| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
20,085 |
20,090 |
5 |
0.0% |
19,615 |
| High |
20,180 |
20,170 |
-10 |
0.0% |
20,295 |
| Low |
19,935 |
19,945 |
10 |
0.1% |
19,520 |
| Close |
20,075 |
20,010 |
-65 |
-0.3% |
20,095 |
| Range |
245 |
225 |
-20 |
-8.2% |
775 |
| ATR |
258 |
256 |
-2 |
-0.9% |
0 |
| Volume |
10,399 |
11,865 |
1,466 |
14.1% |
54,457 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,717 |
20,588 |
20,134 |
|
| R3 |
20,492 |
20,363 |
20,072 |
|
| R2 |
20,267 |
20,267 |
20,051 |
|
| R1 |
20,138 |
20,138 |
20,031 |
20,090 |
| PP |
20,042 |
20,042 |
20,042 |
20,018 |
| S1 |
19,913 |
19,913 |
19,990 |
19,865 |
| S2 |
19,817 |
19,817 |
19,969 |
|
| S3 |
19,592 |
19,688 |
19,948 |
|
| S4 |
19,367 |
19,463 |
19,886 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,295 |
21,970 |
20,521 |
|
| R3 |
21,520 |
21,195 |
20,308 |
|
| R2 |
20,745 |
20,745 |
20,237 |
|
| R1 |
20,420 |
20,420 |
20,166 |
20,583 |
| PP |
19,970 |
19,970 |
19,970 |
20,051 |
| S1 |
19,645 |
19,645 |
20,024 |
19,808 |
| S2 |
19,195 |
19,195 |
19,953 |
|
| S3 |
18,420 |
18,870 |
19,882 |
|
| S4 |
17,645 |
18,095 |
19,669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,295 |
19,935 |
360 |
1.8% |
212 |
1.1% |
21% |
False |
False |
10,926 |
| 10 |
20,295 |
19,495 |
800 |
4.0% |
235 |
1.2% |
64% |
False |
False |
11,224 |
| 20 |
20,295 |
18,980 |
1,315 |
6.6% |
261 |
1.3% |
78% |
False |
False |
12,839 |
| 40 |
20,295 |
18,450 |
1,845 |
9.2% |
276 |
1.4% |
85% |
False |
False |
12,916 |
| 60 |
20,295 |
17,440 |
2,855 |
14.3% |
235 |
1.2% |
90% |
False |
False |
8,670 |
| 80 |
20,295 |
16,665 |
3,630 |
18.1% |
220 |
1.1% |
92% |
False |
False |
6,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,126 |
|
2.618 |
20,759 |
|
1.618 |
20,534 |
|
1.000 |
20,395 |
|
0.618 |
20,309 |
|
HIGH |
20,170 |
|
0.618 |
20,084 |
|
0.500 |
20,058 |
|
0.382 |
20,031 |
|
LOW |
19,945 |
|
0.618 |
19,806 |
|
1.000 |
19,720 |
|
1.618 |
19,581 |
|
2.618 |
19,356 |
|
4.250 |
18,989 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,058 |
20,058 |
| PP |
20,042 |
20,042 |
| S1 |
20,026 |
20,026 |
|