| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,194.8 |
1,203.2 |
8.4 |
0.7% |
1,207.9 |
| High |
1,204.5 |
1,205.1 |
0.6 |
0.0% |
1,209.9 |
| Low |
1,194.8 |
1,186.5 |
-8.3 |
-0.7% |
1,184.8 |
| Close |
1,204.1 |
1,187.9 |
-16.2 |
-1.3% |
1,204.1 |
| Range |
9.7 |
18.6 |
8.9 |
91.8% |
25.1 |
| ATR |
14.8 |
15.0 |
0.3 |
1.8% |
0.0 |
| Volume |
3,222 |
970 |
-2,252 |
-69.9% |
14,424 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.0 |
1,237.0 |
1,198.1 |
|
| R3 |
1,230.4 |
1,218.4 |
1,193.0 |
|
| R2 |
1,211.8 |
1,211.8 |
1,191.3 |
|
| R1 |
1,199.8 |
1,199.8 |
1,189.6 |
1,196.5 |
| PP |
1,193.2 |
1,193.2 |
1,193.2 |
1,191.5 |
| S1 |
1,181.2 |
1,181.2 |
1,186.2 |
1,177.9 |
| S2 |
1,174.6 |
1,174.6 |
1,184.5 |
|
| S3 |
1,156.0 |
1,162.6 |
1,182.8 |
|
| S4 |
1,137.4 |
1,144.0 |
1,177.7 |
|
|
| 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 |
1,186.5 |
23.1 |
1.9% |
13.6 |
1.1% |
6% |
False |
True |
2,791 |
| 10 |
1,210.9 |
1,184.8 |
26.1 |
2.2% |
13.9 |
1.2% |
12% |
False |
False |
2,473 |
| 20 |
1,225.0 |
1,179.5 |
45.5 |
3.8% |
14.3 |
1.2% |
18% |
False |
False |
3,168 |
| 40 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
14.5 |
1.2% |
54% |
False |
False |
2,861 |
| 60 |
1,297.4 |
1,143.8 |
153.6 |
12.9% |
15.1 |
1.3% |
29% |
False |
False |
2,404 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.5 |
1.3% |
27% |
False |
False |
2,042 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.2 |
1.3% |
27% |
False |
False |
1,786 |
| 120 |
1,309.0 |
1,135.3 |
173.7 |
14.6% |
14.8 |
1.2% |
30% |
False |
False |
1,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.2 |
|
2.618 |
1,253.8 |
|
1.618 |
1,235.2 |
|
1.000 |
1,223.7 |
|
0.618 |
1,216.6 |
|
HIGH |
1,205.1 |
|
0.618 |
1,198.0 |
|
0.500 |
1,195.8 |
|
0.382 |
1,193.6 |
|
LOW |
1,186.5 |
|
0.618 |
1,175.0 |
|
1.000 |
1,167.9 |
|
1.618 |
1,156.4 |
|
2.618 |
1,137.8 |
|
4.250 |
1,107.5 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,195.8 |
1,197.7 |
| PP |
1,193.2 |
1,194.4 |
| S1 |
1,190.5 |
1,191.2 |
|