| 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 |
2,091.75 |
2,101.50 |
9.75 |
0.5% |
2,039.50 |
| High |
2,105.50 |
2,104.75 |
-0.75 |
0.0% |
2,096.25 |
| Low |
2,087.25 |
2,089.00 |
1.75 |
0.1% |
2,038.75 |
| Close |
2,099.75 |
2,100.75 |
1.00 |
0.0% |
2,095.50 |
| Range |
18.25 |
15.75 |
-2.50 |
-13.7% |
57.50 |
| ATR |
21.98 |
21.54 |
-0.45 |
-2.0% |
0.00 |
| Volume |
1,045,308 |
1,113,607 |
68,299 |
6.5% |
5,306,277 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.50 |
2,138.75 |
2,109.50 |
|
| R3 |
2,129.75 |
2,123.00 |
2,105.00 |
|
| R2 |
2,114.00 |
2,114.00 |
2,103.75 |
|
| R1 |
2,107.25 |
2,107.25 |
2,102.25 |
2,102.75 |
| PP |
2,098.25 |
2,098.25 |
2,098.25 |
2,096.00 |
| S1 |
2,091.50 |
2,091.50 |
2,099.25 |
2,087.00 |
| S2 |
2,082.50 |
2,082.50 |
2,097.75 |
|
| S3 |
2,066.75 |
2,075.75 |
2,096.50 |
|
| S4 |
2,051.00 |
2,060.00 |
2,092.00 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.25 |
2,230.00 |
2,127.00 |
|
| R3 |
2,191.75 |
2,172.50 |
2,111.25 |
|
| R2 |
2,134.25 |
2,134.25 |
2,106.00 |
|
| R1 |
2,115.00 |
2,115.00 |
2,100.75 |
2,124.50 |
| PP |
2,076.75 |
2,076.75 |
2,076.75 |
2,081.75 |
| S1 |
2,057.50 |
2,057.50 |
2,090.25 |
2,067.00 |
| S2 |
2,019.25 |
2,019.25 |
2,085.00 |
|
| S3 |
1,961.75 |
2,000.00 |
2,079.75 |
|
| S4 |
1,904.25 |
1,942.50 |
2,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.50 |
2,075.75 |
29.75 |
1.4% |
16.00 |
0.8% |
84% |
False |
False |
1,077,415 |
| 10 |
2,105.50 |
2,038.75 |
66.75 |
3.2% |
19.50 |
0.9% |
93% |
False |
False |
1,085,773 |
| 20 |
2,107.00 |
2,033.25 |
73.75 |
3.5% |
22.00 |
1.0% |
92% |
False |
False |
1,267,693 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.25 |
1.0% |
89% |
False |
False |
853,577 |
| 60 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
23.75 |
1.1% |
94% |
False |
False |
570,054 |
| 80 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
24.75 |
1.2% |
94% |
False |
False |
428,151 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
24.25 |
1.2% |
94% |
False |
False |
342,600 |
| 120 |
2,109.75 |
1,910.50 |
199.25 |
9.5% |
23.00 |
1.1% |
95% |
False |
False |
285,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.75 |
|
2.618 |
2,146.00 |
|
1.618 |
2,130.25 |
|
1.000 |
2,120.50 |
|
0.618 |
2,114.50 |
|
HIGH |
2,104.75 |
|
0.618 |
2,098.75 |
|
0.500 |
2,097.00 |
|
0.382 |
2,095.00 |
|
LOW |
2,089.00 |
|
0.618 |
2,079.25 |
|
1.000 |
2,073.25 |
|
1.618 |
2,063.50 |
|
2.618 |
2,047.75 |
|
4.250 |
2,022.00 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.50 |
2,097.50 |
| PP |
2,098.25 |
2,094.00 |
| S1 |
2,097.00 |
2,090.50 |
|