| 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 |
2,080.00 |
2,085.00 |
5.00 |
0.2% |
2,035.75 |
| High |
2,085.50 |
2,098.00 |
12.50 |
0.6% |
2,088.50 |
| Low |
2,068.50 |
2,080.25 |
11.75 |
0.6% |
2,032.25 |
| Close |
2,083.50 |
2,092.50 |
9.00 |
0.4% |
2,088.00 |
| Range |
17.00 |
17.75 |
0.75 |
4.4% |
56.25 |
| ATR |
21.01 |
20.78 |
-0.23 |
-1.1% |
0.00 |
| Volume |
720 |
9,983 |
9,263 |
1,286.5% |
8,782 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.50 |
2,135.75 |
2,102.25 |
|
| R3 |
2,125.75 |
2,118.00 |
2,097.50 |
|
| R2 |
2,108.00 |
2,108.00 |
2,095.75 |
|
| R1 |
2,100.25 |
2,100.25 |
2,094.25 |
2,104.00 |
| PP |
2,090.25 |
2,090.25 |
2,090.25 |
2,092.25 |
| S1 |
2,082.50 |
2,082.50 |
2,090.75 |
2,086.50 |
| S2 |
2,072.50 |
2,072.50 |
2,089.25 |
|
| S3 |
2,054.75 |
2,064.75 |
2,087.50 |
|
| S4 |
2,037.00 |
2,047.00 |
2,082.75 |
|
|
| 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 |
2,098.00 |
2,060.00 |
38.00 |
1.8% |
16.50 |
0.8% |
86% |
True |
False |
3,205 |
| 10 |
2,098.00 |
2,031.25 |
66.75 |
3.2% |
19.75 |
0.9% |
92% |
True |
False |
3,193 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
21.50 |
1.0% |
91% |
False |
False |
2,102 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.50 |
0.9% |
86% |
False |
False |
1,122 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.50 |
1.0% |
92% |
False |
False |
778 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
20.50 |
1.0% |
92% |
False |
False |
603 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
19.25 |
0.9% |
92% |
False |
False |
496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.50 |
|
2.618 |
2,144.50 |
|
1.618 |
2,126.75 |
|
1.000 |
2,115.75 |
|
0.618 |
2,109.00 |
|
HIGH |
2,098.00 |
|
0.618 |
2,091.25 |
|
0.500 |
2,089.00 |
|
0.382 |
2,087.00 |
|
LOW |
2,080.25 |
|
0.618 |
2,069.25 |
|
1.000 |
2,062.50 |
|
1.618 |
2,051.50 |
|
2.618 |
2,033.75 |
|
4.250 |
2,004.75 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.50 |
2,089.50 |
| PP |
2,090.25 |
2,086.25 |
| S1 |
2,089.00 |
2,083.25 |
|