| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.25 |
2,100.00 |
6.75 |
0.3% |
2,072.50 |
| High |
2,106.75 |
2,107.00 |
0.25 |
0.0% |
2,107.00 |
| Low |
2,080.50 |
2,096.25 |
15.75 |
0.8% |
2,071.50 |
| Close |
2,099.50 |
2,104.25 |
4.75 |
0.2% |
2,104.25 |
| Range |
26.25 |
10.75 |
-15.50 |
-59.0% |
35.50 |
| ATR |
21.58 |
20.81 |
-0.77 |
-3.6% |
0.00 |
| Volume |
2,114 |
5,845 |
3,731 |
176.5% |
19,046 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.75 |
2,130.25 |
2,110.25 |
|
| R3 |
2,124.00 |
2,119.50 |
2,107.25 |
|
| R2 |
2,113.25 |
2,113.25 |
2,106.25 |
|
| R1 |
2,108.75 |
2,108.75 |
2,105.25 |
2,111.00 |
| PP |
2,102.50 |
2,102.50 |
2,102.50 |
2,103.50 |
| S1 |
2,098.00 |
2,098.00 |
2,103.25 |
2,100.25 |
| S2 |
2,091.75 |
2,091.75 |
2,102.25 |
|
| S3 |
2,081.00 |
2,087.25 |
2,101.25 |
|
| S4 |
2,070.25 |
2,076.50 |
2,098.25 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.75 |
2,188.00 |
2,123.75 |
|
| R3 |
2,165.25 |
2,152.50 |
2,114.00 |
|
| R2 |
2,129.75 |
2,129.75 |
2,110.75 |
|
| R1 |
2,117.00 |
2,117.00 |
2,107.50 |
2,123.50 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,097.50 |
| S1 |
2,081.50 |
2,081.50 |
2,101.00 |
2,088.00 |
| S2 |
2,058.75 |
2,058.75 |
2,097.75 |
|
| S3 |
2,023.25 |
2,046.00 |
2,094.50 |
|
| S4 |
1,987.75 |
2,010.50 |
2,084.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.00 |
2,071.50 |
35.50 |
1.7% |
18.75 |
0.9% |
92% |
True |
False |
3,809 |
| 10 |
2,107.00 |
2,057.75 |
49.25 |
2.3% |
19.50 |
0.9% |
94% |
True |
False |
3,292 |
| 20 |
2,107.00 |
2,027.00 |
80.00 |
3.8% |
21.00 |
1.0% |
97% |
True |
False |
2,862 |
| 40 |
2,107.00 |
2,024.25 |
82.75 |
3.9% |
21.75 |
1.0% |
97% |
True |
False |
1,656 |
| 60 |
2,107.00 |
1,970.50 |
136.50 |
6.5% |
19.50 |
0.9% |
98% |
True |
False |
1,130 |
| 80 |
2,107.00 |
1,958.50 |
148.50 |
7.1% |
22.00 |
1.0% |
98% |
True |
False |
870 |
| 100 |
2,107.00 |
1,951.00 |
156.00 |
7.4% |
20.50 |
1.0% |
98% |
True |
False |
710 |
| 120 |
2,107.00 |
1,951.00 |
156.00 |
7.4% |
17.75 |
0.8% |
98% |
True |
False |
597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.75 |
|
2.618 |
2,135.25 |
|
1.618 |
2,124.50 |
|
1.000 |
2,117.75 |
|
0.618 |
2,113.75 |
|
HIGH |
2,107.00 |
|
0.618 |
2,103.00 |
|
0.500 |
2,101.50 |
|
0.382 |
2,100.25 |
|
LOW |
2,096.25 |
|
0.618 |
2,089.50 |
|
1.000 |
2,085.50 |
|
1.618 |
2,078.75 |
|
2.618 |
2,068.00 |
|
4.250 |
2,050.50 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.50 |
2,099.50 |
| PP |
2,102.50 |
2,095.00 |
| S1 |
2,101.50 |
2,090.50 |
|