| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.50 |
2,101.25 |
-0.25 |
0.0% |
2,095.25 |
| High |
2,104.75 |
2,101.75 |
-3.00 |
-0.1% |
2,105.50 |
| Low |
2,089.00 |
2,064.50 |
-24.50 |
-1.2% |
2,064.50 |
| Close |
2,100.75 |
2,075.50 |
-25.25 |
-1.2% |
2,075.50 |
| Range |
15.75 |
37.25 |
21.50 |
136.5% |
41.00 |
| ATR |
21.54 |
22.66 |
1.12 |
5.2% |
0.00 |
| Volume |
1,113,607 |
1,822,841 |
709,234 |
63.7% |
6,329,389 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.25 |
2,171.25 |
2,096.00 |
|
| R3 |
2,155.00 |
2,134.00 |
2,085.75 |
|
| R2 |
2,117.75 |
2,117.75 |
2,082.25 |
|
| R1 |
2,096.75 |
2,096.75 |
2,079.00 |
2,088.50 |
| PP |
2,080.50 |
2,080.50 |
2,080.50 |
2,076.50 |
| S1 |
2,059.50 |
2,059.50 |
2,072.00 |
2,051.50 |
| S2 |
2,043.25 |
2,043.25 |
2,068.75 |
|
| S3 |
2,006.00 |
2,022.25 |
2,065.25 |
|
| S4 |
1,968.75 |
1,985.00 |
2,055.00 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.75 |
2,181.25 |
2,098.00 |
|
| R3 |
2,163.75 |
2,140.25 |
2,086.75 |
|
| R2 |
2,122.75 |
2,122.75 |
2,083.00 |
|
| R1 |
2,099.25 |
2,099.25 |
2,079.25 |
2,090.50 |
| PP |
2,081.75 |
2,081.75 |
2,081.75 |
2,077.50 |
| S1 |
2,058.25 |
2,058.25 |
2,071.75 |
2,049.50 |
| S2 |
2,040.75 |
2,040.75 |
2,068.00 |
|
| S3 |
1,999.75 |
2,017.25 |
2,064.25 |
|
| S4 |
1,958.75 |
1,976.25 |
2,053.00 |
|
|
| 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 |
2,064.50 |
41.00 |
2.0% |
20.75 |
1.0% |
27% |
False |
True |
1,265,877 |
| 10 |
2,105.50 |
2,038.75 |
66.75 |
3.2% |
21.25 |
1.0% |
55% |
False |
False |
1,163,566 |
| 20 |
2,107.00 |
2,033.25 |
73.75 |
3.6% |
22.75 |
1.1% |
57% |
False |
False |
1,283,989 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
22.00 |
1.1% |
57% |
False |
False |
899,106 |
| 60 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
24.00 |
1.2% |
76% |
False |
False |
600,394 |
| 80 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.00 |
1.2% |
77% |
False |
False |
450,923 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
24.50 |
1.2% |
78% |
False |
False |
360,827 |
| 120 |
2,109.75 |
1,918.00 |
191.75 |
9.2% |
23.00 |
1.1% |
82% |
False |
False |
300,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,260.00 |
|
2.618 |
2,199.25 |
|
1.618 |
2,162.00 |
|
1.000 |
2,139.00 |
|
0.618 |
2,124.75 |
|
HIGH |
2,101.75 |
|
0.618 |
2,087.50 |
|
0.500 |
2,083.00 |
|
0.382 |
2,078.75 |
|
LOW |
2,064.50 |
|
0.618 |
2,041.50 |
|
1.000 |
2,027.25 |
|
1.618 |
2,004.25 |
|
2.618 |
1,967.00 |
|
4.250 |
1,906.25 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.00 |
2,085.00 |
| PP |
2,080.50 |
2,081.75 |
| S1 |
2,078.00 |
2,078.75 |
|