| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
19,900 |
20,100 |
200 |
1.0% |
19,370 |
| High |
20,125 |
20,105 |
-20 |
-0.1% |
20,125 |
| Low |
19,875 |
19,895 |
20 |
0.1% |
19,285 |
| Close |
20,120 |
20,065 |
-55 |
-0.3% |
20,065 |
| Range |
250 |
210 |
-40 |
-16.0% |
840 |
| ATR |
297 |
292 |
-5 |
-1.7% |
0 |
| Volume |
12,626 |
10,578 |
-2,048 |
-16.2% |
62,504 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,652 |
20,568 |
20,181 |
|
| R3 |
20,442 |
20,358 |
20,123 |
|
| R2 |
20,232 |
20,232 |
20,104 |
|
| R1 |
20,148 |
20,148 |
20,084 |
20,085 |
| PP |
20,022 |
20,022 |
20,022 |
19,990 |
| S1 |
19,938 |
19,938 |
20,046 |
19,875 |
| S2 |
19,812 |
19,812 |
20,027 |
|
| S3 |
19,602 |
19,728 |
20,007 |
|
| S4 |
19,392 |
19,518 |
19,950 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,345 |
22,045 |
20,527 |
|
| R3 |
21,505 |
21,205 |
20,296 |
|
| R2 |
20,665 |
20,665 |
20,219 |
|
| R1 |
20,365 |
20,365 |
20,142 |
20,515 |
| PP |
19,825 |
19,825 |
19,825 |
19,900 |
| S1 |
19,525 |
19,525 |
19,988 |
19,675 |
| S2 |
18,985 |
18,985 |
19,911 |
|
| S3 |
18,145 |
18,685 |
19,834 |
|
| S4 |
17,305 |
17,845 |
19,603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,125 |
19,285 |
840 |
4.2% |
274 |
1.4% |
93% |
False |
False |
12,500 |
| 10 |
20,125 |
18,980 |
1,145 |
5.7% |
339 |
1.7% |
95% |
False |
False |
14,638 |
| 20 |
20,125 |
18,980 |
1,145 |
5.7% |
297 |
1.5% |
95% |
False |
False |
13,679 |
| 40 |
20,125 |
17,900 |
2,225 |
11.1% |
257 |
1.3% |
97% |
False |
False |
9,584 |
| 60 |
20,125 |
16,665 |
3,460 |
17.2% |
234 |
1.2% |
98% |
False |
False |
6,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,998 |
|
2.618 |
20,655 |
|
1.618 |
20,445 |
|
1.000 |
20,315 |
|
0.618 |
20,235 |
|
HIGH |
20,105 |
|
0.618 |
20,025 |
|
0.500 |
20,000 |
|
0.382 |
19,975 |
|
LOW |
19,895 |
|
0.618 |
19,765 |
|
1.000 |
19,685 |
|
1.618 |
19,555 |
|
2.618 |
19,345 |
|
4.250 |
19,003 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,043 |
20,022 |
| PP |
20,022 |
19,978 |
| S1 |
20,000 |
19,935 |
|