| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,262.1 |
1,262.8 |
0.7 |
0.1% |
1,236.7 |
| High |
1,266.5 |
1,277.2 |
10.7 |
0.8% |
1,263.5 |
| Low |
1,253.3 |
1,260.7 |
7.4 |
0.6% |
1,236.6 |
| Close |
1,262.7 |
1,271.4 |
8.7 |
0.7% |
1,262.2 |
| Range |
13.2 |
16.5 |
3.3 |
25.0% |
26.9 |
| ATR |
14.5 |
14.6 |
0.1 |
1.0% |
0.0 |
| Volume |
72,331 |
85,077 |
12,746 |
17.6% |
338,141 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.3 |
1,311.8 |
1,280.5 |
|
| R3 |
1,302.8 |
1,295.3 |
1,276.0 |
|
| R2 |
1,286.3 |
1,286.3 |
1,274.5 |
|
| R1 |
1,278.8 |
1,278.8 |
1,273.0 |
1,282.5 |
| PP |
1,269.8 |
1,269.8 |
1,269.8 |
1,271.5 |
| S1 |
1,262.3 |
1,262.3 |
1,270.0 |
1,266.0 |
| S2 |
1,253.3 |
1,253.3 |
1,268.5 |
|
| S3 |
1,236.8 |
1,245.8 |
1,266.8 |
|
| S4 |
1,220.3 |
1,229.3 |
1,262.3 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.8 |
1,325.5 |
1,277.0 |
|
| R3 |
1,308.0 |
1,298.5 |
1,269.5 |
|
| R2 |
1,281.0 |
1,281.0 |
1,267.3 |
|
| R1 |
1,271.5 |
1,271.5 |
1,264.8 |
1,276.3 |
| PP |
1,254.0 |
1,254.0 |
1,254.0 |
1,256.5 |
| S1 |
1,244.8 |
1,244.8 |
1,259.8 |
1,249.5 |
| S2 |
1,227.3 |
1,227.3 |
1,257.3 |
|
| S3 |
1,200.3 |
1,217.8 |
1,254.8 |
|
| S4 |
1,173.5 |
1,191.0 |
1,247.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.2 |
1,242.7 |
34.5 |
2.7% |
13.5 |
1.1% |
83% |
True |
False |
71,528 |
| 10 |
1,277.2 |
1,231.4 |
45.8 |
3.6% |
15.8 |
1.2% |
87% |
True |
False |
72,166 |
| 20 |
1,277.2 |
1,220.1 |
57.1 |
4.5% |
15.5 |
1.2% |
90% |
True |
False |
77,836 |
| 40 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
13.0 |
1.0% |
93% |
True |
False |
53,045 |
| 60 |
1,277.2 |
1,145.0 |
132.2 |
10.4% |
11.0 |
0.9% |
96% |
True |
False |
35,374 |
| 80 |
1,277.2 |
1,137.0 |
140.2 |
11.0% |
9.5 |
0.7% |
96% |
True |
False |
26,531 |
| 100 |
1,277.2 |
1,126.7 |
150.5 |
11.8% |
7.8 |
0.6% |
96% |
True |
False |
21,226 |
| 120 |
1,277.2 |
1,087.0 |
190.2 |
15.0% |
6.3 |
0.5% |
97% |
True |
False |
17,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.3 |
|
2.618 |
1,320.5 |
|
1.618 |
1,304.0 |
|
1.000 |
1,293.8 |
|
0.618 |
1,287.5 |
|
HIGH |
1,277.3 |
|
0.618 |
1,271.0 |
|
0.500 |
1,269.0 |
|
0.382 |
1,267.0 |
|
LOW |
1,260.8 |
|
0.618 |
1,250.5 |
|
1.000 |
1,244.3 |
|
1.618 |
1,234.0 |
|
2.618 |
1,217.5 |
|
4.250 |
1,190.5 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.5 |
1,269.3 |
| PP |
1,269.8 |
1,267.3 |
| S1 |
1,269.0 |
1,265.3 |
|