| 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 |
2,087.00 |
2,091.75 |
4.75 |
0.2% |
2,039.50 |
| High |
2,092.75 |
2,105.50 |
12.75 |
0.6% |
2,096.25 |
| Low |
2,075.75 |
2,087.25 |
11.50 |
0.6% |
2,038.75 |
| Close |
2,091.00 |
2,099.75 |
8.75 |
0.4% |
2,095.50 |
| Range |
17.00 |
18.25 |
1.25 |
7.4% |
57.50 |
| ATR |
22.27 |
21.98 |
-0.29 |
-1.3% |
0.00 |
| Volume |
1,267,366 |
1,045,308 |
-222,058 |
-17.5% |
5,306,277 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.25 |
2,144.25 |
2,109.75 |
|
| R3 |
2,134.00 |
2,126.00 |
2,104.75 |
|
| R2 |
2,115.75 |
2,115.75 |
2,103.00 |
|
| R1 |
2,107.75 |
2,107.75 |
2,101.50 |
2,111.75 |
| PP |
2,097.50 |
2,097.50 |
2,097.50 |
2,099.50 |
| S1 |
2,089.50 |
2,089.50 |
2,098.00 |
2,093.50 |
| S2 |
2,079.25 |
2,079.25 |
2,096.50 |
|
| S3 |
2,061.00 |
2,071.25 |
2,094.75 |
|
| S4 |
2,042.75 |
2,053.00 |
2,089.75 |
|
|
| 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 |
2,105.50 |
2,066.75 |
38.75 |
1.8% |
17.00 |
0.8% |
85% |
True |
False |
1,097,049 |
| 10 |
2,105.50 |
2,033.50 |
72.00 |
3.4% |
20.75 |
1.0% |
92% |
True |
False |
1,156,300 |
| 20 |
2,107.00 |
2,033.25 |
73.75 |
3.5% |
23.50 |
1.1% |
90% |
False |
False |
1,312,666 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.25 |
1.0% |
87% |
False |
False |
825,827 |
| 60 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
24.00 |
1.1% |
93% |
False |
False |
551,569 |
| 80 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.25 |
1.2% |
93% |
False |
False |
414,248 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
24.25 |
1.2% |
94% |
False |
False |
331,465 |
| 120 |
2,109.75 |
1,906.00 |
203.75 |
9.7% |
23.00 |
1.1% |
95% |
False |
False |
276,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.00 |
|
2.618 |
2,153.25 |
|
1.618 |
2,135.00 |
|
1.000 |
2,123.75 |
|
0.618 |
2,116.75 |
|
HIGH |
2,105.50 |
|
0.618 |
2,098.50 |
|
0.500 |
2,096.50 |
|
0.382 |
2,094.25 |
|
LOW |
2,087.25 |
|
0.618 |
2,076.00 |
|
1.000 |
2,069.00 |
|
1.618 |
2,057.75 |
|
2.618 |
2,039.50 |
|
4.250 |
2,009.75 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.50 |
2,096.75 |
| PP |
2,097.50 |
2,093.75 |
| S1 |
2,096.50 |
2,090.50 |
|