| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.25 |
2,081.00 |
-20.25 |
-1.0% |
2,095.25 |
| High |
2,101.75 |
2,097.50 |
-4.25 |
-0.2% |
2,105.50 |
| Low |
2,064.50 |
2,078.50 |
14.00 |
0.7% |
2,064.50 |
| Close |
2,075.50 |
2,091.00 |
15.50 |
0.7% |
2,075.50 |
| Range |
37.25 |
19.00 |
-18.25 |
-49.0% |
41.00 |
| ATR |
22.66 |
22.61 |
-0.05 |
-0.2% |
0.00 |
| Volume |
1,822,841 |
1,119,881 |
-702,960 |
-38.6% |
6,329,389 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.00 |
2,137.50 |
2,101.50 |
|
| R3 |
2,127.00 |
2,118.50 |
2,096.25 |
|
| R2 |
2,108.00 |
2,108.00 |
2,094.50 |
|
| R1 |
2,099.50 |
2,099.50 |
2,092.75 |
2,103.75 |
| PP |
2,089.00 |
2,089.00 |
2,089.00 |
2,091.00 |
| S1 |
2,080.50 |
2,080.50 |
2,089.25 |
2,084.75 |
| S2 |
2,070.00 |
2,070.00 |
2,087.50 |
|
| S3 |
2,051.00 |
2,061.50 |
2,085.75 |
|
| S4 |
2,032.00 |
2,042.50 |
2,080.50 |
|
|
| 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% |
21.50 |
1.0% |
65% |
False |
False |
1,273,800 |
| 10 |
2,105.50 |
2,064.50 |
41.00 |
2.0% |
19.00 |
0.9% |
65% |
False |
False |
1,180,710 |
| 20 |
2,107.00 |
2,033.25 |
73.75 |
3.5% |
22.25 |
1.1% |
78% |
False |
False |
1,269,100 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.75 |
1.0% |
76% |
False |
False |
926,832 |
| 60 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
23.75 |
1.1% |
87% |
False |
False |
619,015 |
| 80 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.00 |
1.2% |
87% |
False |
False |
464,910 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
24.50 |
1.2% |
88% |
False |
False |
372,019 |
| 120 |
2,109.75 |
1,930.00 |
179.75 |
8.6% |
23.00 |
1.1% |
90% |
False |
False |
310,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.25 |
|
2.618 |
2,147.25 |
|
1.618 |
2,128.25 |
|
1.000 |
2,116.50 |
|
0.618 |
2,109.25 |
|
HIGH |
2,097.50 |
|
0.618 |
2,090.25 |
|
0.500 |
2,088.00 |
|
0.382 |
2,085.75 |
|
LOW |
2,078.50 |
|
0.618 |
2,066.75 |
|
1.000 |
2,059.50 |
|
1.618 |
2,047.75 |
|
2.618 |
2,028.75 |
|
4.250 |
1,997.75 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.00 |
2,089.00 |
| PP |
2,089.00 |
2,086.75 |
| S1 |
2,088.00 |
2,084.50 |
|