| 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 |
11,966.5 |
11,805.5 |
-161.0 |
-1.3% |
11,745.0 |
| High |
11,966.5 |
11,913.0 |
-53.5 |
-0.4% |
12,099.5 |
| Low |
11,704.5 |
11,747.5 |
43.0 |
0.4% |
11,704.5 |
| Close |
11,750.5 |
11,827.5 |
77.0 |
0.7% |
11,827.5 |
| Range |
262.0 |
165.5 |
-96.5 |
-36.8% |
395.0 |
| ATR |
198.3 |
196.0 |
-2.3 |
-1.2% |
0.0 |
| Volume |
4,368 |
224 |
-4,144 |
-94.9% |
5,721 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,325.8 |
12,242.2 |
11,918.5 |
|
| R3 |
12,160.3 |
12,076.7 |
11,873.0 |
|
| R2 |
11,994.8 |
11,994.8 |
11,857.8 |
|
| R1 |
11,911.2 |
11,911.2 |
11,842.7 |
11,953.0 |
| PP |
11,829.3 |
11,829.3 |
11,829.3 |
11,850.3 |
| S1 |
11,745.7 |
11,745.7 |
11,812.3 |
11,787.5 |
| S2 |
11,663.8 |
11,663.8 |
11,797.2 |
|
| S3 |
11,498.3 |
11,580.2 |
11,782.0 |
|
| S4 |
11,332.8 |
11,414.7 |
11,736.5 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,062.2 |
12,839.8 |
12,044.8 |
|
| R3 |
12,667.2 |
12,444.8 |
11,936.1 |
|
| R2 |
12,272.2 |
12,272.2 |
11,899.9 |
|
| R1 |
12,049.8 |
12,049.8 |
11,863.7 |
12,161.0 |
| PP |
11,877.2 |
11,877.2 |
11,877.2 |
11,932.8 |
| S1 |
11,654.8 |
11,654.8 |
11,791.3 |
11,766.0 |
| S2 |
11,482.2 |
11,482.2 |
11,755.1 |
|
| S3 |
11,087.2 |
11,259.8 |
11,718.9 |
|
| S4 |
10,692.2 |
10,864.8 |
11,610.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,099.5 |
11,704.5 |
395.0 |
3.3% |
205.3 |
1.7% |
31% |
False |
False |
1,144 |
| 10 |
12,428.5 |
11,669.5 |
759.0 |
6.4% |
201.1 |
1.7% |
21% |
False |
False |
723 |
| 20 |
12,428.5 |
11,655.5 |
773.0 |
6.5% |
184.9 |
1.6% |
22% |
False |
False |
515 |
| 40 |
12,428.5 |
11,220.0 |
1,208.5 |
10.2% |
170.6 |
1.4% |
50% |
False |
False |
358 |
| 60 |
12,428.5 |
10,638.0 |
1,790.5 |
15.1% |
136.6 |
1.2% |
66% |
False |
False |
244 |
| 80 |
12,428.5 |
9,420.0 |
3,008.5 |
25.4% |
136.6 |
1.2% |
80% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,616.4 |
|
2.618 |
12,346.3 |
|
1.618 |
12,180.8 |
|
1.000 |
12,078.5 |
|
0.618 |
12,015.3 |
|
HIGH |
11,913.0 |
|
0.618 |
11,849.8 |
|
0.500 |
11,830.3 |
|
0.382 |
11,810.7 |
|
LOW |
11,747.5 |
|
0.618 |
11,645.2 |
|
1.000 |
11,582.0 |
|
1.618 |
11,479.7 |
|
2.618 |
11,314.2 |
|
4.250 |
11,044.1 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,830.3 |
11,887.8 |
| PP |
11,829.3 |
11,867.7 |
| S1 |
11,828.4 |
11,847.6 |
|