| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
11,836.5 |
11,476.0 |
-360.5 |
-3.0% |
11,740.5 |
| High |
11,912.5 |
11,592.0 |
-320.5 |
-2.7% |
12,113.5 |
| Low |
11,384.0 |
11,353.0 |
-31.0 |
-0.3% |
11,703.0 |
| Close |
11,472.5 |
11,489.5 |
17.0 |
0.1% |
11,826.0 |
| Range |
528.5 |
239.0 |
-289.5 |
-54.8% |
410.5 |
| ATR |
250.1 |
249.3 |
-0.8 |
-0.3% |
0.0 |
| Volume |
162,912 |
88,613 |
-74,299 |
-45.6% |
615,405 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,195.2 |
12,081.3 |
11,621.0 |
|
| R3 |
11,956.2 |
11,842.3 |
11,555.2 |
|
| R2 |
11,717.2 |
11,717.2 |
11,533.3 |
|
| R1 |
11,603.3 |
11,603.3 |
11,511.4 |
11,660.3 |
| PP |
11,478.2 |
11,478.2 |
11,478.2 |
11,506.6 |
| S1 |
11,364.3 |
11,364.3 |
11,467.6 |
11,421.3 |
| S2 |
11,239.2 |
11,239.2 |
11,445.7 |
|
| S3 |
11,000.2 |
11,125.3 |
11,423.8 |
|
| S4 |
10,761.2 |
10,886.3 |
11,358.1 |
|
|
| 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 |
11,353.0 |
732.0 |
6.4% |
317.0 |
2.8% |
19% |
False |
True |
135,191 |
| 10 |
12,113.5 |
11,353.0 |
760.5 |
6.6% |
290.2 |
2.5% |
18% |
False |
True |
126,313 |
| 20 |
12,429.5 |
11,353.0 |
1,076.5 |
9.4% |
233.8 |
2.0% |
13% |
False |
True |
113,614 |
| 40 |
12,429.5 |
11,215.0 |
1,214.5 |
10.6% |
218.6 |
1.9% |
23% |
False |
False |
90,487 |
| 60 |
12,429.5 |
10,617.0 |
1,812.5 |
15.8% |
187.3 |
1.6% |
48% |
False |
False |
60,532 |
| 80 |
12,429.5 |
9,418.5 |
3,011.0 |
26.2% |
194.5 |
1.7% |
69% |
False |
False |
45,562 |
| 100 |
12,429.5 |
9,251.0 |
3,178.5 |
27.7% |
190.2 |
1.7% |
70% |
False |
False |
36,488 |
| 120 |
12,429.5 |
9,158.5 |
3,271.0 |
28.5% |
174.4 |
1.5% |
71% |
False |
False |
30,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,607.8 |
|
2.618 |
12,217.7 |
|
1.618 |
11,978.7 |
|
1.000 |
11,831.0 |
|
0.618 |
11,739.7 |
|
HIGH |
11,592.0 |
|
0.618 |
11,500.7 |
|
0.500 |
11,472.5 |
|
0.382 |
11,444.3 |
|
LOW |
11,353.0 |
|
0.618 |
11,205.3 |
|
1.000 |
11,114.0 |
|
1.618 |
10,966.3 |
|
2.618 |
10,727.3 |
|
4.250 |
10,337.3 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,483.8 |
11,719.0 |
| PP |
11,478.2 |
11,642.5 |
| S1 |
11,472.5 |
11,566.0 |
|