| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.50 |
2,072.50 |
-21.00 |
-1.0% |
2,089.50 |
| High |
2,093.50 |
2,090.00 |
-3.50 |
-0.2% |
2,098.00 |
| Low |
2,057.75 |
2,071.50 |
13.75 |
0.7% |
2,057.75 |
| Close |
2,068.00 |
2,083.50 |
15.50 |
0.7% |
2,068.00 |
| Range |
35.75 |
18.50 |
-17.25 |
-48.3% |
40.25 |
| ATR |
21.47 |
21.51 |
0.04 |
0.2% |
0.00 |
| Volume |
1,077 |
2,116 |
1,039 |
96.5% |
13,877 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.25 |
2,128.75 |
2,093.75 |
|
| R3 |
2,118.75 |
2,110.25 |
2,088.50 |
|
| R2 |
2,100.25 |
2,100.25 |
2,087.00 |
|
| R1 |
2,091.75 |
2,091.75 |
2,085.25 |
2,096.00 |
| PP |
2,081.75 |
2,081.75 |
2,081.75 |
2,083.75 |
| S1 |
2,073.25 |
2,073.25 |
2,081.75 |
2,077.50 |
| S2 |
2,063.25 |
2,063.25 |
2,080.00 |
|
| S3 |
2,044.75 |
2,054.75 |
2,078.50 |
|
| S4 |
2,026.25 |
2,036.25 |
2,073.25 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.25 |
2,172.00 |
2,090.25 |
|
| R3 |
2,155.00 |
2,131.75 |
2,079.00 |
|
| R2 |
2,114.75 |
2,114.75 |
2,075.50 |
|
| R1 |
2,091.50 |
2,091.50 |
2,071.75 |
2,083.00 |
| PP |
2,074.50 |
2,074.50 |
2,074.50 |
2,070.50 |
| S1 |
2,051.25 |
2,051.25 |
2,064.25 |
2,042.75 |
| S2 |
2,034.25 |
2,034.25 |
2,060.50 |
|
| S3 |
1,994.00 |
2,011.00 |
2,057.00 |
|
| S4 |
1,953.75 |
1,970.75 |
2,045.75 |
|
|
| 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 |
2,057.75 |
40.25 |
1.9% |
20.75 |
1.0% |
64% |
False |
False |
3,050 |
| 10 |
2,098.00 |
2,057.50 |
40.50 |
1.9% |
18.25 |
0.9% |
64% |
False |
False |
2,463 |
| 20 |
2,098.00 |
2,026.00 |
72.00 |
3.5% |
22.00 |
1.1% |
80% |
False |
False |
2,259 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
20.75 |
1.0% |
74% |
False |
False |
1,234 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.75 |
1.0% |
85% |
False |
False |
850 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.25 |
1.0% |
86% |
False |
False |
660 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
20.00 |
1.0% |
87% |
False |
False |
541 |
| 120 |
2,104.00 |
1,936.00 |
168.00 |
8.1% |
17.50 |
0.8% |
88% |
False |
False |
456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.50 |
|
2.618 |
2,138.50 |
|
1.618 |
2,120.00 |
|
1.000 |
2,108.50 |
|
0.618 |
2,101.50 |
|
HIGH |
2,090.00 |
|
0.618 |
2,083.00 |
|
0.500 |
2,080.75 |
|
0.382 |
2,078.50 |
|
LOW |
2,071.50 |
|
0.618 |
2,060.00 |
|
1.000 |
2,053.00 |
|
1.618 |
2,041.50 |
|
2.618 |
2,023.00 |
|
4.250 |
1,993.00 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.50 |
2,081.50 |
| PP |
2,081.75 |
2,079.50 |
| S1 |
2,080.75 |
2,077.50 |
|