| 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 |
11,790.0 |
11,863.0 |
73.0 |
0.6% |
11,740.5 |
| High |
11,916.0 |
12,085.0 |
169.0 |
1.4% |
12,113.5 |
| Low |
11,737.0 |
11,758.5 |
21.5 |
0.2% |
11,703.0 |
| Close |
11,826.0 |
12,065.0 |
239.0 |
2.0% |
11,826.0 |
| Range |
179.0 |
326.5 |
147.5 |
82.4% |
410.5 |
| ATR |
214.3 |
222.3 |
8.0 |
3.7% |
0.0 |
| Volume |
125,378 |
116,824 |
-8,554 |
-6.8% |
615,405 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,949.0 |
12,833.5 |
12,244.6 |
|
| R3 |
12,622.5 |
12,507.0 |
12,154.8 |
|
| R2 |
12,296.0 |
12,296.0 |
12,124.9 |
|
| R1 |
12,180.5 |
12,180.5 |
12,094.9 |
12,238.3 |
| PP |
11,969.5 |
11,969.5 |
11,969.5 |
11,998.4 |
| S1 |
11,854.0 |
11,854.0 |
12,035.1 |
11,911.8 |
| S2 |
11,643.0 |
11,643.0 |
12,005.1 |
|
| S3 |
11,316.5 |
11,527.5 |
11,975.2 |
|
| S4 |
10,990.0 |
11,201.0 |
11,885.4 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,112.3 |
12,879.7 |
12,051.8 |
|
| R3 |
12,701.8 |
12,469.2 |
11,938.9 |
|
| R2 |
12,291.3 |
12,291.3 |
11,901.3 |
|
| R1 |
12,058.7 |
12,058.7 |
11,863.6 |
12,175.0 |
| PP |
11,880.8 |
11,880.8 |
11,880.8 |
11,939.0 |
| S1 |
11,648.2 |
11,648.2 |
11,788.4 |
11,764.5 |
| S2 |
11,470.3 |
11,470.3 |
11,750.7 |
|
| S3 |
11,059.8 |
11,237.7 |
11,713.1 |
|
| S4 |
10,649.3 |
10,827.2 |
11,600.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,113.5 |
11,703.0 |
410.5 |
3.4% |
242.8 |
2.0% |
88% |
False |
False |
122,006 |
| 10 |
12,376.5 |
11,665.0 |
711.5 |
5.9% |
240.2 |
2.0% |
56% |
False |
False |
118,483 |
| 20 |
12,429.5 |
11,650.0 |
779.5 |
6.5% |
212.5 |
1.8% |
53% |
False |
False |
107,519 |
| 40 |
12,429.5 |
11,208.0 |
1,221.5 |
10.1% |
199.6 |
1.7% |
70% |
False |
False |
79,720 |
| 60 |
12,429.5 |
10,600.0 |
1,829.5 |
15.2% |
179.1 |
1.5% |
80% |
False |
False |
53,336 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.0% |
189.1 |
1.6% |
88% |
False |
False |
40,160 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.3% |
181.1 |
1.5% |
89% |
False |
False |
32,151 |
| 120 |
12,429.5 |
8,976.0 |
3,453.5 |
28.6% |
168.1 |
1.4% |
89% |
False |
False |
26,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,472.6 |
|
2.618 |
12,939.8 |
|
1.618 |
12,613.3 |
|
1.000 |
12,411.5 |
|
0.618 |
12,286.8 |
|
HIGH |
12,085.0 |
|
0.618 |
11,960.3 |
|
0.500 |
11,921.8 |
|
0.382 |
11,883.2 |
|
LOW |
11,758.5 |
|
0.618 |
11,556.7 |
|
1.000 |
11,432.0 |
|
1.618 |
11,230.2 |
|
2.618 |
10,903.7 |
|
4.250 |
10,370.9 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,017.3 |
12,008.0 |
| PP |
11,969.5 |
11,951.0 |
| S1 |
11,921.8 |
11,894.0 |
|