
0.500 |
11,826.5 |
|
0.382 |
11,805.4 |
|
LOW |
11,737.0 |
|
0.618 |
11,626.4 |
|
1.000 |
11,558.0 |
|
1.618 |
11,447.4 |
|
2.618 |
11,268.4 |
|
4.250 |
10,976.3 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,826.5 |
11,889.3 |
| PP |
11,826.3 |
11,868.2 |
| S1 |
11,826.2 |
11,847.1 |
|