| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,201.8 |
1,198.6 |
-3.2 |
-0.3% |
1,207.2 |
| High |
1,208.8 |
1,207.8 |
-1.0 |
-0.1% |
1,209.3 |
| Low |
1,194.3 |
1,197.0 |
2.7 |
0.2% |
1,183.5 |
| Close |
1,198.0 |
1,203.1 |
5.1 |
0.4% |
1,203.1 |
| Range |
14.5 |
10.8 |
-3.7 |
-25.5% |
25.8 |
| ATR |
16.7 |
16.3 |
-0.4 |
-2.5% |
0.0 |
| Volume |
157,415 |
111,545 |
-45,870 |
-29.1% |
668,769 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.0 |
1,229.9 |
1,209.0 |
|
| R3 |
1,224.2 |
1,219.1 |
1,206.1 |
|
| R2 |
1,213.4 |
1,213.4 |
1,205.1 |
|
| R1 |
1,208.3 |
1,208.3 |
1,204.1 |
1,210.9 |
| PP |
1,202.6 |
1,202.6 |
1,202.6 |
1,203.9 |
| S1 |
1,197.5 |
1,197.5 |
1,202.1 |
1,200.1 |
| S2 |
1,191.8 |
1,191.8 |
1,201.1 |
|
| S3 |
1,181.0 |
1,186.7 |
1,200.1 |
|
| S4 |
1,170.2 |
1,175.9 |
1,197.2 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.0 |
1,265.4 |
1,217.3 |
|
| R3 |
1,250.2 |
1,239.6 |
1,210.2 |
|
| R2 |
1,224.4 |
1,224.4 |
1,207.8 |
|
| R1 |
1,213.8 |
1,213.8 |
1,205.5 |
1,206.2 |
| PP |
1,198.6 |
1,198.6 |
1,198.6 |
1,194.9 |
| S1 |
1,188.0 |
1,188.0 |
1,200.7 |
1,180.4 |
| S2 |
1,172.8 |
1,172.8 |
1,198.4 |
|
| S3 |
1,147.0 |
1,162.2 |
1,196.0 |
|
| S4 |
1,121.2 |
1,136.4 |
1,188.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,209.3 |
1,183.5 |
25.8 |
2.1% |
14.5 |
1.2% |
76% |
False |
False |
133,753 |
| 10 |
1,224.5 |
1,183.5 |
41.0 |
3.4% |
13.6 |
1.1% |
48% |
False |
False |
121,196 |
| 20 |
1,224.5 |
1,168.7 |
55.8 |
4.6% |
15.1 |
1.3% |
62% |
False |
False |
103,787 |
| 40 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
15.9 |
1.3% |
74% |
False |
False |
58,340 |
| 60 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
17.6 |
1.5% |
36% |
False |
False |
40,405 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.3 |
1.5% |
36% |
False |
False |
30,981 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.0 |
1.6% |
36% |
False |
False |
25,427 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.1 |
1.6% |
39% |
False |
False |
21,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.7 |
|
2.618 |
1,236.1 |
|
1.618 |
1,225.3 |
|
1.000 |
1,218.6 |
|
0.618 |
1,214.5 |
|
HIGH |
1,207.8 |
|
0.618 |
1,203.7 |
|
0.500 |
1,202.4 |
|
0.382 |
1,201.1 |
|
LOW |
1,197.0 |
|
0.618 |
1,190.3 |
|
1.000 |
1,186.2 |
|
1.618 |
1,179.5 |
|
2.618 |
1,168.7 |
|
4.250 |
1,151.1 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.9 |
1,201.6 |
| PP |
1,202.6 |
1,200.1 |
| S1 |
1,202.4 |
1,198.6 |
|