| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,037.5 |
11,836.5 |
-201.0 |
-1.7% |
11,740.5 |
| High |
12,085.0 |
11,912.5 |
-172.5 |
-1.4% |
12,113.5 |
| Low |
11,773.0 |
11,384.0 |
-389.0 |
-3.3% |
11,703.0 |
| Close |
11,830.0 |
11,472.5 |
-357.5 |
-3.0% |
11,826.0 |
| Range |
312.0 |
528.5 |
216.5 |
69.4% |
410.5 |
| ATR |
228.7 |
250.1 |
21.4 |
9.4% |
0.0 |
| Volume |
182,230 |
162,912 |
-19,318 |
-10.6% |
615,405 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,175.2 |
12,852.3 |
11,763.2 |
|
| R3 |
12,646.7 |
12,323.8 |
11,617.8 |
|
| R2 |
12,118.2 |
12,118.2 |
11,569.4 |
|
| R1 |
11,795.3 |
11,795.3 |
11,520.9 |
11,692.5 |
| PP |
11,589.7 |
11,589.7 |
11,589.7 |
11,538.3 |
| S1 |
11,266.8 |
11,266.8 |
11,424.1 |
11,164.0 |
| S2 |
11,061.2 |
11,061.2 |
11,375.6 |
|
| S3 |
10,532.7 |
10,738.3 |
11,327.2 |
|
| S4 |
10,004.2 |
10,209.8 |
11,181.8 |
|
|
| 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 |
11,384.0 |
701.0 |
6.1% |
324.4 |
2.8% |
13% |
False |
True |
139,140 |
| 10 |
12,282.0 |
11,384.0 |
898.0 |
7.8% |
294.8 |
2.6% |
10% |
False |
True |
132,923 |
| 20 |
12,429.5 |
11,384.0 |
1,045.5 |
9.1% |
233.0 |
2.0% |
8% |
False |
True |
115,078 |
| 40 |
12,429.5 |
11,215.0 |
1,214.5 |
10.6% |
214.7 |
1.9% |
21% |
False |
False |
88,291 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
15.8% |
186.6 |
1.6% |
47% |
False |
False |
59,066 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
26.2% |
195.7 |
1.7% |
68% |
False |
False |
44,459 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.7% |
188.5 |
1.6% |
70% |
False |
False |
35,602 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.5% |
172.9 |
1.5% |
71% |
False |
False |
29,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,158.6 |
|
2.618 |
13,296.1 |
|
1.618 |
12,767.6 |
|
1.000 |
12,441.0 |
|
0.618 |
12,239.1 |
|
HIGH |
11,912.5 |
|
0.618 |
11,710.6 |
|
0.500 |
11,648.3 |
|
0.382 |
11,585.9 |
|
LOW |
11,384.0 |
|
0.618 |
11,057.4 |
|
1.000 |
10,855.5 |
|
1.618 |
10,528.9 |
|
2.618 |
10,000.4 |
|
4.250 |
9,137.9 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,648.3 |
11,734.5 |
| PP |
11,589.7 |
11,647.2 |
| S1 |
11,531.1 |
11,559.8 |
|