| 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 |
1,194.6 |
1,204.3 |
9.7 |
0.8% |
1,209.9 |
| High |
1,203.1 |
1,208.5 |
5.4 |
0.4% |
1,224.2 |
| Low |
1,188.6 |
1,194.6 |
6.0 |
0.5% |
1,193.0 |
| Close |
1,201.5 |
1,198.0 |
-3.5 |
-0.3% |
1,204.6 |
| Range |
14.5 |
13.9 |
-0.6 |
-4.1% |
31.2 |
| ATR |
16.3 |
16.1 |
-0.2 |
-1.0% |
0.0 |
| Volume |
196 |
199 |
3 |
1.5% |
1,708 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.1 |
1,233.9 |
1,205.6 |
|
| R3 |
1,228.2 |
1,220.0 |
1,201.8 |
|
| R2 |
1,214.3 |
1,214.3 |
1,200.5 |
|
| R1 |
1,206.1 |
1,206.1 |
1,199.3 |
1,203.3 |
| PP |
1,200.4 |
1,200.4 |
1,200.4 |
1,198.9 |
| S1 |
1,192.2 |
1,192.2 |
1,196.7 |
1,189.4 |
| S2 |
1,186.5 |
1,186.5 |
1,195.5 |
|
| S3 |
1,172.6 |
1,178.3 |
1,194.2 |
|
| S4 |
1,158.7 |
1,164.4 |
1,190.4 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.9 |
1,283.9 |
1,221.8 |
|
| R3 |
1,269.7 |
1,252.7 |
1,213.2 |
|
| R2 |
1,238.5 |
1,238.5 |
1,210.3 |
|
| R1 |
1,221.5 |
1,221.5 |
1,207.5 |
1,214.4 |
| PP |
1,207.3 |
1,207.3 |
1,207.3 |
1,203.7 |
| S1 |
1,190.3 |
1,190.3 |
1,201.7 |
1,183.2 |
| S2 |
1,176.1 |
1,176.1 |
1,198.9 |
|
| S3 |
1,144.9 |
1,159.1 |
1,196.0 |
|
| S4 |
1,113.7 |
1,127.9 |
1,187.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,209.6 |
1,184.1 |
25.5 |
2.1% |
13.7 |
1.1% |
55% |
False |
False |
313 |
| 10 |
1,224.2 |
1,184.1 |
40.1 |
3.3% |
12.4 |
1.0% |
35% |
False |
False |
307 |
| 20 |
1,224.2 |
1,158.6 |
65.6 |
5.5% |
14.6 |
1.2% |
60% |
False |
False |
64,985 |
| 40 |
1,224.2 |
1,141.6 |
82.6 |
6.9% |
15.9 |
1.3% |
68% |
False |
False |
101,835 |
| 60 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
18.0 |
1.5% |
34% |
False |
False |
107,557 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
18.6 |
1.6% |
34% |
False |
False |
83,521 |
| 100 |
1,308.8 |
1,141.6 |
167.2 |
14.0% |
19.5 |
1.6% |
34% |
False |
False |
67,739 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.5 |
1.6% |
37% |
False |
False |
56,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.6 |
|
2.618 |
1,244.9 |
|
1.618 |
1,231.0 |
|
1.000 |
1,222.4 |
|
0.618 |
1,217.1 |
|
HIGH |
1,208.5 |
|
0.618 |
1,203.2 |
|
0.500 |
1,201.6 |
|
0.382 |
1,199.9 |
|
LOW |
1,194.6 |
|
0.618 |
1,186.0 |
|
1.000 |
1,180.7 |
|
1.618 |
1,172.1 |
|
2.618 |
1,158.2 |
|
4.250 |
1,135.5 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.6 |
1,197.4 |
| PP |
1,200.4 |
1,196.9 |
| S1 |
1,199.2 |
1,196.3 |
|