| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,203.2 |
1,188.0 |
-15.2 |
-1.3% |
1,207.9 |
| High |
1,205.1 |
1,198.0 |
-7.1 |
-0.6% |
1,209.9 |
| Low |
1,186.5 |
1,185.3 |
-1.2 |
-0.1% |
1,184.8 |
| Close |
1,187.9 |
1,195.3 |
7.4 |
0.6% |
1,204.1 |
| Range |
18.6 |
12.7 |
-5.9 |
-31.7% |
25.1 |
| ATR |
15.0 |
14.9 |
-0.2 |
-1.1% |
0.0 |
| Volume |
970 |
2,946 |
1,976 |
203.7% |
14,424 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.0 |
1,225.8 |
1,202.3 |
|
| R3 |
1,218.3 |
1,213.1 |
1,198.8 |
|
| R2 |
1,205.6 |
1,205.6 |
1,197.6 |
|
| R1 |
1,200.4 |
1,200.4 |
1,196.5 |
1,203.0 |
| PP |
1,192.9 |
1,192.9 |
1,192.9 |
1,194.2 |
| S1 |
1,187.7 |
1,187.7 |
1,194.1 |
1,190.3 |
| S2 |
1,180.2 |
1,180.2 |
1,193.0 |
|
| S3 |
1,167.5 |
1,175.0 |
1,191.8 |
|
| S4 |
1,154.8 |
1,162.3 |
1,188.3 |
|
|
| 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 |
1,208.8 |
1,185.3 |
23.5 |
2.0% |
13.5 |
1.1% |
43% |
False |
True |
2,391 |
| 10 |
1,210.9 |
1,184.8 |
26.1 |
2.2% |
14.2 |
1.2% |
40% |
False |
False |
2,555 |
| 20 |
1,225.0 |
1,179.5 |
45.5 |
3.8% |
14.2 |
1.2% |
35% |
False |
False |
3,204 |
| 40 |
1,225.0 |
1,143.8 |
81.2 |
6.8% |
14.6 |
1.2% |
63% |
False |
False |
2,897 |
| 60 |
1,293.9 |
1,143.8 |
150.1 |
12.6% |
15.0 |
1.3% |
34% |
False |
False |
2,429 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.4 |
1.3% |
31% |
False |
False |
2,076 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.8% |
15.3 |
1.3% |
31% |
False |
False |
1,799 |
| 120 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
14.8 |
1.2% |
35% |
False |
False |
1,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.0 |
|
2.618 |
1,231.2 |
|
1.618 |
1,218.5 |
|
1.000 |
1,210.7 |
|
0.618 |
1,205.8 |
|
HIGH |
1,198.0 |
|
0.618 |
1,193.1 |
|
0.500 |
1,191.7 |
|
0.382 |
1,190.2 |
|
LOW |
1,185.3 |
|
0.618 |
1,177.5 |
|
1.000 |
1,172.6 |
|
1.618 |
1,164.8 |
|
2.618 |
1,152.1 |
|
4.250 |
1,131.3 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.1 |
1,195.3 |
| PP |
1,192.9 |
1,195.2 |
| S1 |
1,191.7 |
1,195.2 |
|