| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,207.9 |
1,199.8 |
-8.1 |
-0.7% |
1,212.0 |
| High |
1,209.9 |
1,202.1 |
-7.8 |
-0.6% |
1,225.0 |
| Low |
1,198.0 |
1,184.8 |
-13.2 |
-1.1% |
1,193.9 |
| Close |
1,200.2 |
1,193.5 |
-6.7 |
-0.6% |
1,205.5 |
| Range |
11.9 |
17.3 |
5.4 |
45.4% |
31.1 |
| ATR |
15.5 |
15.6 |
0.1 |
0.8% |
0.0 |
| Volume |
2,202 |
1,789 |
-413 |
-18.8% |
8,035 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.4 |
1,236.7 |
1,203.0 |
|
| R3 |
1,228.1 |
1,219.4 |
1,198.3 |
|
| R2 |
1,210.8 |
1,210.8 |
1,196.7 |
|
| R1 |
1,202.1 |
1,202.1 |
1,195.1 |
1,197.8 |
| PP |
1,193.5 |
1,193.5 |
1,193.5 |
1,191.3 |
| S1 |
1,184.8 |
1,184.8 |
1,191.9 |
1,180.5 |
| S2 |
1,176.2 |
1,176.2 |
1,190.3 |
|
| S3 |
1,158.9 |
1,167.5 |
1,188.7 |
|
| S4 |
1,141.6 |
1,150.2 |
1,184.0 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.4 |
1,284.6 |
1,222.6 |
|
| R3 |
1,270.3 |
1,253.5 |
1,214.1 |
|
| R2 |
1,239.2 |
1,239.2 |
1,211.2 |
|
| R1 |
1,222.4 |
1,222.4 |
1,208.4 |
1,215.3 |
| PP |
1,208.1 |
1,208.1 |
1,208.1 |
1,204.6 |
| S1 |
1,191.3 |
1,191.3 |
1,202.6 |
1,184.2 |
| S2 |
1,177.0 |
1,177.0 |
1,199.8 |
|
| S3 |
1,145.9 |
1,160.2 |
1,196.9 |
|
| S4 |
1,114.8 |
1,129.1 |
1,188.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,212.4 |
1,184.8 |
27.6 |
2.3% |
13.8 |
1.2% |
32% |
False |
True |
1,982 |
| 10 |
1,225.0 |
1,179.5 |
45.5 |
3.8% |
13.9 |
1.2% |
31% |
False |
False |
1,779 |
| 20 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
15.0 |
1.3% |
61% |
False |
False |
3,038 |
| 40 |
1,234.8 |
1,143.8 |
91.0 |
7.6% |
14.8 |
1.2% |
55% |
False |
False |
2,692 |
| 60 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.6 |
1.3% |
30% |
False |
False |
2,266 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.3 |
1.3% |
30% |
False |
False |
1,869 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.0 |
1.3% |
30% |
False |
False |
1,646 |
| 120 |
1,309.0 |
1,135.3 |
173.7 |
14.6% |
14.3 |
1.2% |
34% |
False |
False |
1,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,275.6 |
|
2.618 |
1,247.4 |
|
1.618 |
1,230.1 |
|
1.000 |
1,219.4 |
|
0.618 |
1,212.8 |
|
HIGH |
1,202.1 |
|
0.618 |
1,195.5 |
|
0.500 |
1,193.5 |
|
0.382 |
1,191.4 |
|
LOW |
1,184.8 |
|
0.618 |
1,174.1 |
|
1.000 |
1,167.5 |
|
1.618 |
1,156.8 |
|
2.618 |
1,139.5 |
|
4.250 |
1,111.3 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.5 |
1,197.9 |
| PP |
1,193.5 |
1,196.4 |
| S1 |
1,193.5 |
1,195.0 |
|