| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,081.00 |
2,089.50 |
8.50 |
0.4% |
2,095.25 |
| High |
2,097.50 |
2,105.25 |
7.75 |
0.4% |
2,105.50 |
| Low |
2,078.50 |
2,087.25 |
8.75 |
0.4% |
2,064.50 |
| Close |
2,091.00 |
2,091.00 |
0.00 |
0.0% |
2,075.50 |
| Range |
19.00 |
18.00 |
-1.00 |
-5.3% |
41.00 |
| ATR |
22.61 |
22.28 |
-0.33 |
-1.5% |
0.00 |
| Volume |
1,119,881 |
1,052,404 |
-67,477 |
-6.0% |
6,329,389 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.50 |
2,137.75 |
2,101.00 |
|
| R3 |
2,130.50 |
2,119.75 |
2,096.00 |
|
| R2 |
2,112.50 |
2,112.50 |
2,094.25 |
|
| R1 |
2,101.75 |
2,101.75 |
2,092.75 |
2,107.00 |
| PP |
2,094.50 |
2,094.50 |
2,094.50 |
2,097.25 |
| S1 |
2,083.75 |
2,083.75 |
2,089.25 |
2,089.00 |
| S2 |
2,076.50 |
2,076.50 |
2,087.75 |
|
| S3 |
2,058.50 |
2,065.75 |
2,086.00 |
|
| S4 |
2,040.50 |
2,047.75 |
2,081.00 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.75 |
2,181.25 |
2,098.00 |
|
| R3 |
2,163.75 |
2,140.25 |
2,086.75 |
|
| R2 |
2,122.75 |
2,122.75 |
2,083.00 |
|
| R1 |
2,099.25 |
2,099.25 |
2,079.25 |
2,090.50 |
| PP |
2,081.75 |
2,081.75 |
2,081.75 |
2,077.50 |
| S1 |
2,058.25 |
2,058.25 |
2,071.75 |
2,049.50 |
| S2 |
2,040.75 |
2,040.75 |
2,068.00 |
|
| S3 |
1,999.75 |
2,017.25 |
2,064.25 |
|
| S4 |
1,958.75 |
1,976.25 |
2,053.00 |
|
|
| 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 |
2,064.50 |
41.00 |
2.0% |
21.75 |
1.0% |
65% |
False |
False |
1,230,808 |
| 10 |
2,105.50 |
2,064.50 |
41.00 |
2.0% |
19.00 |
0.9% |
65% |
False |
False |
1,181,103 |
| 20 |
2,105.50 |
2,033.25 |
72.25 |
3.5% |
22.50 |
1.1% |
80% |
False |
False |
1,273,841 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
22.00 |
1.1% |
76% |
False |
False |
952,911 |
| 60 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
23.75 |
1.1% |
87% |
False |
False |
636,479 |
| 80 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.25 |
1.2% |
87% |
False |
False |
478,046 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
24.75 |
1.2% |
88% |
False |
False |
382,537 |
| 120 |
2,109.75 |
1,942.00 |
167.75 |
8.0% |
23.00 |
1.1% |
89% |
False |
False |
318,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.75 |
|
2.618 |
2,152.25 |
|
1.618 |
2,134.25 |
|
1.000 |
2,123.25 |
|
0.618 |
2,116.25 |
|
HIGH |
2,105.25 |
|
0.618 |
2,098.25 |
|
0.500 |
2,096.25 |
|
0.382 |
2,094.25 |
|
LOW |
2,087.25 |
|
0.618 |
2,076.25 |
|
1.000 |
2,069.25 |
|
1.618 |
2,058.25 |
|
2.618 |
2,040.25 |
|
4.250 |
2,010.75 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.25 |
2,089.00 |
| PP |
2,094.50 |
2,087.00 |
| S1 |
2,092.75 |
2,085.00 |
|