| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
19,370 |
19,595 |
225 |
1.2% |
19,400 |
| High |
19,650 |
19,890 |
240 |
1.2% |
19,675 |
| Low |
19,285 |
19,550 |
265 |
1.4% |
18,980 |
| Close |
19,615 |
19,815 |
200 |
1.0% |
19,385 |
| Range |
365 |
340 |
-25 |
-6.8% |
695 |
| ATR |
305 |
308 |
2 |
0.8% |
0 |
| Volume |
10,227 |
13,012 |
2,785 |
27.2% |
69,173 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,772 |
20,633 |
20,002 |
|
| R3 |
20,432 |
20,293 |
19,909 |
|
| R2 |
20,092 |
20,092 |
19,877 |
|
| R1 |
19,953 |
19,953 |
19,846 |
20,023 |
| PP |
19,752 |
19,752 |
19,752 |
19,786 |
| S1 |
19,613 |
19,613 |
19,784 |
19,683 |
| S2 |
19,412 |
19,412 |
19,753 |
|
| S3 |
19,072 |
19,273 |
19,722 |
|
| S4 |
18,732 |
18,933 |
19,628 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,432 |
21,103 |
19,767 |
|
| R3 |
20,737 |
20,408 |
19,576 |
|
| R2 |
20,042 |
20,042 |
19,513 |
|
| R1 |
19,713 |
19,713 |
19,449 |
19,530 |
| PP |
19,347 |
19,347 |
19,347 |
19,255 |
| S1 |
19,018 |
19,018 |
19,321 |
18,835 |
| S2 |
18,652 |
18,652 |
19,258 |
|
| S3 |
17,957 |
18,323 |
19,194 |
|
| S4 |
17,262 |
17,628 |
19,003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,890 |
18,980 |
910 |
4.6% |
363 |
1.8% |
92% |
True |
False |
16,162 |
| 10 |
19,890 |
18,980 |
910 |
4.6% |
366 |
1.8% |
92% |
True |
False |
15,055 |
| 20 |
19,890 |
18,450 |
1,440 |
7.3% |
327 |
1.7% |
95% |
True |
False |
14,675 |
| 40 |
19,890 |
17,590 |
2,300 |
11.6% |
253 |
1.3% |
97% |
True |
False |
8,604 |
| 60 |
19,890 |
16,665 |
3,225 |
16.3% |
231 |
1.2% |
98% |
True |
False |
5,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,335 |
|
2.618 |
20,780 |
|
1.618 |
20,440 |
|
1.000 |
20,230 |
|
0.618 |
20,100 |
|
HIGH |
19,890 |
|
0.618 |
19,760 |
|
0.500 |
19,720 |
|
0.382 |
19,680 |
|
LOW |
19,550 |
|
0.618 |
19,340 |
|
1.000 |
19,210 |
|
1.618 |
19,000 |
|
2.618 |
18,660 |
|
4.250 |
18,105 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,783 |
19,719 |
| PP |
19,752 |
19,623 |
| S1 |
19,720 |
19,528 |
|