| 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 |
2,072.50 |
2,082.25 |
9.75 |
0.5% |
2,089.50 |
| High |
2,090.00 |
2,097.50 |
7.50 |
0.4% |
2,098.00 |
| Low |
2,071.50 |
2,080.75 |
9.25 |
0.4% |
2,057.75 |
| Close |
2,083.50 |
2,083.50 |
0.00 |
0.0% |
2,068.00 |
| Range |
18.50 |
16.75 |
-1.75 |
-9.5% |
40.25 |
| ATR |
21.51 |
21.17 |
-0.34 |
-1.6% |
0.00 |
| Volume |
2,116 |
2,232 |
116 |
5.5% |
13,877 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.50 |
2,127.25 |
2,092.75 |
|
| R3 |
2,120.75 |
2,110.50 |
2,088.00 |
|
| R2 |
2,104.00 |
2,104.00 |
2,086.50 |
|
| R1 |
2,093.75 |
2,093.75 |
2,085.00 |
2,099.00 |
| PP |
2,087.25 |
2,087.25 |
2,087.25 |
2,089.75 |
| S1 |
2,077.00 |
2,077.00 |
2,082.00 |
2,082.00 |
| S2 |
2,070.50 |
2,070.50 |
2,080.50 |
|
| S3 |
2,053.75 |
2,060.25 |
2,079.00 |
|
| S4 |
2,037.00 |
2,043.50 |
2,074.25 |
|
|
| 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% |
20.75 |
1.0% |
64% |
False |
False |
3,353 |
| 10 |
2,098.00 |
2,057.50 |
40.50 |
1.9% |
18.25 |
0.9% |
64% |
False |
False |
2,438 |
| 20 |
2,098.00 |
2,026.00 |
72.00 |
3.5% |
22.00 |
1.1% |
80% |
False |
False |
2,350 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
21.00 |
1.0% |
74% |
False |
False |
1,289 |
| 60 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.50 |
1.0% |
85% |
False |
False |
886 |
| 80 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.50 |
1.0% |
86% |
False |
False |
687 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
20.00 |
1.0% |
87% |
False |
False |
563 |
| 120 |
2,104.00 |
1,936.00 |
168.00 |
8.1% |
17.50 |
0.8% |
88% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.75 |
|
2.618 |
2,141.25 |
|
1.618 |
2,124.50 |
|
1.000 |
2,114.25 |
|
0.618 |
2,107.75 |
|
HIGH |
2,097.50 |
|
0.618 |
2,091.00 |
|
0.500 |
2,089.00 |
|
0.382 |
2,087.25 |
|
LOW |
2,080.75 |
|
0.618 |
2,070.50 |
|
1.000 |
2,064.00 |
|
1.618 |
2,053.75 |
|
2.618 |
2,037.00 |
|
4.250 |
2,009.50 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,081.50 |
| PP |
2,087.25 |
2,079.50 |
| S1 |
2,085.50 |
2,077.50 |
|