| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
3,725.0 |
3,750.0 |
25.0 |
0.7% |
3,686.0 |
| High |
3,753.0 |
3,769.0 |
16.0 |
0.4% |
3,753.0 |
| Low |
3,721.0 |
3,734.0 |
13.0 |
0.3% |
3,667.0 |
| Close |
3,746.0 |
3,763.0 |
17.0 |
0.5% |
3,746.0 |
| Range |
32.0 |
35.0 |
3.0 |
9.4% |
86.0 |
| ATR |
54.6 |
53.2 |
-1.4 |
-2.6% |
0.0 |
| Volume |
771,023 |
1,124,576 |
353,553 |
45.9% |
2,376,494 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,860.3 |
3,846.7 |
3,782.3 |
|
| R3 |
3,825.3 |
3,811.7 |
3,772.6 |
|
| R2 |
3,790.3 |
3,790.3 |
3,769.4 |
|
| R1 |
3,776.7 |
3,776.7 |
3,766.2 |
3,783.5 |
| PP |
3,755.3 |
3,755.3 |
3,755.3 |
3,758.8 |
| S1 |
3,741.7 |
3,741.7 |
3,759.8 |
3,748.5 |
| S2 |
3,720.3 |
3,720.3 |
3,756.6 |
|
| S3 |
3,685.3 |
3,706.7 |
3,753.4 |
|
| S4 |
3,650.3 |
3,671.7 |
3,743.8 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,980.0 |
3,949.0 |
3,793.3 |
|
| R3 |
3,894.0 |
3,863.0 |
3,769.7 |
|
| R2 |
3,808.0 |
3,808.0 |
3,761.8 |
|
| R1 |
3,777.0 |
3,777.0 |
3,753.9 |
3,792.5 |
| PP |
3,722.0 |
3,722.0 |
3,722.0 |
3,729.8 |
| S1 |
3,691.0 |
3,691.0 |
3,738.1 |
3,706.5 |
| S2 |
3,636.0 |
3,636.0 |
3,730.2 |
|
| S3 |
3,550.0 |
3,605.0 |
3,722.4 |
|
| S4 |
3,464.0 |
3,519.0 |
3,698.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,769.0 |
3,636.0 |
133.0 |
3.5% |
35.2 |
0.9% |
95% |
True |
False |
869,046 |
| 10 |
3,769.0 |
3,544.0 |
225.0 |
6.0% |
46.9 |
1.2% |
97% |
True |
False |
904,640 |
| 20 |
3,769.0 |
3,544.0 |
225.0 |
6.0% |
50.2 |
1.3% |
97% |
True |
False |
1,025,948 |
| 40 |
3,769.0 |
3,295.0 |
474.0 |
12.6% |
49.3 |
1.3% |
99% |
True |
False |
540,533 |
| 60 |
3,769.0 |
2,942.0 |
827.0 |
22.0% |
54.6 |
1.4% |
99% |
True |
False |
360,840 |
| 80 |
3,769.0 |
2,848.0 |
921.0 |
24.5% |
58.7 |
1.6% |
99% |
True |
False |
270,898 |
| 100 |
3,769.0 |
2,848.0 |
921.0 |
24.5% |
53.0 |
1.4% |
99% |
True |
False |
216,753 |
| 120 |
3,769.0 |
2,710.0 |
1,059.0 |
28.1% |
50.3 |
1.3% |
99% |
True |
False |
180,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,917.8 |
|
2.618 |
3,860.6 |
|
1.618 |
3,825.6 |
|
1.000 |
3,804.0 |
|
0.618 |
3,790.6 |
|
HIGH |
3,769.0 |
|
0.618 |
3,755.6 |
|
0.500 |
3,751.5 |
|
0.382 |
3,747.4 |
|
LOW |
3,734.0 |
|
0.618 |
3,712.4 |
|
1.000 |
3,699.0 |
|
1.618 |
3,677.4 |
|
2.618 |
3,642.4 |
|
4.250 |
3,585.3 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,759.2 |
3,750.5 |
| PP |
3,755.3 |
3,738.0 |
| S1 |
3,751.5 |
3,725.5 |
|