| 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 |
1,198.6 |
1,205.0 |
6.4 |
0.5% |
1,210.1 |
| High |
1,205.9 |
1,205.3 |
-0.6 |
0.0% |
1,212.0 |
| Low |
1,196.2 |
1,188.0 |
-8.2 |
-0.7% |
1,188.2 |
| Close |
1,205.9 |
1,189.6 |
-16.3 |
-1.4% |
1,205.9 |
| Range |
9.7 |
17.3 |
7.6 |
78.4% |
23.8 |
| ATR |
14.5 |
14.7 |
0.2 |
1.7% |
0.0 |
| Volume |
859 |
966 |
107 |
12.5% |
12,774 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.2 |
1,235.2 |
1,199.1 |
|
| R3 |
1,228.9 |
1,217.9 |
1,194.4 |
|
| R2 |
1,211.6 |
1,211.6 |
1,192.8 |
|
| R1 |
1,200.6 |
1,200.6 |
1,191.2 |
1,197.5 |
| PP |
1,194.3 |
1,194.3 |
1,194.3 |
1,192.7 |
| S1 |
1,183.3 |
1,183.3 |
1,188.0 |
1,180.2 |
| S2 |
1,177.0 |
1,177.0 |
1,186.4 |
|
| S3 |
1,159.7 |
1,166.0 |
1,184.8 |
|
| S4 |
1,142.4 |
1,148.7 |
1,180.1 |
|
|
| 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 |
1,188.0 |
22.6 |
1.9% |
12.6 |
1.1% |
7% |
False |
True |
2,206 |
| 10 |
1,213.0 |
1,188.0 |
25.0 |
2.1% |
13.3 |
1.1% |
6% |
False |
True |
2,154 |
| 20 |
1,226.4 |
1,181.0 |
45.4 |
3.8% |
13.7 |
1.2% |
19% |
False |
False |
2,609 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
14.1 |
1.2% |
55% |
False |
False |
2,378 |
| 60 |
1,300.9 |
1,145.5 |
155.4 |
13.1% |
15.4 |
1.3% |
28% |
False |
False |
2,047 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.2 |
1.4% |
27% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,278.8 |
|
2.618 |
1,250.6 |
|
1.618 |
1,233.3 |
|
1.000 |
1,222.6 |
|
0.618 |
1,216.0 |
|
HIGH |
1,205.3 |
|
0.618 |
1,198.7 |
|
0.500 |
1,196.7 |
|
0.382 |
1,194.6 |
|
LOW |
1,188.0 |
|
0.618 |
1,177.3 |
|
1.000 |
1,170.7 |
|
1.618 |
1,160.0 |
|
2.618 |
1,142.7 |
|
4.250 |
1,114.5 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.7 |
1,198.5 |
| PP |
1,194.3 |
1,195.5 |
| S1 |
1,192.0 |
1,192.6 |
|