| 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 |
1,199.8 |
1,193.9 |
-5.9 |
-0.5% |
1,212.0 |
| High |
1,202.1 |
1,204.5 |
2.4 |
0.2% |
1,225.0 |
| Low |
1,184.8 |
1,189.3 |
4.5 |
0.4% |
1,193.9 |
| Close |
1,193.5 |
1,202.2 |
8.7 |
0.7% |
1,205.5 |
| Range |
17.3 |
15.2 |
-2.1 |
-12.1% |
31.1 |
| ATR |
15.6 |
15.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
1,789 |
2,519 |
730 |
40.8% |
8,035 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.3 |
1,238.4 |
1,210.6 |
|
| R3 |
1,229.1 |
1,223.2 |
1,206.4 |
|
| R2 |
1,213.9 |
1,213.9 |
1,205.0 |
|
| R1 |
1,208.0 |
1,208.0 |
1,203.6 |
1,211.0 |
| PP |
1,198.7 |
1,198.7 |
1,198.7 |
1,200.1 |
| S1 |
1,192.8 |
1,192.8 |
1,200.8 |
1,195.8 |
| S2 |
1,183.5 |
1,183.5 |
1,199.4 |
|
| S3 |
1,168.3 |
1,177.6 |
1,198.0 |
|
| S4 |
1,153.1 |
1,162.4 |
1,193.8 |
|
|
| 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 |
1,210.9 |
1,184.8 |
26.1 |
2.2% |
14.2 |
1.2% |
67% |
False |
False |
2,155 |
| 10 |
1,225.0 |
1,182.3 |
42.7 |
3.6% |
14.3 |
1.2% |
47% |
False |
False |
1,787 |
| 20 |
1,225.0 |
1,146.9 |
78.1 |
6.5% |
14.9 |
1.2% |
71% |
False |
False |
3,106 |
| 40 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
14.4 |
1.2% |
72% |
False |
False |
2,728 |
| 60 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.5 |
1.3% |
35% |
False |
False |
2,297 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.4 |
1.3% |
35% |
False |
False |
1,885 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.0 |
1.2% |
35% |
False |
False |
1,668 |
| 120 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.4 |
1.2% |
39% |
False |
False |
1,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.1 |
|
2.618 |
1,244.3 |
|
1.618 |
1,229.1 |
|
1.000 |
1,219.7 |
|
0.618 |
1,213.9 |
|
HIGH |
1,204.5 |
|
0.618 |
1,198.7 |
|
0.500 |
1,196.9 |
|
0.382 |
1,195.1 |
|
LOW |
1,189.3 |
|
0.618 |
1,179.9 |
|
1.000 |
1,174.1 |
|
1.618 |
1,164.7 |
|
2.618 |
1,149.5 |
|
4.250 |
1,124.7 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.4 |
1,200.6 |
| PP |
1,198.7 |
1,199.0 |
| S1 |
1,196.9 |
1,197.4 |
|