| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
20,025 |
19,895 |
-130 |
-0.6% |
19,370 |
| High |
20,065 |
19,995 |
-70 |
-0.3% |
20,125 |
| Low |
19,865 |
19,815 |
-50 |
-0.3% |
19,285 |
| Close |
19,895 |
19,935 |
40 |
0.2% |
20,065 |
| Range |
200 |
180 |
-20 |
-10.0% |
840 |
| ATR |
285 |
278 |
-8 |
-2.6% |
0 |
| Volume |
10,705 |
13,764 |
3,059 |
28.6% |
62,504 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,455 |
20,375 |
20,034 |
|
| R3 |
20,275 |
20,195 |
19,985 |
|
| R2 |
20,095 |
20,095 |
19,968 |
|
| R1 |
20,015 |
20,015 |
19,952 |
20,055 |
| PP |
19,915 |
19,915 |
19,915 |
19,935 |
| S1 |
19,835 |
19,835 |
19,919 |
19,875 |
| S2 |
19,735 |
19,735 |
19,902 |
|
| S3 |
19,555 |
19,655 |
19,886 |
|
| S4 |
19,375 |
19,475 |
19,836 |
|
|
| 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 |
19,745 |
380 |
1.9% |
209 |
1.0% |
50% |
False |
False |
12,746 |
| 10 |
20,125 |
18,980 |
1,145 |
5.7% |
286 |
1.4% |
83% |
False |
False |
14,454 |
| 20 |
20,125 |
18,980 |
1,145 |
5.7% |
292 |
1.5% |
83% |
False |
False |
13,675 |
| 40 |
20,125 |
17,960 |
2,165 |
10.9% |
260 |
1.3% |
91% |
False |
False |
10,194 |
| 60 |
20,125 |
16,810 |
3,315 |
16.6% |
233 |
1.2% |
94% |
False |
False |
6,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,760 |
|
2.618 |
20,466 |
|
1.618 |
20,286 |
|
1.000 |
20,175 |
|
0.618 |
20,106 |
|
HIGH |
19,995 |
|
0.618 |
19,926 |
|
0.500 |
19,905 |
|
0.382 |
19,884 |
|
LOW |
19,815 |
|
0.618 |
19,704 |
|
1.000 |
19,635 |
|
1.618 |
19,524 |
|
2.618 |
19,344 |
|
4.250 |
19,050 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,925 |
19,960 |
| PP |
19,915 |
19,952 |
| S1 |
19,905 |
19,943 |
|