| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,092.00 |
2,099.25 |
7.25 |
0.3% |
2,095.25 |
| High |
2,103.75 |
2,114.50 |
10.75 |
0.5% |
2,105.50 |
| Low |
2,080.25 |
2,087.50 |
7.25 |
0.3% |
2,064.50 |
| Close |
2,100.25 |
2,107.00 |
6.75 |
0.3% |
2,075.50 |
| Range |
23.50 |
27.00 |
3.50 |
14.9% |
41.00 |
| ATR |
22.37 |
22.70 |
0.33 |
1.5% |
0.00 |
| Volume |
1,188,586 |
1,362,552 |
173,966 |
14.6% |
6,329,389 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.00 |
2,172.50 |
2,121.75 |
|
| R3 |
2,157.00 |
2,145.50 |
2,114.50 |
|
| R2 |
2,130.00 |
2,130.00 |
2,112.00 |
|
| R1 |
2,118.50 |
2,118.50 |
2,109.50 |
2,124.25 |
| PP |
2,103.00 |
2,103.00 |
2,103.00 |
2,106.00 |
| S1 |
2,091.50 |
2,091.50 |
2,104.50 |
2,097.25 |
| S2 |
2,076.00 |
2,076.00 |
2,102.00 |
|
| S3 |
2,049.00 |
2,064.50 |
2,099.50 |
|
| S4 |
2,022.00 |
2,037.50 |
2,092.25 |
|
|
| 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 |
2,114.50 |
2,064.50 |
50.00 |
2.4% |
25.00 |
1.2% |
85% |
True |
False |
1,309,252 |
| 10 |
2,114.50 |
2,064.50 |
50.00 |
2.4% |
20.50 |
1.0% |
85% |
True |
False |
1,193,334 |
| 20 |
2,114.50 |
2,033.25 |
81.25 |
3.9% |
22.25 |
1.1% |
91% |
True |
False |
1,252,833 |
| 40 |
2,114.50 |
2,030.50 |
84.00 |
4.0% |
22.75 |
1.1% |
91% |
True |
False |
1,016,358 |
| 60 |
2,114.50 |
1,966.00 |
148.50 |
7.0% |
23.25 |
1.1% |
95% |
True |
False |
678,933 |
| 80 |
2,114.50 |
1,963.50 |
151.00 |
7.2% |
25.50 |
1.2% |
95% |
True |
False |
509,875 |
| 100 |
2,114.50 |
1,954.25 |
160.25 |
7.6% |
25.00 |
1.2% |
95% |
True |
False |
408,048 |
| 120 |
2,114.50 |
1,946.25 |
168.25 |
8.0% |
23.00 |
1.1% |
96% |
True |
False |
340,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.25 |
|
2.618 |
2,185.25 |
|
1.618 |
2,158.25 |
|
1.000 |
2,141.50 |
|
0.618 |
2,131.25 |
|
HIGH |
2,114.50 |
|
0.618 |
2,104.25 |
|
0.500 |
2,101.00 |
|
0.382 |
2,097.75 |
|
LOW |
2,087.50 |
|
0.618 |
2,070.75 |
|
1.000 |
2,060.50 |
|
1.618 |
2,043.75 |
|
2.618 |
2,016.75 |
|
4.250 |
1,972.75 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.00 |
2,103.75 |
| PP |
2,103.00 |
2,100.50 |
| S1 |
2,101.00 |
2,097.50 |
|