| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
19,715 |
20,025 |
310 |
1.6% |
20,025 |
| High |
20,105 |
20,280 |
175 |
0.9% |
20,065 |
| Low |
19,695 |
20,000 |
305 |
1.5% |
19,495 |
| Close |
20,025 |
20,270 |
245 |
1.2% |
19,595 |
| Range |
410 |
280 |
-130 |
-31.7% |
570 |
| ATR |
275 |
275 |
0 |
0.1% |
0 |
| Volume |
12,579 |
13,343 |
764 |
6.1% |
59,997 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,023 |
20,927 |
20,424 |
|
| R3 |
20,743 |
20,647 |
20,347 |
|
| R2 |
20,463 |
20,463 |
20,321 |
|
| R1 |
20,367 |
20,367 |
20,296 |
20,415 |
| PP |
20,183 |
20,183 |
20,183 |
20,208 |
| S1 |
20,087 |
20,087 |
20,244 |
20,135 |
| S2 |
19,903 |
19,903 |
20,219 |
|
| S3 |
19,623 |
19,807 |
20,193 |
|
| S4 |
19,343 |
19,527 |
20,116 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,428 |
21,082 |
19,909 |
|
| R3 |
20,858 |
20,512 |
19,752 |
|
| R2 |
20,288 |
20,288 |
19,700 |
|
| R1 |
19,942 |
19,942 |
19,647 |
19,830 |
| PP |
19,718 |
19,718 |
19,718 |
19,663 |
| S1 |
19,372 |
19,372 |
19,543 |
19,260 |
| S2 |
19,148 |
19,148 |
19,491 |
|
| S3 |
18,578 |
18,802 |
19,438 |
|
| S4 |
18,008 |
18,232 |
19,282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,280 |
19,495 |
785 |
3.9% |
294 |
1.5% |
99% |
True |
False |
12,354 |
| 10 |
20,280 |
19,495 |
785 |
3.9% |
241 |
1.2% |
99% |
True |
False |
11,863 |
| 20 |
20,280 |
18,980 |
1,300 |
6.4% |
306 |
1.5% |
99% |
True |
False |
13,664 |
| 40 |
20,280 |
18,450 |
1,830 |
9.0% |
273 |
1.3% |
99% |
True |
False |
11,926 |
| 60 |
20,280 |
17,440 |
2,840 |
14.0% |
237 |
1.2% |
100% |
True |
False |
7,983 |
| 80 |
20,280 |
16,665 |
3,615 |
17.8% |
212 |
1.0% |
100% |
True |
False |
5,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,470 |
|
2.618 |
21,013 |
|
1.618 |
20,733 |
|
1.000 |
20,560 |
|
0.618 |
20,453 |
|
HIGH |
20,280 |
|
0.618 |
20,173 |
|
0.500 |
20,140 |
|
0.382 |
20,107 |
|
LOW |
20,000 |
|
0.618 |
19,827 |
|
1.000 |
19,720 |
|
1.618 |
19,547 |
|
2.618 |
19,267 |
|
4.250 |
18,810 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,227 |
20,147 |
| PP |
20,183 |
20,023 |
| S1 |
20,140 |
19,900 |
|