| 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 |
2,107.50 |
2,113.25 |
5.75 |
0.3% |
2,081.00 |
| High |
2,114.75 |
2,119.75 |
5.00 |
0.2% |
2,114.75 |
| Low |
2,103.00 |
2,100.25 |
-2.75 |
-0.1% |
2,078.50 |
| Close |
2,111.75 |
2,104.75 |
-7.00 |
-0.3% |
2,111.75 |
| Range |
11.75 |
19.50 |
7.75 |
66.0% |
36.25 |
| ATR |
21.92 |
21.74 |
-0.17 |
-0.8% |
0.00 |
| Volume |
958,312 |
1,210,483 |
252,171 |
26.3% |
5,681,735 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.75 |
2,155.25 |
2,115.50 |
|
| R3 |
2,147.25 |
2,135.75 |
2,110.00 |
|
| R2 |
2,127.75 |
2,127.75 |
2,108.25 |
|
| R1 |
2,116.25 |
2,116.25 |
2,106.50 |
2,112.25 |
| PP |
2,108.25 |
2,108.25 |
2,108.25 |
2,106.25 |
| S1 |
2,096.75 |
2,096.75 |
2,103.00 |
2,092.75 |
| S2 |
2,088.75 |
2,088.75 |
2,101.25 |
|
| S3 |
2,069.25 |
2,077.25 |
2,099.50 |
|
| S4 |
2,049.75 |
2,057.75 |
2,094.00 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,197.25 |
2,131.75 |
|
| R3 |
2,174.25 |
2,161.00 |
2,121.75 |
|
| R2 |
2,138.00 |
2,138.00 |
2,118.50 |
|
| R1 |
2,124.75 |
2,124.75 |
2,115.00 |
2,131.50 |
| PP |
2,101.75 |
2,101.75 |
2,101.75 |
2,105.00 |
| S1 |
2,088.50 |
2,088.50 |
2,108.50 |
2,095.00 |
| S2 |
2,065.50 |
2,065.50 |
2,105.00 |
|
| S3 |
2,029.25 |
2,052.25 |
2,101.75 |
|
| S4 |
1,993.00 |
2,016.00 |
2,091.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.75 |
2,080.25 |
39.50 |
1.9% |
20.00 |
0.9% |
62% |
True |
False |
1,154,467 |
| 10 |
2,119.75 |
2,064.50 |
55.25 |
2.6% |
20.75 |
1.0% |
73% |
True |
False |
1,214,134 |
| 20 |
2,119.75 |
2,033.50 |
86.25 |
4.1% |
21.75 |
1.0% |
83% |
True |
False |
1,211,219 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.2% |
23.00 |
1.1% |
83% |
True |
False |
1,070,189 |
| 60 |
2,119.75 |
1,966.00 |
153.75 |
7.3% |
22.25 |
1.1% |
90% |
True |
False |
714,955 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
25.75 |
1.2% |
90% |
True |
False |
536,933 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
25.00 |
1.2% |
91% |
True |
False |
429,728 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
22.75 |
1.1% |
91% |
True |
False |
358,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.50 |
|
2.618 |
2,170.75 |
|
1.618 |
2,151.25 |
|
1.000 |
2,139.25 |
|
0.618 |
2,131.75 |
|
HIGH |
2,119.75 |
|
0.618 |
2,112.25 |
|
0.500 |
2,110.00 |
|
0.382 |
2,107.75 |
|
LOW |
2,100.25 |
|
0.618 |
2,088.25 |
|
1.000 |
2,080.75 |
|
1.618 |
2,068.75 |
|
2.618 |
2,049.25 |
|
4.250 |
2,017.50 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.00 |
2,104.50 |
| PP |
2,108.25 |
2,104.00 |
| S1 |
2,106.50 |
2,103.50 |
|