| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
20,025 |
20,265 |
240 |
1.2% |
20,025 |
| High |
20,280 |
20,295 |
15 |
0.1% |
20,065 |
| Low |
20,000 |
20,130 |
130 |
0.7% |
19,495 |
| Close |
20,270 |
20,190 |
-80 |
-0.4% |
19,595 |
| Range |
280 |
165 |
-115 |
-41.1% |
570 |
| ATR |
275 |
267 |
-8 |
-2.9% |
0 |
| Volume |
13,343 |
8,950 |
-4,393 |
-32.9% |
59,997 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,700 |
20,610 |
20,281 |
|
| R3 |
20,535 |
20,445 |
20,236 |
|
| R2 |
20,370 |
20,370 |
20,220 |
|
| R1 |
20,280 |
20,280 |
20,205 |
20,243 |
| PP |
20,205 |
20,205 |
20,205 |
20,186 |
| S1 |
20,115 |
20,115 |
20,175 |
20,078 |
| S2 |
20,040 |
20,040 |
20,160 |
|
| S3 |
19,875 |
19,950 |
20,145 |
|
| S4 |
19,710 |
19,785 |
20,099 |
|
|
| 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 |
20,295 |
19,495 |
800 |
4.0% |
294 |
1.5% |
87% |
True |
False |
11,905 |
| 10 |
20,295 |
19,495 |
800 |
4.0% |
233 |
1.2% |
87% |
True |
False |
11,495 |
| 20 |
20,295 |
18,980 |
1,315 |
6.5% |
300 |
1.5% |
92% |
True |
False |
13,558 |
| 40 |
20,295 |
18,450 |
1,845 |
9.1% |
275 |
1.4% |
94% |
True |
False |
12,145 |
| 60 |
20,295 |
17,440 |
2,855 |
14.1% |
238 |
1.2% |
96% |
True |
False |
8,132 |
| 80 |
20,295 |
16,665 |
3,630 |
18.0% |
214 |
1.1% |
97% |
True |
False |
6,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,996 |
|
2.618 |
20,727 |
|
1.618 |
20,562 |
|
1.000 |
20,460 |
|
0.618 |
20,397 |
|
HIGH |
20,295 |
|
0.618 |
20,232 |
|
0.500 |
20,213 |
|
0.382 |
20,193 |
|
LOW |
20,130 |
|
0.618 |
20,028 |
|
1.000 |
19,965 |
|
1.618 |
19,863 |
|
2.618 |
19,698 |
|
4.250 |
19,429 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,213 |
20,125 |
| PP |
20,205 |
20,060 |
| S1 |
20,198 |
19,995 |
|