| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,205.0 |
1,189.7 |
-15.3 |
-1.3% |
1,210.1 |
| High |
1,205.3 |
1,200.0 |
-5.3 |
-0.4% |
1,212.0 |
| Low |
1,188.0 |
1,187.9 |
-0.1 |
0.0% |
1,188.2 |
| Close |
1,189.6 |
1,197.1 |
7.5 |
0.6% |
1,205.9 |
| Range |
17.3 |
12.1 |
-5.2 |
-30.1% |
23.8 |
| ATR |
14.7 |
14.5 |
-0.2 |
-1.3% |
0.0 |
| Volume |
966 |
5,147 |
4,181 |
432.8% |
12,774 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.3 |
1,226.3 |
1,203.8 |
|
| R3 |
1,219.2 |
1,214.2 |
1,200.4 |
|
| R2 |
1,207.1 |
1,207.1 |
1,199.3 |
|
| R1 |
1,202.1 |
1,202.1 |
1,198.2 |
1,204.6 |
| PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,196.3 |
| S1 |
1,190.0 |
1,190.0 |
1,196.0 |
1,192.5 |
| S2 |
1,182.9 |
1,182.9 |
1,194.9 |
|
| S3 |
1,170.8 |
1,177.9 |
1,193.8 |
|
| S4 |
1,158.7 |
1,165.8 |
1,190.4 |
|
|
| 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 |
1,210.0 |
1,187.9 |
22.1 |
1.8% |
12.6 |
1.1% |
42% |
False |
True |
2,771 |
| 10 |
1,213.0 |
1,187.9 |
25.1 |
2.1% |
13.6 |
1.1% |
37% |
False |
True |
2,522 |
| 20 |
1,226.4 |
1,181.0 |
45.4 |
3.8% |
13.8 |
1.1% |
35% |
False |
False |
2,814 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
14.2 |
1.2% |
64% |
False |
False |
2,426 |
| 60 |
1,294.4 |
1,145.5 |
148.9 |
12.4% |
15.2 |
1.3% |
35% |
False |
False |
2,121 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.7% |
16.1 |
1.3% |
31% |
False |
False |
1,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,251.4 |
|
2.618 |
1,231.7 |
|
1.618 |
1,219.6 |
|
1.000 |
1,212.1 |
|
0.618 |
1,207.5 |
|
HIGH |
1,200.0 |
|
0.618 |
1,195.4 |
|
0.500 |
1,194.0 |
|
0.382 |
1,192.5 |
|
LOW |
1,187.9 |
|
0.618 |
1,180.4 |
|
1.000 |
1,175.8 |
|
1.618 |
1,168.3 |
|
2.618 |
1,156.2 |
|
4.250 |
1,136.5 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.1 |
1,197.0 |
| PP |
1,195.0 |
1,197.0 |
| S1 |
1,194.0 |
1,196.9 |
|