| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,193.8 |
1,207.2 |
13.4 |
1.1% |
1,212.6 |
| High |
1,210.6 |
1,209.3 |
-1.3 |
-0.1% |
1,224.5 |
| Low |
1,192.9 |
1,196.1 |
3.2 |
0.3% |
1,192.4 |
| Close |
1,204.6 |
1,199.3 |
-5.3 |
-0.4% |
1,204.6 |
| Range |
17.7 |
13.2 |
-4.5 |
-25.4% |
32.1 |
| ATR |
17.1 |
16.9 |
-0.3 |
-1.6% |
0.0 |
| Volume |
124,843 |
109,553 |
-15,290 |
-12.2% |
543,192 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.2 |
1,233.4 |
1,206.6 |
|
| R3 |
1,228.0 |
1,220.2 |
1,202.9 |
|
| R2 |
1,214.8 |
1,214.8 |
1,201.7 |
|
| R1 |
1,207.0 |
1,207.0 |
1,200.5 |
1,204.3 |
| PP |
1,201.6 |
1,201.6 |
1,201.6 |
1,200.2 |
| S1 |
1,193.8 |
1,193.8 |
1,198.1 |
1,191.1 |
| S2 |
1,188.4 |
1,188.4 |
1,196.9 |
|
| S3 |
1,175.2 |
1,180.6 |
1,195.7 |
|
| S4 |
1,162.0 |
1,167.4 |
1,192.0 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.5 |
1,286.1 |
1,222.3 |
|
| R3 |
1,271.4 |
1,254.0 |
1,213.4 |
|
| R2 |
1,239.3 |
1,239.3 |
1,210.5 |
|
| R1 |
1,221.9 |
1,221.9 |
1,207.5 |
1,214.6 |
| PP |
1,207.2 |
1,207.2 |
1,207.2 |
1,203.5 |
| S1 |
1,189.8 |
1,189.8 |
1,201.7 |
1,182.5 |
| S2 |
1,175.1 |
1,175.1 |
1,198.7 |
|
| S3 |
1,143.0 |
1,157.7 |
1,195.8 |
|
| S4 |
1,110.9 |
1,125.6 |
1,186.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,215.9 |
1,192.4 |
23.5 |
2.0% |
13.1 |
1.1% |
29% |
False |
False |
109,347 |
| 10 |
1,224.5 |
1,178.2 |
46.3 |
3.9% |
14.8 |
1.2% |
46% |
False |
False |
105,029 |
| 20 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
16.0 |
1.3% |
69% |
False |
False |
79,896 |
| 40 |
1,236.0 |
1,142.4 |
93.6 |
7.8% |
16.3 |
1.4% |
61% |
False |
False |
44,668 |
| 60 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
18.5 |
1.5% |
34% |
False |
False |
31,366 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
18.5 |
1.5% |
34% |
False |
False |
24,109 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
19.1 |
1.6% |
34% |
False |
False |
19,983 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.0 |
1.6% |
37% |
False |
False |
17,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,265.4 |
|
2.618 |
1,243.9 |
|
1.618 |
1,230.7 |
|
1.000 |
1,222.5 |
|
0.618 |
1,217.5 |
|
HIGH |
1,209.3 |
|
0.618 |
1,204.3 |
|
0.500 |
1,202.7 |
|
0.382 |
1,201.1 |
|
LOW |
1,196.1 |
|
0.618 |
1,187.9 |
|
1.000 |
1,182.9 |
|
1.618 |
1,174.7 |
|
2.618 |
1,161.5 |
|
4.250 |
1,140.0 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.7 |
1,201.5 |
| PP |
1,201.6 |
1,200.8 |
| S1 |
1,200.4 |
1,200.0 |
|