| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
19,895 |
19,935 |
40 |
0.2% |
19,370 |
| High |
19,995 |
19,965 |
-30 |
-0.2% |
20,125 |
| Low |
19,815 |
19,865 |
50 |
0.3% |
19,285 |
| Close |
19,935 |
19,890 |
-45 |
-0.2% |
20,065 |
| Range |
180 |
100 |
-80 |
-44.4% |
840 |
| ATR |
278 |
265 |
-13 |
-4.6% |
0 |
| Volume |
13,764 |
9,189 |
-4,575 |
-33.2% |
62,504 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,207 |
20,148 |
19,945 |
|
| R3 |
20,107 |
20,048 |
19,918 |
|
| R2 |
20,007 |
20,007 |
19,908 |
|
| R1 |
19,948 |
19,948 |
19,899 |
19,928 |
| PP |
19,907 |
19,907 |
19,907 |
19,896 |
| S1 |
19,848 |
19,848 |
19,881 |
19,828 |
| S2 |
19,807 |
19,807 |
19,872 |
|
| S3 |
19,707 |
19,748 |
19,863 |
|
| S4 |
19,607 |
19,648 |
19,835 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,345 |
22,045 |
20,527 |
|
| R3 |
21,505 |
21,205 |
20,296 |
|
| R2 |
20,665 |
20,665 |
20,219 |
|
| R1 |
20,365 |
20,365 |
20,142 |
20,515 |
| PP |
19,825 |
19,825 |
19,825 |
19,900 |
| S1 |
19,525 |
19,525 |
19,988 |
19,675 |
| S2 |
18,985 |
18,985 |
19,911 |
|
| S3 |
18,145 |
18,685 |
19,834 |
|
| S4 |
17,305 |
17,845 |
19,603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,125 |
19,815 |
310 |
1.6% |
188 |
0.9% |
24% |
False |
False |
11,372 |
| 10 |
20,125 |
18,980 |
1,145 |
5.8% |
252 |
1.3% |
79% |
False |
False |
13,703 |
| 20 |
20,125 |
18,980 |
1,145 |
5.8% |
287 |
1.4% |
79% |
False |
False |
13,559 |
| 40 |
20,125 |
18,130 |
1,995 |
10.0% |
257 |
1.3% |
88% |
False |
False |
10,422 |
| 60 |
20,125 |
17,135 |
2,990 |
15.0% |
229 |
1.2% |
92% |
False |
False |
6,954 |
| 80 |
20,125 |
16,665 |
3,460 |
17.4% |
196 |
1.0% |
93% |
False |
False |
5,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,390 |
|
2.618 |
20,227 |
|
1.618 |
20,127 |
|
1.000 |
20,065 |
|
0.618 |
20,027 |
|
HIGH |
19,965 |
|
0.618 |
19,927 |
|
0.500 |
19,915 |
|
0.382 |
19,903 |
|
LOW |
19,865 |
|
0.618 |
19,803 |
|
1.000 |
19,765 |
|
1.618 |
19,703 |
|
2.618 |
19,603 |
|
4.250 |
19,440 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,915 |
19,940 |
| PP |
19,907 |
19,923 |
| S1 |
19,898 |
19,907 |
|