| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
19,850 |
19,615 |
-235 |
-1.2% |
20,025 |
| High |
19,865 |
19,765 |
-100 |
-0.5% |
20,065 |
| Low |
19,495 |
19,520 |
25 |
0.1% |
19,495 |
| Close |
19,595 |
19,720 |
125 |
0.6% |
19,595 |
| Range |
370 |
245 |
-125 |
-33.8% |
570 |
| ATR |
266 |
264 |
-1 |
-0.6% |
0 |
| Volume |
15,144 |
9,509 |
-5,635 |
-37.2% |
59,997 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,403 |
20,307 |
19,855 |
|
| R3 |
20,158 |
20,062 |
19,788 |
|
| R2 |
19,913 |
19,913 |
19,765 |
|
| R1 |
19,817 |
19,817 |
19,743 |
19,865 |
| PP |
19,668 |
19,668 |
19,668 |
19,693 |
| S1 |
19,572 |
19,572 |
19,698 |
19,620 |
| S2 |
19,423 |
19,423 |
19,675 |
|
| S3 |
19,178 |
19,327 |
19,653 |
|
| S4 |
18,933 |
19,082 |
19,585 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,428 |
21,082 |
19,909 |
|
| R3 |
20,858 |
20,512 |
19,752 |
|
| R2 |
20,288 |
20,288 |
19,700 |
|
| R1 |
19,942 |
19,942 |
19,647 |
19,830 |
| PP |
19,718 |
19,718 |
19,718 |
19,663 |
| S1 |
19,372 |
19,372 |
19,543 |
19,260 |
| S2 |
19,148 |
19,148 |
19,491 |
|
| S3 |
18,578 |
18,802 |
19,438 |
|
| S4 |
18,008 |
18,232 |
19,282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,995 |
19,495 |
500 |
2.5% |
212 |
1.1% |
45% |
False |
False |
11,760 |
| 10 |
20,125 |
19,495 |
630 |
3.2% |
227 |
1.1% |
36% |
False |
False |
12,178 |
| 20 |
20,125 |
18,980 |
1,145 |
5.8% |
289 |
1.5% |
65% |
False |
False |
13,482 |
| 40 |
20,125 |
18,440 |
1,685 |
8.5% |
261 |
1.3% |
76% |
False |
False |
11,299 |
| 60 |
20,125 |
17,440 |
2,685 |
13.6% |
230 |
1.2% |
85% |
False |
False |
7,551 |
| 80 |
20,125 |
16,665 |
3,460 |
17.5% |
204 |
1.0% |
88% |
False |
False |
5,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,806 |
|
2.618 |
20,407 |
|
1.618 |
20,162 |
|
1.000 |
20,010 |
|
0.618 |
19,917 |
|
HIGH |
19,765 |
|
0.618 |
19,672 |
|
0.500 |
19,643 |
|
0.382 |
19,614 |
|
LOW |
19,520 |
|
0.618 |
19,369 |
|
1.000 |
19,275 |
|
1.618 |
19,124 |
|
2.618 |
18,879 |
|
4.250 |
18,479 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,694 |
19,719 |
| PP |
19,668 |
19,718 |
| S1 |
19,643 |
19,718 |
|