| 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 |
2,086.00 |
2,095.25 |
9.25 |
0.4% |
2,039.50 |
| High |
2,096.25 |
2,101.25 |
5.00 |
0.2% |
2,096.25 |
| Low |
2,083.00 |
2,085.25 |
2.25 |
0.1% |
2,038.75 |
| Close |
2,095.50 |
2,086.50 |
-9.00 |
-0.4% |
2,095.50 |
| Range |
13.25 |
16.00 |
2.75 |
20.8% |
57.50 |
| ATR |
23.19 |
22.67 |
-0.51 |
-2.2% |
0.00 |
| Volume |
880,529 |
1,080,267 |
199,738 |
22.7% |
5,306,277 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.00 |
2,128.75 |
2,095.25 |
|
| R3 |
2,123.00 |
2,112.75 |
2,091.00 |
|
| R2 |
2,107.00 |
2,107.00 |
2,089.50 |
|
| R1 |
2,096.75 |
2,096.75 |
2,088.00 |
2,094.00 |
| PP |
2,091.00 |
2,091.00 |
2,091.00 |
2,089.50 |
| S1 |
2,080.75 |
2,080.75 |
2,085.00 |
2,078.00 |
| S2 |
2,075.00 |
2,075.00 |
2,083.50 |
|
| S3 |
2,059.00 |
2,064.75 |
2,082.00 |
|
| S4 |
2,043.00 |
2,048.75 |
2,077.75 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.25 |
2,230.00 |
2,127.00 |
|
| R3 |
2,191.75 |
2,172.50 |
2,111.25 |
|
| R2 |
2,134.25 |
2,134.25 |
2,106.00 |
|
| R1 |
2,115.00 |
2,115.00 |
2,100.75 |
2,124.50 |
| PP |
2,076.75 |
2,076.75 |
2,076.75 |
2,081.75 |
| S1 |
2,057.50 |
2,057.50 |
2,090.25 |
2,067.00 |
| S2 |
2,019.25 |
2,019.25 |
2,085.00 |
|
| S3 |
1,961.75 |
2,000.00 |
2,079.75 |
|
| S4 |
1,904.25 |
1,942.50 |
2,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.25 |
2,064.50 |
36.75 |
1.8% |
16.50 |
0.8% |
60% |
True |
False |
1,087,619 |
| 10 |
2,101.25 |
2,033.50 |
67.75 |
3.2% |
22.50 |
1.1% |
78% |
True |
False |
1,208,304 |
| 20 |
2,107.00 |
2,033.25 |
73.75 |
3.5% |
24.25 |
1.2% |
72% |
False |
False |
1,371,554 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.00 |
1.0% |
71% |
False |
False |
768,109 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.00 |
1.2% |
84% |
False |
False |
513,216 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
26.00 |
1.2% |
85% |
False |
False |
385,358 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
24.25 |
1.2% |
85% |
False |
False |
308,345 |
| 120 |
2,109.75 |
1,859.00 |
250.75 |
12.0% |
23.25 |
1.1% |
91% |
False |
False |
256,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.25 |
|
2.618 |
2,143.25 |
|
1.618 |
2,127.25 |
|
1.000 |
2,117.25 |
|
0.618 |
2,111.25 |
|
HIGH |
2,101.25 |
|
0.618 |
2,095.25 |
|
0.500 |
2,093.25 |
|
0.382 |
2,091.25 |
|
LOW |
2,085.25 |
|
0.618 |
2,075.25 |
|
1.000 |
2,069.25 |
|
1.618 |
2,059.25 |
|
2.618 |
2,043.25 |
|
4.250 |
2,017.25 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.25 |
2,085.75 |
| PP |
2,091.00 |
2,084.75 |
| S1 |
2,088.75 |
2,084.00 |
|