| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,205.5 |
1,194.8 |
-10.7 |
-0.9% |
1,207.9 |
| High |
1,208.8 |
1,204.5 |
-4.3 |
-0.4% |
1,209.9 |
| Low |
1,191.9 |
1,194.8 |
2.9 |
0.2% |
1,184.8 |
| Close |
1,194.7 |
1,204.1 |
9.4 |
0.8% |
1,204.1 |
| Range |
16.9 |
9.7 |
-7.2 |
-42.6% |
25.1 |
| ATR |
15.2 |
14.8 |
-0.4 |
-2.5% |
0.0 |
| Volume |
1,849 |
3,222 |
1,373 |
74.3% |
14,424 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.2 |
1,226.9 |
1,209.4 |
|
| R3 |
1,220.5 |
1,217.2 |
1,206.8 |
|
| R2 |
1,210.8 |
1,210.8 |
1,205.9 |
|
| R1 |
1,207.5 |
1,207.5 |
1,205.0 |
1,209.2 |
| PP |
1,201.1 |
1,201.1 |
1,201.1 |
1,202.0 |
| S1 |
1,197.8 |
1,197.8 |
1,203.2 |
1,199.5 |
| S2 |
1,191.4 |
1,191.4 |
1,202.3 |
|
| S3 |
1,181.7 |
1,188.1 |
1,201.4 |
|
| S4 |
1,172.0 |
1,178.4 |
1,198.8 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.9 |
1,264.6 |
1,217.9 |
|
| R3 |
1,249.8 |
1,239.5 |
1,211.0 |
|
| R2 |
1,224.7 |
1,224.7 |
1,208.7 |
|
| R1 |
1,214.4 |
1,214.4 |
1,206.4 |
1,207.0 |
| PP |
1,199.6 |
1,199.6 |
1,199.6 |
1,195.9 |
| S1 |
1,189.3 |
1,189.3 |
1,201.8 |
1,181.9 |
| S2 |
1,174.5 |
1,174.5 |
1,199.5 |
|
| S3 |
1,149.4 |
1,164.2 |
1,197.2 |
|
| S4 |
1,124.3 |
1,139.1 |
1,190.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,209.6 |
1,189.3 |
20.3 |
1.7% |
13.0 |
1.1% |
73% |
False |
False |
3,100 |
| 10 |
1,212.4 |
1,184.8 |
27.6 |
2.3% |
13.4 |
1.1% |
70% |
False |
False |
2,541 |
| 20 |
1,225.0 |
1,179.5 |
45.5 |
3.8% |
13.8 |
1.1% |
54% |
False |
False |
3,240 |
| 40 |
1,225.0 |
1,143.8 |
81.2 |
6.7% |
14.3 |
1.2% |
74% |
False |
False |
2,878 |
| 60 |
1,300.2 |
1,143.8 |
156.4 |
13.0% |
15.1 |
1.3% |
39% |
False |
False |
2,403 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.3 |
1.3% |
37% |
False |
False |
2,033 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.0 |
1.2% |
37% |
False |
False |
1,784 |
| 120 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.7 |
1.2% |
40% |
False |
False |
1,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,245.7 |
|
2.618 |
1,229.9 |
|
1.618 |
1,220.2 |
|
1.000 |
1,214.2 |
|
0.618 |
1,210.5 |
|
HIGH |
1,204.5 |
|
0.618 |
1,200.8 |
|
0.500 |
1,199.7 |
|
0.382 |
1,198.5 |
|
LOW |
1,194.8 |
|
0.618 |
1,188.8 |
|
1.000 |
1,185.1 |
|
1.618 |
1,179.1 |
|
2.618 |
1,169.4 |
|
4.250 |
1,153.6 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.6 |
1,202.9 |
| PP |
1,201.1 |
1,201.6 |
| S1 |
1,199.7 |
1,200.4 |
|