| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.50 |
2,089.50 |
11.00 |
0.5% |
2,035.75 |
| High |
2,088.50 |
2,093.75 |
5.25 |
0.3% |
2,088.50 |
| Low |
2,076.00 |
2,078.25 |
2.25 |
0.1% |
2,032.25 |
| Close |
2,088.00 |
2,079.00 |
-9.00 |
-0.4% |
2,088.00 |
| Range |
12.50 |
15.50 |
3.00 |
24.0% |
56.25 |
| ATR |
21.77 |
21.32 |
-0.45 |
-2.1% |
0.00 |
| Volume |
1,806 |
739 |
-1,067 |
-59.1% |
8,782 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.25 |
2,120.00 |
2,087.50 |
|
| R3 |
2,114.75 |
2,104.50 |
2,083.25 |
|
| R2 |
2,099.25 |
2,099.25 |
2,081.75 |
|
| R1 |
2,089.00 |
2,089.00 |
2,080.50 |
2,086.50 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,082.25 |
| S1 |
2,073.50 |
2,073.50 |
2,077.50 |
2,071.00 |
| S2 |
2,068.25 |
2,068.25 |
2,076.25 |
|
| S3 |
2,052.75 |
2,058.00 |
2,074.75 |
|
| S4 |
2,037.25 |
2,042.50 |
2,070.50 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.25 |
2,219.50 |
2,119.00 |
|
| R3 |
2,182.00 |
2,163.25 |
2,103.50 |
|
| R2 |
2,125.75 |
2,125.75 |
2,098.25 |
|
| R1 |
2,107.00 |
2,107.00 |
2,093.25 |
2,116.50 |
| PP |
2,069.50 |
2,069.50 |
2,069.50 |
2,074.25 |
| S1 |
2,050.75 |
2,050.75 |
2,082.75 |
2,060.00 |
| S2 |
2,013.25 |
2,013.25 |
2,077.75 |
|
| S3 |
1,957.00 |
1,994.50 |
2,072.50 |
|
| S4 |
1,900.75 |
1,938.25 |
2,057.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.75 |
2,057.50 |
36.25 |
1.7% |
15.75 |
0.8% |
59% |
True |
False |
1,876 |
| 10 |
2,093.75 |
2,027.00 |
66.75 |
3.2% |
20.75 |
1.0% |
78% |
True |
False |
2,326 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
23.00 |
1.1% |
72% |
False |
False |
1,624 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.00 |
0.9% |
69% |
False |
False |
866 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.00 |
1.0% |
83% |
False |
False |
605 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.25 |
1.0% |
83% |
False |
False |
471 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
19.00 |
0.9% |
84% |
False |
False |
389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.50 |
|
2.618 |
2,134.25 |
|
1.618 |
2,118.75 |
|
1.000 |
2,109.25 |
|
0.618 |
2,103.25 |
|
HIGH |
2,093.75 |
|
0.618 |
2,087.75 |
|
0.500 |
2,086.00 |
|
0.382 |
2,084.25 |
|
LOW |
2,078.25 |
|
0.618 |
2,068.75 |
|
1.000 |
2,062.75 |
|
1.618 |
2,053.25 |
|
2.618 |
2,037.75 |
|
4.250 |
2,012.50 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.00 |
2,078.25 |
| PP |
2,083.75 |
2,077.50 |
| S1 |
2,081.25 |
2,077.00 |
|