| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,089.50 |
2,092.00 |
2.50 |
0.1% |
2,095.25 |
| High |
2,105.25 |
2,103.75 |
-1.50 |
-0.1% |
2,105.50 |
| Low |
2,087.25 |
2,080.25 |
-7.00 |
-0.3% |
2,064.50 |
| Close |
2,091.00 |
2,100.25 |
9.25 |
0.4% |
2,075.50 |
| Range |
18.00 |
23.50 |
5.50 |
30.6% |
41.00 |
| ATR |
22.28 |
22.37 |
0.09 |
0.4% |
0.00 |
| Volume |
1,052,404 |
1,188,586 |
136,182 |
12.9% |
6,329,389 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.25 |
2,156.25 |
2,113.25 |
|
| R3 |
2,141.75 |
2,132.75 |
2,106.75 |
|
| R2 |
2,118.25 |
2,118.25 |
2,104.50 |
|
| R1 |
2,109.25 |
2,109.25 |
2,102.50 |
2,113.75 |
| PP |
2,094.75 |
2,094.75 |
2,094.75 |
2,097.00 |
| S1 |
2,085.75 |
2,085.75 |
2,098.00 |
2,090.25 |
| S2 |
2,071.25 |
2,071.25 |
2,096.00 |
|
| S3 |
2,047.75 |
2,062.25 |
2,093.75 |
|
| S4 |
2,024.25 |
2,038.75 |
2,087.25 |
|
|
| 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 |
2,105.25 |
2,064.50 |
40.75 |
1.9% |
22.75 |
1.1% |
88% |
False |
False |
1,259,463 |
| 10 |
2,105.50 |
2,064.50 |
41.00 |
2.0% |
19.75 |
0.9% |
87% |
False |
False |
1,178,256 |
| 20 |
2,105.50 |
2,033.25 |
72.25 |
3.4% |
22.75 |
1.1% |
93% |
False |
False |
1,273,578 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
22.25 |
1.1% |
88% |
False |
False |
982,420 |
| 60 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
23.50 |
1.1% |
93% |
False |
False |
656,245 |
| 80 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.25 |
1.2% |
94% |
False |
False |
492,861 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
24.75 |
1.2% |
94% |
False |
False |
394,423 |
| 120 |
2,109.75 |
1,946.25 |
163.50 |
7.8% |
23.00 |
1.1% |
94% |
False |
False |
328,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.50 |
|
2.618 |
2,165.25 |
|
1.618 |
2,141.75 |
|
1.000 |
2,127.25 |
|
0.618 |
2,118.25 |
|
HIGH |
2,103.75 |
|
0.618 |
2,094.75 |
|
0.500 |
2,092.00 |
|
0.382 |
2,089.25 |
|
LOW |
2,080.25 |
|
0.618 |
2,065.75 |
|
1.000 |
2,056.75 |
|
1.618 |
2,042.25 |
|
2.618 |
2,018.75 |
|
4.250 |
1,980.50 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.50 |
2,097.50 |
| PP |
2,094.75 |
2,094.75 |
| S1 |
2,092.00 |
2,092.00 |
|