| 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 |
1,201.3 |
1,207.7 |
6.4 |
0.5% |
1,210.1 |
| High |
1,210.0 |
1,208.9 |
-1.1 |
-0.1% |
1,212.0 |
| Low |
1,201.1 |
1,193.7 |
-7.4 |
-0.6% |
1,188.2 |
| Close |
1,205.9 |
1,196.5 |
-9.4 |
-0.8% |
1,205.9 |
| Range |
8.9 |
15.2 |
6.3 |
70.8% |
23.8 |
| ATR |
14.8 |
14.8 |
0.0 |
0.2% |
0.0 |
| Volume |
3,399 |
3,487 |
88 |
2.6% |
12,774 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.3 |
1,236.1 |
1,204.9 |
|
| R3 |
1,230.1 |
1,220.9 |
1,200.7 |
|
| R2 |
1,214.9 |
1,214.9 |
1,199.3 |
|
| R1 |
1,205.7 |
1,205.7 |
1,197.9 |
1,202.7 |
| PP |
1,199.7 |
1,199.7 |
1,199.7 |
1,198.2 |
| S1 |
1,190.5 |
1,190.5 |
1,195.1 |
1,187.5 |
| S2 |
1,184.5 |
1,184.5 |
1,193.7 |
|
| S3 |
1,169.3 |
1,175.3 |
1,192.3 |
|
| S4 |
1,154.1 |
1,160.1 |
1,188.1 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.4 |
1,263.5 |
1,219.0 |
|
| R3 |
1,249.6 |
1,239.7 |
1,212.4 |
|
| R2 |
1,225.8 |
1,225.8 |
1,210.3 |
|
| R1 |
1,215.9 |
1,215.9 |
1,208.1 |
1,209.0 |
| PP |
1,202.0 |
1,202.0 |
1,202.0 |
1,198.6 |
| S1 |
1,192.1 |
1,192.1 |
1,203.7 |
1,185.2 |
| S2 |
1,178.2 |
1,178.2 |
1,201.5 |
|
| S3 |
1,154.4 |
1,168.3 |
1,199.4 |
|
| S4 |
1,130.6 |
1,144.5 |
1,192.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.6 |
1,188.2 |
22.4 |
1.9% |
13.2 |
1.1% |
37% |
False |
False |
2,790 |
| 10 |
1,216.5 |
1,188.2 |
28.3 |
2.4% |
12.6 |
1.0% |
29% |
False |
False |
2,519 |
| 20 |
1,226.4 |
1,181.0 |
45.4 |
3.8% |
13.2 |
1.1% |
34% |
False |
False |
2,689 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
14.2 |
1.2% |
63% |
False |
False |
2,393 |
| 60 |
1,304.2 |
1,145.5 |
158.7 |
13.3% |
15.5 |
1.3% |
32% |
False |
False |
2,044 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
16.0 |
1.3% |
31% |
False |
False |
1,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,273.5 |
|
2.618 |
1,248.7 |
|
1.618 |
1,233.5 |
|
1.000 |
1,224.1 |
|
0.618 |
1,218.3 |
|
HIGH |
1,208.9 |
|
0.618 |
1,203.1 |
|
0.500 |
1,201.3 |
|
0.382 |
1,199.5 |
|
LOW |
1,193.7 |
|
0.618 |
1,184.3 |
|
1.000 |
1,178.5 |
|
1.618 |
1,169.1 |
|
2.618 |
1,153.9 |
|
4.250 |
1,129.1 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.3 |
1,202.2 |
| PP |
1,199.7 |
1,200.3 |
| S1 |
1,198.1 |
1,198.4 |
|