| 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 |
3,730.0 |
3,733.0 |
3.0 |
0.1% |
3,686.0 |
| High |
3,753.0 |
3,737.0 |
-16.0 |
-0.4% |
3,753.0 |
| Low |
3,720.0 |
3,677.0 |
-43.0 |
-1.2% |
3,667.0 |
| Close |
3,736.0 |
3,686.0 |
-50.0 |
-1.3% |
3,746.0 |
| Range |
33.0 |
60.0 |
27.0 |
81.8% |
86.0 |
| ATR |
52.5 |
53.0 |
0.5 |
1.0% |
0.0 |
| Volume |
1,221,161 |
1,698,262 |
477,101 |
39.1% |
2,376,494 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,880.0 |
3,843.0 |
3,719.0 |
|
| R3 |
3,820.0 |
3,783.0 |
3,702.5 |
|
| R2 |
3,760.0 |
3,760.0 |
3,697.0 |
|
| R1 |
3,723.0 |
3,723.0 |
3,691.5 |
3,711.5 |
| PP |
3,700.0 |
3,700.0 |
3,700.0 |
3,694.3 |
| S1 |
3,663.0 |
3,663.0 |
3,680.5 |
3,651.5 |
| S2 |
3,640.0 |
3,640.0 |
3,675.0 |
|
| S3 |
3,580.0 |
3,603.0 |
3,669.5 |
|
| S4 |
3,520.0 |
3,543.0 |
3,653.0 |
|
|
| 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 |
3,677.0 |
92.0 |
2.5% |
43.6 |
1.2% |
10% |
False |
True |
1,117,928 |
| 10 |
3,769.0 |
3,601.0 |
168.0 |
4.6% |
46.0 |
1.2% |
51% |
False |
False |
977,144 |
| 20 |
3,769.0 |
3,544.0 |
225.0 |
6.1% |
51.3 |
1.4% |
63% |
False |
False |
1,053,751 |
| 40 |
3,769.0 |
3,310.0 |
459.0 |
12.5% |
49.4 |
1.3% |
82% |
False |
False |
632,857 |
| 60 |
3,769.0 |
3,137.0 |
632.0 |
17.1% |
52.3 |
1.4% |
87% |
False |
False |
422,336 |
| 80 |
3,769.0 |
2,848.0 |
921.0 |
25.0% |
57.9 |
1.6% |
91% |
False |
False |
317,019 |
| 100 |
3,769.0 |
2,848.0 |
921.0 |
25.0% |
53.9 |
1.5% |
91% |
False |
False |
253,692 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
25.0% |
50.1 |
1.4% |
91% |
False |
False |
211,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,992.0 |
|
2.618 |
3,894.1 |
|
1.618 |
3,834.1 |
|
1.000 |
3,797.0 |
|
0.618 |
3,774.1 |
|
HIGH |
3,737.0 |
|
0.618 |
3,714.1 |
|
0.500 |
3,707.0 |
|
0.382 |
3,699.9 |
|
LOW |
3,677.0 |
|
0.618 |
3,639.9 |
|
1.000 |
3,617.0 |
|
1.618 |
3,579.9 |
|
2.618 |
3,519.9 |
|
4.250 |
3,422.0 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,707.0 |
3,717.5 |
| PP |
3,700.0 |
3,707.0 |
| S1 |
3,693.0 |
3,696.5 |
|