| 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 |
1,195.4 |
1,209.9 |
14.5 |
1.2% |
1,213.5 |
| High |
1,206.5 |
1,210.6 |
4.1 |
0.3% |
1,226.4 |
| Low |
1,191.5 |
1,198.8 |
7.3 |
0.6% |
1,195.4 |
| Close |
1,204.0 |
1,200.7 |
-3.3 |
-0.3% |
1,207.4 |
| Range |
15.0 |
11.8 |
-3.2 |
-21.3% |
31.0 |
| ATR |
15.5 |
15.2 |
-0.3 |
-1.7% |
0.0 |
| Volume |
3,052 |
2,323 |
-729 |
-23.9% |
10,673 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.8 |
1,231.5 |
1,207.2 |
|
| R3 |
1,227.0 |
1,219.7 |
1,203.9 |
|
| R2 |
1,215.2 |
1,215.2 |
1,202.9 |
|
| R1 |
1,207.9 |
1,207.9 |
1,201.8 |
1,205.7 |
| PP |
1,203.4 |
1,203.4 |
1,203.4 |
1,202.2 |
| S1 |
1,196.1 |
1,196.1 |
1,199.6 |
1,193.9 |
| S2 |
1,191.6 |
1,191.6 |
1,198.5 |
|
| S3 |
1,179.8 |
1,184.3 |
1,197.5 |
|
| S4 |
1,168.0 |
1,172.5 |
1,194.2 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.7 |
1,286.1 |
1,224.5 |
|
| R3 |
1,271.7 |
1,255.1 |
1,215.9 |
|
| R2 |
1,240.7 |
1,240.7 |
1,213.1 |
|
| R1 |
1,224.1 |
1,224.1 |
1,210.2 |
1,216.9 |
| PP |
1,209.7 |
1,209.7 |
1,209.7 |
1,206.2 |
| S1 |
1,193.1 |
1,193.1 |
1,204.6 |
1,185.9 |
| S2 |
1,178.7 |
1,178.7 |
1,201.7 |
|
| S3 |
1,147.7 |
1,162.1 |
1,198.9 |
|
| S4 |
1,116.7 |
1,131.1 |
1,190.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.0 |
1,188.2 |
24.8 |
2.1% |
14.5 |
1.2% |
50% |
False |
False |
2,273 |
| 10 |
1,226.4 |
1,188.2 |
38.2 |
3.2% |
12.6 |
1.0% |
33% |
False |
False |
2,237 |
| 20 |
1,226.4 |
1,163.4 |
63.0 |
5.2% |
13.6 |
1.1% |
59% |
False |
False |
2,507 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.7% |
14.3 |
1.2% |
68% |
False |
False |
2,259 |
| 60 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
15.9 |
1.3% |
34% |
False |
False |
1,977 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
16.1 |
1.3% |
34% |
False |
False |
1,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.8 |
|
2.618 |
1,241.5 |
|
1.618 |
1,229.7 |
|
1.000 |
1,222.4 |
|
0.618 |
1,217.9 |
|
HIGH |
1,210.6 |
|
0.618 |
1,206.1 |
|
0.500 |
1,204.7 |
|
0.382 |
1,203.3 |
|
LOW |
1,198.8 |
|
0.618 |
1,191.5 |
|
1.000 |
1,187.0 |
|
1.618 |
1,179.7 |
|
2.618 |
1,167.9 |
|
4.250 |
1,148.7 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,204.7 |
1,200.3 |
| PP |
1,203.4 |
1,199.8 |
| S1 |
1,202.0 |
1,199.4 |
|