| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
11,863.0 |
12,037.5 |
174.5 |
1.5% |
11,740.5 |
| High |
12,085.0 |
12,085.0 |
0.0 |
0.0% |
12,113.5 |
| Low |
11,758.5 |
11,773.0 |
14.5 |
0.1% |
11,703.0 |
| Close |
12,065.0 |
11,830.0 |
-235.0 |
-1.9% |
11,826.0 |
| Range |
326.5 |
312.0 |
-14.5 |
-4.4% |
410.5 |
| ATR |
222.3 |
228.7 |
6.4 |
2.9% |
0.0 |
| Volume |
116,824 |
182,230 |
65,406 |
56.0% |
615,405 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,832.0 |
12,643.0 |
12,001.6 |
|
| R3 |
12,520.0 |
12,331.0 |
11,915.8 |
|
| R2 |
12,208.0 |
12,208.0 |
11,887.2 |
|
| R1 |
12,019.0 |
12,019.0 |
11,858.6 |
11,957.5 |
| PP |
11,896.0 |
11,896.0 |
11,896.0 |
11,865.3 |
| S1 |
11,707.0 |
11,707.0 |
11,801.4 |
11,645.5 |
| S2 |
11,584.0 |
11,584.0 |
11,772.8 |
|
| S3 |
11,272.0 |
11,395.0 |
11,744.2 |
|
| S4 |
10,960.0 |
11,083.0 |
11,658.4 |
|
|
| 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 |
12,085.0 |
11,703.0 |
382.0 |
3.2% |
270.6 |
2.3% |
33% |
True |
False |
133,353 |
| 10 |
12,361.0 |
11,665.0 |
696.0 |
5.9% |
255.1 |
2.2% |
24% |
False |
False |
128,537 |
| 20 |
12,429.5 |
11,665.0 |
764.5 |
6.5% |
214.4 |
1.8% |
22% |
False |
False |
111,394 |
| 40 |
12,429.5 |
11,215.0 |
1,214.5 |
10.3% |
203.9 |
1.7% |
51% |
False |
False |
84,249 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
15.3% |
180.3 |
1.5% |
67% |
False |
False |
56,360 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
25.5% |
191.2 |
1.6% |
80% |
False |
False |
42,437 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
26.9% |
183.7 |
1.6% |
81% |
False |
False |
33,973 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
27.7% |
169.1 |
1.4% |
82% |
False |
False |
28,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,411.0 |
|
2.618 |
12,901.8 |
|
1.618 |
12,589.8 |
|
1.000 |
12,397.0 |
|
0.618 |
12,277.8 |
|
HIGH |
12,085.0 |
|
0.618 |
11,965.8 |
|
0.500 |
11,929.0 |
|
0.382 |
11,892.2 |
|
LOW |
11,773.0 |
|
0.618 |
11,580.2 |
|
1.000 |
11,461.0 |
|
1.618 |
11,268.2 |
|
2.618 |
10,956.2 |
|
4.250 |
10,447.0 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,929.0 |
11,911.0 |
| PP |
11,896.0 |
11,884.0 |
| S1 |
11,863.0 |
11,857.0 |
|