| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
5,855.0 |
5,985.0 |
130.0 |
2.2% |
5,830.0 |
| High |
5,938.0 |
5,985.0 |
47.0 |
0.8% |
5,938.0 |
| Low |
5,855.0 |
5,925.0 |
70.0 |
1.2% |
5,795.0 |
| Close |
5,938.0 |
5,926.0 |
-12.0 |
-0.2% |
5,938.0 |
| Range |
83.0 |
60.0 |
-23.0 |
-27.7% |
143.0 |
| ATR |
63.8 |
63.6 |
-0.3 |
-0.4% |
0.0 |
| Volume |
29,054 |
19,613 |
-9,441 |
-32.5% |
106,268 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,125.3 |
6,085.7 |
5,959.0 |
|
| R3 |
6,065.3 |
6,025.7 |
5,942.5 |
|
| R2 |
6,005.3 |
6,005.3 |
5,937.0 |
|
| R1 |
5,965.7 |
5,965.7 |
5,931.5 |
5,955.5 |
| PP |
5,945.3 |
5,945.3 |
5,945.3 |
5,940.3 |
| S1 |
5,905.7 |
5,905.7 |
5,920.5 |
5,895.5 |
| S2 |
5,885.3 |
5,885.3 |
5,915.0 |
|
| S3 |
5,825.3 |
5,845.7 |
5,909.5 |
|
| S4 |
5,765.3 |
5,785.7 |
5,893.0 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,319.3 |
6,271.7 |
6,016.7 |
|
| R3 |
6,176.3 |
6,128.7 |
5,977.3 |
|
| R2 |
6,033.3 |
6,033.3 |
5,964.2 |
|
| R1 |
5,985.7 |
5,985.7 |
5,951.1 |
6,009.5 |
| PP |
5,890.3 |
5,890.3 |
5,890.3 |
5,902.3 |
| S1 |
5,842.7 |
5,842.7 |
5,924.9 |
5,866.5 |
| S2 |
5,747.3 |
5,747.3 |
5,911.8 |
|
| S3 |
5,604.3 |
5,699.7 |
5,898.7 |
|
| S4 |
5,461.3 |
5,556.7 |
5,859.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,985.0 |
5,803.0 |
182.0 |
3.1% |
53.8 |
0.9% |
68% |
True |
False |
20,376 |
| 10 |
5,985.0 |
5,795.0 |
190.0 |
3.2% |
56.6 |
1.0% |
69% |
True |
False |
21,490 |
| 20 |
5,993.0 |
5,795.0 |
198.0 |
3.3% |
55.8 |
0.9% |
66% |
False |
False |
21,648 |
| 40 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
54.5 |
0.9% |
71% |
False |
False |
22,666 |
| 60 |
6,000.0 |
5,506.0 |
494.0 |
8.3% |
47.8 |
0.8% |
85% |
False |
False |
15,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,240.0 |
|
2.618 |
6,142.1 |
|
1.618 |
6,082.1 |
|
1.000 |
6,045.0 |
|
0.618 |
6,022.1 |
|
HIGH |
5,985.0 |
|
0.618 |
5,962.1 |
|
0.500 |
5,955.0 |
|
0.382 |
5,947.9 |
|
LOW |
5,925.0 |
|
0.618 |
5,887.9 |
|
1.000 |
5,865.0 |
|
1.618 |
5,827.9 |
|
2.618 |
5,767.9 |
|
4.250 |
5,670.0 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,955.0 |
5,916.5 |
| PP |
5,945.3 |
5,907.0 |
| S1 |
5,935.7 |
5,897.5 |
|