| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,192.3 |
1,182.3 |
-10.0 |
-0.8% |
1,205.7 |
| High |
1,194.7 |
1,206.7 |
12.0 |
1.0% |
1,206.9 |
| Low |
1,174.6 |
1,181.4 |
6.8 |
0.6% |
1,174.6 |
| Close |
1,175.2 |
1,203.3 |
28.1 |
2.4% |
1,175.2 |
| Range |
20.1 |
25.3 |
5.2 |
25.9% |
32.3 |
| ATR |
15.4 |
16.5 |
1.2 |
7.5% |
0.0 |
| Volume |
52 |
194 |
142 |
273.1% |
576 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.0 |
1,263.5 |
1,217.2 |
|
| R3 |
1,247.7 |
1,238.2 |
1,210.3 |
|
| R2 |
1,222.4 |
1,222.4 |
1,207.9 |
|
| R1 |
1,212.9 |
1,212.9 |
1,205.6 |
1,217.7 |
| PP |
1,197.1 |
1,197.1 |
1,197.1 |
1,199.5 |
| S1 |
1,187.6 |
1,187.6 |
1,201.0 |
1,192.4 |
| S2 |
1,171.8 |
1,171.8 |
1,198.7 |
|
| S3 |
1,146.5 |
1,162.3 |
1,196.3 |
|
| S4 |
1,121.2 |
1,137.0 |
1,189.4 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.5 |
1,261.1 |
1,193.0 |
|
| R3 |
1,250.2 |
1,228.8 |
1,184.1 |
|
| R2 |
1,217.9 |
1,217.9 |
1,181.1 |
|
| R1 |
1,196.5 |
1,196.5 |
1,178.2 |
1,191.1 |
| PP |
1,185.6 |
1,185.6 |
1,185.6 |
1,182.8 |
| S1 |
1,164.2 |
1,164.2 |
1,172.2 |
1,158.8 |
| S2 |
1,153.3 |
1,153.3 |
1,169.3 |
|
| S3 |
1,121.0 |
1,131.9 |
1,166.3 |
|
| S4 |
1,088.7 |
1,099.6 |
1,157.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,206.7 |
1,174.6 |
32.1 |
2.7% |
16.8 |
1.4% |
89% |
True |
False |
140 |
| 10 |
1,208.5 |
1,174.6 |
33.9 |
2.8% |
15.0 |
1.2% |
85% |
False |
False |
173 |
| 20 |
1,224.2 |
1,174.6 |
49.6 |
4.1% |
14.3 |
1.2% |
58% |
False |
False |
2,344 |
| 40 |
1,224.2 |
1,141.6 |
82.6 |
6.9% |
15.8 |
1.3% |
75% |
False |
False |
81,507 |
| 60 |
1,286.5 |
1,141.6 |
144.9 |
12.0% |
17.0 |
1.4% |
43% |
False |
False |
96,831 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
18.3 |
1.5% |
37% |
False |
False |
83,258 |
| 100 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
18.8 |
1.6% |
37% |
False |
False |
67,374 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.4 |
1.6% |
40% |
False |
False |
56,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.2 |
|
2.618 |
1,272.9 |
|
1.618 |
1,247.6 |
|
1.000 |
1,232.0 |
|
0.618 |
1,222.3 |
|
HIGH |
1,206.7 |
|
0.618 |
1,197.0 |
|
0.500 |
1,194.1 |
|
0.382 |
1,191.1 |
|
LOW |
1,181.4 |
|
0.618 |
1,165.8 |
|
1.000 |
1,156.1 |
|
1.618 |
1,140.5 |
|
2.618 |
1,115.2 |
|
4.250 |
1,073.9 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.2 |
1,199.1 |
| PP |
1,197.1 |
1,194.9 |
| S1 |
1,194.1 |
1,190.7 |
|