| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
17,883 |
17,969 |
86 |
0.5% |
17,511 |
| High |
17,988 |
18,029 |
41 |
0.2% |
17,988 |
| Low |
17,860 |
17,891 |
31 |
0.2% |
17,507 |
| Close |
17,973 |
17,910 |
-63 |
-0.4% |
17,973 |
| Range |
128 |
138 |
10 |
7.8% |
481 |
| ATR |
205 |
200 |
-5 |
-2.3% |
0 |
| Volume |
90,401 |
106,878 |
16,477 |
18.2% |
570,126 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,357 |
18,272 |
17,986 |
|
| R3 |
18,219 |
18,134 |
17,948 |
|
| R2 |
18,081 |
18,081 |
17,935 |
|
| R1 |
17,996 |
17,996 |
17,923 |
17,970 |
| PP |
17,943 |
17,943 |
17,943 |
17,930 |
| S1 |
17,858 |
17,858 |
17,897 |
17,832 |
| S2 |
17,805 |
17,805 |
17,885 |
|
| S3 |
17,667 |
17,720 |
17,872 |
|
| S4 |
17,529 |
17,582 |
17,834 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,266 |
19,100 |
18,238 |
|
| R3 |
18,785 |
18,619 |
18,105 |
|
| R2 |
18,304 |
18,304 |
18,061 |
|
| R1 |
18,138 |
18,138 |
18,017 |
18,221 |
| PP |
17,823 |
17,823 |
17,823 |
17,864 |
| S1 |
17,657 |
17,657 |
17,929 |
17,740 |
| S2 |
17,342 |
17,342 |
17,885 |
|
| S3 |
16,861 |
17,176 |
17,841 |
|
| S4 |
16,380 |
16,695 |
17,709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,029 |
17,737 |
292 |
1.6% |
144 |
0.8% |
59% |
True |
False |
114,837 |
| 10 |
18,029 |
17,475 |
554 |
3.1% |
206 |
1.1% |
79% |
True |
False |
118,654 |
| 20 |
18,126 |
17,465 |
661 |
3.7% |
219 |
1.2% |
67% |
False |
False |
124,332 |
| 40 |
18,188 |
17,465 |
723 |
4.0% |
186 |
1.0% |
62% |
False |
False |
66,685 |
| 60 |
18,188 |
16,880 |
1,308 |
7.3% |
199 |
1.1% |
79% |
False |
False |
44,471 |
| 80 |
18,188 |
16,880 |
1,308 |
7.3% |
197 |
1.1% |
79% |
False |
False |
33,362 |
| 100 |
18,188 |
16,880 |
1,308 |
7.3% |
167 |
0.9% |
79% |
False |
False |
26,690 |
| 120 |
18,188 |
16,175 |
2,013 |
11.2% |
147 |
0.8% |
86% |
False |
False |
22,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,616 |
|
2.618 |
18,390 |
|
1.618 |
18,252 |
|
1.000 |
18,167 |
|
0.618 |
18,114 |
|
HIGH |
18,029 |
|
0.618 |
17,976 |
|
0.500 |
17,960 |
|
0.382 |
17,944 |
|
LOW |
17,891 |
|
0.618 |
17,806 |
|
1.000 |
17,753 |
|
1.618 |
17,668 |
|
2.618 |
17,530 |
|
4.250 |
17,305 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,960 |
17,901 |
| PP |
17,943 |
17,892 |
| S1 |
17,927 |
17,884 |
|