| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.25 |
2,085.75 |
3.50 |
0.2% |
2,089.50 |
| High |
2,097.50 |
2,095.75 |
-1.75 |
-0.1% |
2,098.00 |
| Low |
2,080.75 |
2,073.75 |
-7.00 |
-0.3% |
2,057.75 |
| Close |
2,083.50 |
2,092.75 |
9.25 |
0.4% |
2,068.00 |
| Range |
16.75 |
22.00 |
5.25 |
31.3% |
40.25 |
| ATR |
21.17 |
21.23 |
0.06 |
0.3% |
0.00 |
| Volume |
2,232 |
6,739 |
4,507 |
201.9% |
13,877 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.50 |
2,145.00 |
2,104.75 |
|
| R3 |
2,131.50 |
2,123.00 |
2,098.75 |
|
| R2 |
2,109.50 |
2,109.50 |
2,096.75 |
|
| R1 |
2,101.00 |
2,101.00 |
2,094.75 |
2,105.25 |
| PP |
2,087.50 |
2,087.50 |
2,087.50 |
2,089.50 |
| S1 |
2,079.00 |
2,079.00 |
2,090.75 |
2,083.25 |
| S2 |
2,065.50 |
2,065.50 |
2,088.75 |
|
| S3 |
2,043.50 |
2,057.00 |
2,086.75 |
|
| S4 |
2,021.50 |
2,035.00 |
2,080.75 |
|
|
| 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 |
2,097.50 |
2,057.75 |
39.75 |
1.9% |
21.50 |
1.0% |
88% |
False |
False |
2,704 |
| 10 |
2,098.00 |
2,057.75 |
40.25 |
1.9% |
19.00 |
0.9% |
87% |
False |
False |
2,954 |
| 20 |
2,098.00 |
2,026.00 |
72.00 |
3.4% |
21.25 |
1.0% |
93% |
False |
False |
2,599 |
| 40 |
2,099.50 |
2,024.25 |
75.25 |
3.6% |
21.25 |
1.0% |
91% |
False |
False |
1,457 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.50 |
1.0% |
92% |
False |
False |
999 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.75 |
1.0% |
92% |
False |
False |
772 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
20.25 |
1.0% |
93% |
False |
False |
630 |
| 120 |
2,104.00 |
1,936.00 |
168.00 |
8.0% |
17.75 |
0.8% |
93% |
False |
False |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.25 |
|
2.618 |
2,153.25 |
|
1.618 |
2,131.25 |
|
1.000 |
2,117.75 |
|
0.618 |
2,109.25 |
|
HIGH |
2,095.75 |
|
0.618 |
2,087.25 |
|
0.500 |
2,084.75 |
|
0.382 |
2,082.25 |
|
LOW |
2,073.75 |
|
0.618 |
2,060.25 |
|
1.000 |
2,051.75 |
|
1.618 |
2,038.25 |
|
2.618 |
2,016.25 |
|
4.250 |
1,980.25 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.00 |
2,090.00 |
| PP |
2,087.50 |
2,087.25 |
| S1 |
2,084.75 |
2,084.50 |
|