| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,198.8 |
1,194.6 |
-4.2 |
-0.4% |
1,209.9 |
| High |
1,200.6 |
1,203.1 |
2.5 |
0.2% |
1,224.2 |
| Low |
1,184.1 |
1,188.6 |
4.5 |
0.4% |
1,193.0 |
| Close |
1,192.8 |
1,201.5 |
8.7 |
0.7% |
1,204.6 |
| Range |
16.5 |
14.5 |
-2.0 |
-12.1% |
31.2 |
| ATR |
16.4 |
16.3 |
-0.1 |
-0.8% |
0.0 |
| Volume |
546 |
196 |
-350 |
-64.1% |
1,708 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.2 |
1,235.9 |
1,209.5 |
|
| R3 |
1,226.7 |
1,221.4 |
1,205.5 |
|
| R2 |
1,212.2 |
1,212.2 |
1,204.2 |
|
| R1 |
1,206.9 |
1,206.9 |
1,202.8 |
1,209.6 |
| PP |
1,197.7 |
1,197.7 |
1,197.7 |
1,199.1 |
| S1 |
1,192.4 |
1,192.4 |
1,200.2 |
1,195.1 |
| S2 |
1,183.2 |
1,183.2 |
1,198.8 |
|
| S3 |
1,168.7 |
1,177.9 |
1,197.5 |
|
| S4 |
1,154.2 |
1,163.4 |
1,193.5 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.9 |
1,283.9 |
1,221.8 |
|
| R3 |
1,269.7 |
1,252.7 |
1,213.2 |
|
| R2 |
1,238.5 |
1,238.5 |
1,210.3 |
|
| R1 |
1,221.5 |
1,221.5 |
1,207.5 |
1,214.4 |
| PP |
1,207.3 |
1,207.3 |
1,207.3 |
1,203.7 |
| S1 |
1,190.3 |
1,190.3 |
1,201.7 |
1,183.2 |
| S2 |
1,176.1 |
1,176.1 |
1,198.9 |
|
| S3 |
1,144.9 |
1,159.1 |
1,196.0 |
|
| S4 |
1,113.7 |
1,127.9 |
1,187.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,209.6 |
1,184.1 |
25.5 |
2.1% |
12.8 |
1.1% |
68% |
False |
False |
377 |
| 10 |
1,224.2 |
1,181.0 |
43.2 |
3.6% |
13.7 |
1.1% |
47% |
False |
False |
450 |
| 20 |
1,224.2 |
1,144.9 |
79.3 |
6.6% |
15.4 |
1.3% |
71% |
False |
False |
74,399 |
| 40 |
1,224.2 |
1,141.6 |
82.6 |
6.9% |
16.0 |
1.3% |
73% |
False |
False |
104,858 |
| 60 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
18.2 |
1.5% |
36% |
False |
False |
107,917 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
18.7 |
1.6% |
36% |
False |
False |
83,593 |
| 100 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
19.6 |
1.6% |
36% |
False |
False |
67,768 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.4 |
1.6% |
39% |
False |
False |
57,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.7 |
|
2.618 |
1,241.1 |
|
1.618 |
1,226.6 |
|
1.000 |
1,217.6 |
|
0.618 |
1,212.1 |
|
HIGH |
1,203.1 |
|
0.618 |
1,197.6 |
|
0.500 |
1,195.9 |
|
0.382 |
1,194.1 |
|
LOW |
1,188.6 |
|
0.618 |
1,179.6 |
|
1.000 |
1,174.1 |
|
1.618 |
1,165.1 |
|
2.618 |
1,150.6 |
|
4.250 |
1,127.0 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.6 |
1,199.7 |
| PP |
1,197.7 |
1,197.9 |
| S1 |
1,195.9 |
1,196.1 |
|