| 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 |
19,815 |
19,900 |
85 |
0.4% |
19,400 |
| High |
19,950 |
20,125 |
175 |
0.9% |
19,675 |
| Low |
19,745 |
19,875 |
130 |
0.7% |
18,980 |
| Close |
19,905 |
20,120 |
215 |
1.1% |
19,385 |
| Range |
205 |
250 |
45 |
22.0% |
695 |
| ATR |
300 |
297 |
-4 |
-1.2% |
0 |
| Volume |
16,061 |
12,626 |
-3,435 |
-21.4% |
69,173 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,790 |
20,705 |
20,258 |
|
| R3 |
20,540 |
20,455 |
20,189 |
|
| R2 |
20,290 |
20,290 |
20,166 |
|
| R1 |
20,205 |
20,205 |
20,143 |
20,248 |
| PP |
20,040 |
20,040 |
20,040 |
20,061 |
| S1 |
19,955 |
19,955 |
20,097 |
19,998 |
| S2 |
19,790 |
19,790 |
20,074 |
|
| S3 |
19,540 |
19,705 |
20,051 |
|
| S4 |
19,290 |
19,455 |
19,983 |
|
|
| 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 |
20,125 |
19,165 |
960 |
4.8% |
297 |
1.5% |
99% |
True |
False |
13,249 |
| 10 |
20,125 |
18,980 |
1,145 |
5.7% |
367 |
1.8% |
100% |
True |
False |
15,621 |
| 20 |
20,125 |
18,755 |
1,370 |
6.8% |
310 |
1.5% |
100% |
True |
False |
14,087 |
| 40 |
20,125 |
17,840 |
2,285 |
11.4% |
258 |
1.3% |
100% |
True |
False |
9,321 |
| 60 |
20,125 |
16,665 |
3,460 |
17.2% |
233 |
1.2% |
100% |
True |
False |
6,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,188 |
|
2.618 |
20,780 |
|
1.618 |
20,530 |
|
1.000 |
20,375 |
|
0.618 |
20,280 |
|
HIGH |
20,125 |
|
0.618 |
20,030 |
|
0.500 |
20,000 |
|
0.382 |
19,971 |
|
LOW |
19,875 |
|
0.618 |
19,721 |
|
1.000 |
19,625 |
|
1.618 |
19,471 |
|
2.618 |
19,221 |
|
4.250 |
18,813 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,080 |
20,026 |
| PP |
20,040 |
19,932 |
| S1 |
20,000 |
19,838 |
|