| 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 |
1,193.2 |
1,199.1 |
5.9 |
0.5% |
1,208.1 |
| High |
1,202.9 |
1,202.6 |
-0.3 |
0.0% |
1,208.5 |
| Low |
1,192.8 |
1,185.2 |
-7.6 |
-0.6% |
1,184.1 |
| Close |
1,202.9 |
1,186.9 |
-16.0 |
-1.3% |
1,202.9 |
| Range |
10.1 |
17.4 |
7.3 |
72.3% |
24.4 |
| ATR |
15.2 |
15.3 |
0.2 |
1.2% |
0.0 |
| Volume |
33 |
93 |
60 |
181.8% |
1,386 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.8 |
1,232.7 |
1,196.5 |
|
| R3 |
1,226.4 |
1,215.3 |
1,191.7 |
|
| R2 |
1,209.0 |
1,209.0 |
1,190.1 |
|
| R1 |
1,197.9 |
1,197.9 |
1,188.5 |
1,194.8 |
| PP |
1,191.6 |
1,191.6 |
1,191.6 |
1,190.0 |
| S1 |
1,180.5 |
1,180.5 |
1,185.3 |
1,177.4 |
| S2 |
1,174.2 |
1,174.2 |
1,183.7 |
|
| S3 |
1,156.8 |
1,163.1 |
1,182.1 |
|
| S4 |
1,139.4 |
1,145.7 |
1,177.3 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.7 |
1,261.7 |
1,216.3 |
|
| R3 |
1,247.3 |
1,237.3 |
1,209.6 |
|
| R2 |
1,222.9 |
1,222.9 |
1,207.4 |
|
| R1 |
1,212.9 |
1,212.9 |
1,205.1 |
1,205.7 |
| PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,194.9 |
| S1 |
1,188.5 |
1,188.5 |
1,200.7 |
1,181.3 |
| S2 |
1,174.1 |
1,174.1 |
1,198.4 |
|
| S3 |
1,149.7 |
1,164.1 |
1,196.2 |
|
| S4 |
1,125.3 |
1,139.7 |
1,189.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.5 |
1,185.2 |
23.3 |
2.0% |
12.6 |
1.1% |
7% |
False |
True |
82 |
| 10 |
1,209.6 |
1,184.1 |
25.5 |
2.1% |
12.7 |
1.1% |
11% |
False |
False |
230 |
| 20 |
1,224.2 |
1,178.2 |
46.0 |
3.9% |
14.1 |
1.2% |
19% |
False |
False |
32,493 |
| 40 |
1,224.2 |
1,141.6 |
82.6 |
7.0% |
15.4 |
1.3% |
55% |
False |
False |
90,421 |
| 60 |
1,298.6 |
1,141.6 |
157.0 |
13.2% |
17.3 |
1.5% |
29% |
False |
False |
104,899 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
18.5 |
1.6% |
27% |
False |
False |
83,364 |
| 100 |
1,308.8 |
1,141.6 |
167.2 |
14.1% |
19.4 |
1.6% |
27% |
False |
False |
67,577 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.9% |
19.6 |
1.6% |
31% |
False |
False |
56,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,276.6 |
|
2.618 |
1,248.2 |
|
1.618 |
1,230.8 |
|
1.000 |
1,220.0 |
|
0.618 |
1,213.4 |
|
HIGH |
1,202.6 |
|
0.618 |
1,196.0 |
|
0.500 |
1,193.9 |
|
0.382 |
1,191.8 |
|
LOW |
1,185.2 |
|
0.618 |
1,174.4 |
|
1.000 |
1,167.8 |
|
1.618 |
1,157.0 |
|
2.618 |
1,139.6 |
|
4.250 |
1,111.3 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.9 |
1,196.1 |
| PP |
1,191.6 |
1,193.0 |
| S1 |
1,189.2 |
1,190.0 |
|