| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
19,595 |
19,815 |
220 |
1.1% |
19,400 |
| High |
19,890 |
19,950 |
60 |
0.3% |
19,675 |
| Low |
19,550 |
19,745 |
195 |
1.0% |
18,980 |
| Close |
19,815 |
19,905 |
90 |
0.5% |
19,385 |
| Range |
340 |
205 |
-135 |
-39.7% |
695 |
| ATR |
308 |
300 |
-7 |
-2.4% |
0 |
| Volume |
13,012 |
16,061 |
3,049 |
23.4% |
69,173 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,482 |
20,398 |
20,018 |
|
| R3 |
20,277 |
20,193 |
19,962 |
|
| R2 |
20,072 |
20,072 |
19,943 |
|
| R1 |
19,988 |
19,988 |
19,924 |
20,030 |
| PP |
19,867 |
19,867 |
19,867 |
19,888 |
| S1 |
19,783 |
19,783 |
19,886 |
19,825 |
| S2 |
19,662 |
19,662 |
19,868 |
|
| S3 |
19,457 |
19,578 |
19,849 |
|
| S4 |
19,252 |
19,373 |
19,792 |
|
|
| 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 |
19,950 |
18,980 |
970 |
4.9% |
315 |
1.6% |
95% |
True |
False |
16,034 |
| 10 |
19,950 |
18,980 |
970 |
4.9% |
370 |
1.9% |
95% |
True |
False |
15,466 |
| 20 |
19,950 |
18,450 |
1,500 |
7.5% |
316 |
1.6% |
97% |
True |
False |
14,243 |
| 40 |
19,950 |
17,640 |
2,310 |
11.6% |
257 |
1.3% |
98% |
True |
False |
9,005 |
| 60 |
19,950 |
16,665 |
3,285 |
16.5% |
230 |
1.2% |
99% |
True |
False |
6,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,821 |
|
2.618 |
20,487 |
|
1.618 |
20,282 |
|
1.000 |
20,155 |
|
0.618 |
20,077 |
|
HIGH |
19,950 |
|
0.618 |
19,872 |
|
0.500 |
19,848 |
|
0.382 |
19,823 |
|
LOW |
19,745 |
|
0.618 |
19,618 |
|
1.000 |
19,540 |
|
1.618 |
19,413 |
|
2.618 |
19,208 |
|
4.250 |
18,874 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,886 |
19,809 |
| PP |
19,867 |
19,713 |
| S1 |
19,848 |
19,618 |
|