| 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 |
2,089.50 |
2,080.00 |
-9.50 |
-0.5% |
2,035.75 |
| High |
2,093.75 |
2,085.50 |
-8.25 |
-0.4% |
2,088.50 |
| Low |
2,078.25 |
2,068.50 |
-9.75 |
-0.5% |
2,032.25 |
| Close |
2,079.00 |
2,083.50 |
4.50 |
0.2% |
2,088.00 |
| Range |
15.50 |
17.00 |
1.50 |
9.7% |
56.25 |
| ATR |
21.32 |
21.01 |
-0.31 |
-1.4% |
0.00 |
| Volume |
739 |
720 |
-19 |
-2.6% |
8,782 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.25 |
2,123.75 |
2,092.75 |
|
| R3 |
2,113.25 |
2,106.75 |
2,088.25 |
|
| R2 |
2,096.25 |
2,096.25 |
2,086.50 |
|
| R1 |
2,089.75 |
2,089.75 |
2,085.00 |
2,093.00 |
| PP |
2,079.25 |
2,079.25 |
2,079.25 |
2,080.75 |
| S1 |
2,072.75 |
2,072.75 |
2,082.00 |
2,076.00 |
| S2 |
2,062.25 |
2,062.25 |
2,080.50 |
|
| S3 |
2,045.25 |
2,055.75 |
2,078.75 |
|
| S4 |
2,028.25 |
2,038.75 |
2,074.25 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.25 |
2,219.50 |
2,119.00 |
|
| R3 |
2,182.00 |
2,163.25 |
2,103.50 |
|
| R2 |
2,125.75 |
2,125.75 |
2,098.25 |
|
| R1 |
2,107.00 |
2,107.00 |
2,093.25 |
2,116.50 |
| PP |
2,069.50 |
2,069.50 |
2,069.50 |
2,074.25 |
| S1 |
2,050.75 |
2,050.75 |
2,082.75 |
2,060.00 |
| S2 |
2,013.25 |
2,013.25 |
2,077.75 |
|
| S3 |
1,957.00 |
1,994.50 |
2,072.50 |
|
| S4 |
1,900.75 |
1,938.25 |
2,057.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.75 |
2,057.50 |
36.25 |
1.7% |
15.75 |
0.8% |
72% |
False |
False |
1,524 |
| 10 |
2,093.75 |
2,027.00 |
66.75 |
3.2% |
20.50 |
1.0% |
85% |
False |
False |
2,285 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
23.00 |
1.1% |
78% |
False |
False |
1,636 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.25 |
0.9% |
74% |
False |
False |
883 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.50 |
1.0% |
85% |
False |
False |
612 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.00 |
1.0% |
86% |
False |
False |
480 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
19.25 |
0.9% |
87% |
False |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.75 |
|
2.618 |
2,130.00 |
|
1.618 |
2,113.00 |
|
1.000 |
2,102.50 |
|
0.618 |
2,096.00 |
|
HIGH |
2,085.50 |
|
0.618 |
2,079.00 |
|
0.500 |
2,077.00 |
|
0.382 |
2,075.00 |
|
LOW |
2,068.50 |
|
0.618 |
2,058.00 |
|
1.000 |
2,051.50 |
|
1.618 |
2,041.00 |
|
2.618 |
2,024.00 |
|
4.250 |
1,996.25 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.25 |
2,082.75 |
| PP |
2,079.25 |
2,082.00 |
| S1 |
2,077.00 |
2,081.00 |
|