| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
17,877.62 |
17,897.70 |
20.08 |
0.1% |
17,727.48 |
| High |
17,976.20 |
17,984.22 |
8.02 |
0.0% |
18,008.64 |
| Low |
17,822.23 |
17,823.10 |
0.87 |
0.0% |
17,585.01 |
| Close |
17,902.51 |
17,958.73 |
56.22 |
0.3% |
17,763.24 |
| Range |
153.97 |
161.12 |
7.15 |
4.6% |
423.63 |
| ATR |
192.69 |
190.43 |
-2.25 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,405.38 |
18,343.17 |
18,047.35 |
|
| R3 |
18,244.26 |
18,182.05 |
18,003.04 |
|
| R2 |
18,083.14 |
18,083.14 |
17,988.27 |
|
| R1 |
18,020.93 |
18,020.93 |
17,973.50 |
18,052.04 |
| PP |
17,922.02 |
17,922.02 |
17,922.02 |
17,937.57 |
| S1 |
17,859.81 |
17,859.81 |
17,943.96 |
17,890.92 |
| S2 |
17,760.90 |
17,760.90 |
17,929.19 |
|
| S3 |
17,599.78 |
17,698.69 |
17,914.42 |
|
| S4 |
17,438.66 |
17,537.57 |
17,870.11 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,056.52 |
18,833.51 |
17,996.24 |
|
| R3 |
18,632.89 |
18,409.88 |
17,879.74 |
|
| R2 |
18,209.26 |
18,209.26 |
17,840.91 |
|
| R1 |
17,986.25 |
17,986.25 |
17,802.07 |
18,097.76 |
| PP |
17,785.63 |
17,785.63 |
17,785.63 |
17,841.38 |
| S1 |
17,562.62 |
17,562.62 |
17,724.41 |
17,674.13 |
| S2 |
17,362.00 |
17,362.00 |
17,685.57 |
|
| S3 |
16,938.37 |
17,138.99 |
17,646.74 |
|
| S4 |
16,514.74 |
16,715.36 |
17,530.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,984.22 |
17,646.80 |
337.42 |
1.9% |
172.71 |
1.0% |
92% |
True |
False |
|
| 10 |
18,008.64 |
17,579.27 |
429.37 |
2.4% |
180.94 |
1.0% |
88% |
False |
False |
|
| 20 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
204.93 |
1.1% |
61% |
False |
False |
|
| 40 |
18,288.63 |
17,579.27 |
709.36 |
3.9% |
172.00 |
1.0% |
53% |
False |
False |
|
| 60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
199.04 |
1.1% |
74% |
False |
False |
|
| 80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
204.53 |
1.1% |
74% |
False |
False |
|
| 100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
187.16 |
1.0% |
74% |
False |
False |
|
| 120 |
18,288.63 |
15,935.22 |
2,353.41 |
13.1% |
183.10 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,668.98 |
|
2.618 |
18,406.03 |
|
1.618 |
18,244.91 |
|
1.000 |
18,145.34 |
|
0.618 |
18,083.79 |
|
HIGH |
17,984.22 |
|
0.618 |
17,922.67 |
|
0.500 |
17,903.66 |
|
0.382 |
17,884.65 |
|
LOW |
17,823.10 |
|
0.618 |
17,723.53 |
|
1.000 |
17,661.98 |
|
1.618 |
17,562.41 |
|
2.618 |
17,401.29 |
|
4.250 |
17,138.34 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,940.37 |
17,940.23 |
| PP |
17,922.02 |
17,921.73 |
| S1 |
17,903.66 |
17,903.23 |
|