| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.00 |
2,094.50 |
9.50 |
0.5% |
2,035.75 |
| High |
2,098.00 |
2,097.25 |
-0.75 |
0.0% |
2,088.50 |
| Low |
2,080.25 |
2,082.25 |
2.00 |
0.1% |
2,032.25 |
| Close |
2,092.50 |
2,093.50 |
1.00 |
0.0% |
2,088.00 |
| Range |
17.75 |
15.00 |
-2.75 |
-15.5% |
56.25 |
| ATR |
20.78 |
20.37 |
-0.41 |
-2.0% |
0.00 |
| Volume |
9,983 |
1,358 |
-8,625 |
-86.4% |
8,782 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.00 |
2,129.75 |
2,101.75 |
|
| R3 |
2,121.00 |
2,114.75 |
2,097.50 |
|
| R2 |
2,106.00 |
2,106.00 |
2,096.25 |
|
| R1 |
2,099.75 |
2,099.75 |
2,095.00 |
2,095.50 |
| PP |
2,091.00 |
2,091.00 |
2,091.00 |
2,088.75 |
| S1 |
2,084.75 |
2,084.75 |
2,092.00 |
2,080.50 |
| S2 |
2,076.00 |
2,076.00 |
2,090.75 |
|
| S3 |
2,061.00 |
2,069.75 |
2,089.50 |
|
| S4 |
2,046.00 |
2,054.75 |
2,085.25 |
|
|
| 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 |
2,098.00 |
2,068.50 |
29.50 |
1.4% |
15.50 |
0.7% |
85% |
False |
False |
2,921 |
| 10 |
2,098.00 |
2,031.25 |
66.75 |
3.2% |
19.25 |
0.9% |
93% |
False |
False |
2,314 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
21.25 |
1.0% |
92% |
False |
False |
2,142 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.75 |
0.9% |
87% |
False |
False |
1,155 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.50 |
1.0% |
92% |
False |
False |
800 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
20.75 |
1.0% |
93% |
False |
False |
620 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
19.50 |
0.9% |
93% |
False |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.00 |
|
2.618 |
2,136.50 |
|
1.618 |
2,121.50 |
|
1.000 |
2,112.25 |
|
0.618 |
2,106.50 |
|
HIGH |
2,097.25 |
|
0.618 |
2,091.50 |
|
0.500 |
2,089.75 |
|
0.382 |
2,088.00 |
|
LOW |
2,082.25 |
|
0.618 |
2,073.00 |
|
1.000 |
2,067.25 |
|
1.618 |
2,058.00 |
|
2.618 |
2,043.00 |
|
4.250 |
2,018.50 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.25 |
2,090.00 |
| PP |
2,091.00 |
2,086.75 |
| S1 |
2,089.75 |
2,083.25 |
|