| 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 |
1,262.1 |
1,261.1 |
-1.0 |
-0.1% |
1,262.2 |
| High |
1,269.6 |
1,264.5 |
-5.1 |
-0.4% |
1,277.2 |
| Low |
1,259.5 |
1,249.1 |
-10.4 |
-0.8% |
1,243.4 |
| Close |
1,260.3 |
1,263.1 |
2.8 |
0.2% |
1,249.3 |
| Range |
10.1 |
15.4 |
5.3 |
52.5% |
33.8 |
| ATR |
14.8 |
14.8 |
0.0 |
0.3% |
0.0 |
| Volume |
53,857 |
79,139 |
25,282 |
46.9% |
403,161 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.0 |
1,299.5 |
1,271.5 |
|
| R3 |
1,289.8 |
1,284.0 |
1,267.3 |
|
| R2 |
1,274.3 |
1,274.3 |
1,266.0 |
|
| R1 |
1,268.8 |
1,268.8 |
1,264.5 |
1,271.5 |
| PP |
1,259.0 |
1,259.0 |
1,259.0 |
1,260.3 |
| S1 |
1,253.3 |
1,253.3 |
1,261.8 |
1,256.0 |
| S2 |
1,243.5 |
1,243.5 |
1,260.3 |
|
| S3 |
1,228.0 |
1,238.0 |
1,258.8 |
|
| S4 |
1,212.8 |
1,222.5 |
1,254.8 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.0 |
1,337.5 |
1,268.0 |
|
| R3 |
1,324.3 |
1,303.8 |
1,258.5 |
|
| R2 |
1,290.5 |
1,290.5 |
1,255.5 |
|
| R1 |
1,269.8 |
1,269.8 |
1,252.5 |
1,263.3 |
| PP |
1,256.8 |
1,256.8 |
1,256.8 |
1,253.3 |
| S1 |
1,236.0 |
1,236.0 |
1,246.3 |
1,229.5 |
| S2 |
1,222.8 |
1,222.8 |
1,243.0 |
|
| S3 |
1,189.0 |
1,202.3 |
1,240.0 |
|
| S4 |
1,155.3 |
1,168.5 |
1,230.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,275.8 |
1,243.4 |
32.4 |
2.6% |
14.8 |
1.2% |
61% |
False |
False |
78,394 |
| 10 |
1,277.2 |
1,242.7 |
34.5 |
2.7% |
14.3 |
1.1% |
59% |
False |
False |
74,961 |
| 20 |
1,277.2 |
1,220.1 |
57.1 |
4.5% |
16.3 |
1.3% |
75% |
False |
False |
76,829 |
| 40 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
14.3 |
1.1% |
82% |
False |
False |
62,844 |
| 60 |
1,277.2 |
1,145.0 |
132.2 |
10.5% |
12.0 |
0.9% |
89% |
False |
False |
41,906 |
| 80 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
10.5 |
0.8% |
90% |
False |
False |
31,430 |
| 100 |
1,277.2 |
1,126.7 |
150.5 |
11.9% |
8.5 |
0.7% |
91% |
False |
False |
25,145 |
| 120 |
1,277.2 |
1,126.7 |
150.5 |
11.9% |
7.0 |
0.6% |
91% |
False |
False |
20,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.0 |
|
2.618 |
1,304.8 |
|
1.618 |
1,289.5 |
|
1.000 |
1,280.0 |
|
0.618 |
1,274.0 |
|
HIGH |
1,264.5 |
|
0.618 |
1,258.5 |
|
0.500 |
1,256.8 |
|
0.382 |
1,255.0 |
|
LOW |
1,249.0 |
|
0.618 |
1,239.5 |
|
1.000 |
1,233.8 |
|
1.618 |
1,224.3 |
|
2.618 |
1,208.8 |
|
4.250 |
1,183.8 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.0 |
1,261.8 |
| PP |
1,259.0 |
1,260.5 |
| S1 |
1,256.8 |
1,259.3 |
|