| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.75 |
2,093.25 |
7.50 |
0.4% |
2,089.50 |
| High |
2,095.75 |
2,106.75 |
11.00 |
0.5% |
2,098.00 |
| Low |
2,073.75 |
2,080.50 |
6.75 |
0.3% |
2,057.75 |
| Close |
2,092.75 |
2,099.50 |
6.75 |
0.3% |
2,068.00 |
| Range |
22.00 |
26.25 |
4.25 |
19.3% |
40.25 |
| ATR |
21.23 |
21.58 |
0.36 |
1.7% |
0.00 |
| Volume |
6,739 |
2,114 |
-4,625 |
-68.6% |
13,877 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.25 |
2,163.25 |
2,114.00 |
|
| R3 |
2,148.00 |
2,137.00 |
2,106.75 |
|
| R2 |
2,121.75 |
2,121.75 |
2,104.25 |
|
| R1 |
2,110.75 |
2,110.75 |
2,102.00 |
2,116.25 |
| PP |
2,095.50 |
2,095.50 |
2,095.50 |
2,098.50 |
| S1 |
2,084.50 |
2,084.50 |
2,097.00 |
2,090.00 |
| S2 |
2,069.25 |
2,069.25 |
2,094.75 |
|
| S3 |
2,043.00 |
2,058.25 |
2,092.25 |
|
| S4 |
2,016.75 |
2,032.00 |
2,085.00 |
|
|
| 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 |
2,106.75 |
2,057.75 |
49.00 |
2.3% |
23.75 |
1.1% |
85% |
True |
False |
2,855 |
| 10 |
2,106.75 |
2,057.75 |
49.00 |
2.3% |
19.75 |
0.9% |
85% |
True |
False |
2,888 |
| 20 |
2,106.75 |
2,027.00 |
79.75 |
3.8% |
21.25 |
1.0% |
91% |
True |
False |
2,638 |
| 40 |
2,106.75 |
2,024.25 |
82.50 |
3.9% |
21.75 |
1.0% |
91% |
True |
False |
1,510 |
| 60 |
2,106.75 |
1,968.00 |
138.75 |
6.6% |
20.00 |
1.0% |
95% |
True |
False |
1,034 |
| 80 |
2,106.75 |
1,958.50 |
148.25 |
7.1% |
22.00 |
1.0% |
95% |
True |
False |
798 |
| 100 |
2,106.75 |
1,951.00 |
155.75 |
7.4% |
20.50 |
1.0% |
95% |
True |
False |
651 |
| 120 |
2,106.75 |
1,951.00 |
155.75 |
7.4% |
17.75 |
0.8% |
95% |
True |
False |
548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.25 |
|
2.618 |
2,175.50 |
|
1.618 |
2,149.25 |
|
1.000 |
2,133.00 |
|
0.618 |
2,123.00 |
|
HIGH |
2,106.75 |
|
0.618 |
2,096.75 |
|
0.500 |
2,093.50 |
|
0.382 |
2,090.50 |
|
LOW |
2,080.50 |
|
0.618 |
2,064.25 |
|
1.000 |
2,054.25 |
|
1.618 |
2,038.00 |
|
2.618 |
2,011.75 |
|
4.250 |
1,969.00 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.50 |
2,096.50 |
| PP |
2,095.50 |
2,093.25 |
| S1 |
2,093.50 |
2,090.25 |
|