| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,099.25 |
2,107.50 |
8.25 |
0.4% |
2,081.00 |
| High |
2,114.50 |
2,114.75 |
0.25 |
0.0% |
2,114.75 |
| Low |
2,087.50 |
2,103.00 |
15.50 |
0.7% |
2,078.50 |
| Close |
2,107.00 |
2,111.75 |
4.75 |
0.2% |
2,111.75 |
| Range |
27.00 |
11.75 |
-15.25 |
-56.5% |
36.25 |
| ATR |
22.70 |
21.92 |
-0.78 |
-3.4% |
0.00 |
| Volume |
1,362,552 |
958,312 |
-404,240 |
-29.7% |
5,681,735 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.00 |
2,140.25 |
2,118.25 |
|
| R3 |
2,133.25 |
2,128.50 |
2,115.00 |
|
| R2 |
2,121.50 |
2,121.50 |
2,114.00 |
|
| R1 |
2,116.75 |
2,116.75 |
2,112.75 |
2,119.00 |
| PP |
2,109.75 |
2,109.75 |
2,109.75 |
2,111.00 |
| S1 |
2,105.00 |
2,105.00 |
2,110.75 |
2,107.50 |
| S2 |
2,098.00 |
2,098.00 |
2,109.50 |
|
| S3 |
2,086.25 |
2,093.25 |
2,108.50 |
|
| S4 |
2,074.50 |
2,081.50 |
2,105.25 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,197.25 |
2,131.75 |
|
| R3 |
2,174.25 |
2,161.00 |
2,121.75 |
|
| R2 |
2,138.00 |
2,138.00 |
2,118.50 |
|
| R1 |
2,124.75 |
2,124.75 |
2,115.00 |
2,131.50 |
| PP |
2,101.75 |
2,101.75 |
2,101.75 |
2,105.00 |
| S1 |
2,088.50 |
2,088.50 |
2,108.50 |
2,095.00 |
| S2 |
2,065.50 |
2,065.50 |
2,105.00 |
|
| S3 |
2,029.25 |
2,052.25 |
2,101.75 |
|
| S4 |
1,993.00 |
2,016.00 |
2,091.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.75 |
2,078.50 |
36.25 |
1.7% |
19.75 |
0.9% |
92% |
True |
False |
1,136,347 |
| 10 |
2,114.75 |
2,064.50 |
50.25 |
2.4% |
20.25 |
1.0% |
94% |
True |
False |
1,201,112 |
| 20 |
2,114.75 |
2,033.50 |
81.25 |
3.8% |
21.50 |
1.0% |
96% |
True |
False |
1,208,637 |
| 40 |
2,114.75 |
2,030.50 |
84.25 |
4.0% |
22.75 |
1.1% |
96% |
True |
False |
1,040,212 |
| 60 |
2,114.75 |
1,966.00 |
148.75 |
7.0% |
22.75 |
1.1% |
98% |
True |
False |
694,838 |
| 80 |
2,114.75 |
1,963.50 |
151.25 |
7.2% |
25.50 |
1.2% |
98% |
True |
False |
521,829 |
| 100 |
2,114.75 |
1,954.25 |
160.50 |
7.6% |
25.00 |
1.2% |
98% |
True |
False |
417,623 |
| 120 |
2,114.75 |
1,954.25 |
160.50 |
7.6% |
23.00 |
1.1% |
98% |
True |
False |
348,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.75 |
|
2.618 |
2,145.50 |
|
1.618 |
2,133.75 |
|
1.000 |
2,126.50 |
|
0.618 |
2,122.00 |
|
HIGH |
2,114.75 |
|
0.618 |
2,110.25 |
|
0.500 |
2,109.00 |
|
0.382 |
2,107.50 |
|
LOW |
2,103.00 |
|
0.618 |
2,095.75 |
|
1.000 |
2,091.25 |
|
1.618 |
2,084.00 |
|
2.618 |
2,072.25 |
|
4.250 |
2,053.00 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.75 |
2,107.00 |
| PP |
2,109.75 |
2,102.25 |
| S1 |
2,109.00 |
2,097.50 |
|