| 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 |
2,094.50 |
2,093.50 |
-1.00 |
0.0% |
2,089.50 |
| High |
2,097.25 |
2,093.50 |
-3.75 |
-0.2% |
2,098.00 |
| Low |
2,082.25 |
2,057.75 |
-24.50 |
-1.2% |
2,057.75 |
| Close |
2,093.50 |
2,068.00 |
-25.50 |
-1.2% |
2,068.00 |
| Range |
15.00 |
35.75 |
20.75 |
138.3% |
40.25 |
| ATR |
20.37 |
21.47 |
1.10 |
5.4% |
0.00 |
| Volume |
1,358 |
1,077 |
-281 |
-20.7% |
13,877 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.25 |
2,160.00 |
2,087.75 |
|
| R3 |
2,144.50 |
2,124.25 |
2,077.75 |
|
| R2 |
2,108.75 |
2,108.75 |
2,074.50 |
|
| R1 |
2,088.50 |
2,088.50 |
2,071.25 |
2,080.75 |
| PP |
2,073.00 |
2,073.00 |
2,073.00 |
2,069.25 |
| S1 |
2,052.75 |
2,052.75 |
2,064.75 |
2,045.00 |
| S2 |
2,037.25 |
2,037.25 |
2,061.50 |
|
| S3 |
2,001.50 |
2,017.00 |
2,058.25 |
|
| S4 |
1,965.75 |
1,981.25 |
2,048.25 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.25 |
2,172.00 |
2,090.25 |
|
| R3 |
2,155.00 |
2,131.75 |
2,079.00 |
|
| R2 |
2,114.75 |
2,114.75 |
2,075.50 |
|
| R1 |
2,091.50 |
2,091.50 |
2,071.75 |
2,083.00 |
| PP |
2,074.50 |
2,074.50 |
2,074.50 |
2,070.50 |
| S1 |
2,051.25 |
2,051.25 |
2,064.25 |
2,042.75 |
| S2 |
2,034.25 |
2,034.25 |
2,060.50 |
|
| S3 |
1,994.00 |
2,011.00 |
2,057.00 |
|
| S4 |
1,953.75 |
1,970.75 |
2,045.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,098.00 |
2,057.75 |
40.25 |
1.9% |
20.25 |
1.0% |
25% |
False |
True |
2,775 |
| 10 |
2,098.00 |
2,032.25 |
65.75 |
3.2% |
20.50 |
1.0% |
54% |
False |
False |
2,265 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
21.75 |
1.0% |
57% |
False |
False |
2,178 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.9% |
20.25 |
1.0% |
55% |
False |
False |
1,182 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.6% |
20.75 |
1.0% |
74% |
False |
False |
816 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.00 |
1.0% |
75% |
False |
False |
633 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
19.75 |
1.0% |
76% |
False |
False |
520 |
| 120 |
2,104.00 |
1,934.50 |
169.50 |
8.2% |
17.25 |
0.8% |
79% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,245.50 |
|
2.618 |
2,187.00 |
|
1.618 |
2,151.25 |
|
1.000 |
2,129.25 |
|
0.618 |
2,115.50 |
|
HIGH |
2,093.50 |
|
0.618 |
2,079.75 |
|
0.500 |
2,075.50 |
|
0.382 |
2,071.50 |
|
LOW |
2,057.75 |
|
0.618 |
2,035.75 |
|
1.000 |
2,022.00 |
|
1.618 |
2,000.00 |
|
2.618 |
1,964.25 |
|
4.250 |
1,905.75 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.50 |
2,078.00 |
| PP |
2,073.00 |
2,074.50 |
| S1 |
2,070.50 |
2,071.25 |
|