| 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 |
2,113.25 |
2,103.75 |
-9.50 |
-0.4% |
2,081.00 |
| High |
2,119.75 |
2,112.50 |
-7.25 |
-0.3% |
2,114.75 |
| Low |
2,100.25 |
2,088.25 |
-12.00 |
-0.6% |
2,078.50 |
| Close |
2,104.75 |
2,112.00 |
7.25 |
0.3% |
2,111.75 |
| Range |
19.50 |
24.25 |
4.75 |
24.4% |
36.25 |
| ATR |
21.74 |
21.92 |
0.18 |
0.8% |
0.00 |
| Volume |
1,210,483 |
1,476,513 |
266,030 |
22.0% |
5,681,735 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.00 |
2,168.75 |
2,125.25 |
|
| R3 |
2,152.75 |
2,144.50 |
2,118.75 |
|
| R2 |
2,128.50 |
2,128.50 |
2,116.50 |
|
| R1 |
2,120.25 |
2,120.25 |
2,114.25 |
2,124.50 |
| PP |
2,104.25 |
2,104.25 |
2,104.25 |
2,106.25 |
| S1 |
2,096.00 |
2,096.00 |
2,109.75 |
2,100.00 |
| S2 |
2,080.00 |
2,080.00 |
2,107.50 |
|
| S3 |
2,055.75 |
2,071.75 |
2,105.25 |
|
| S4 |
2,031.50 |
2,047.50 |
2,098.75 |
|
|
| 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% |
21.25 |
1.0% |
80% |
False |
False |
1,239,289 |
| 10 |
2,119.75 |
2,064.50 |
55.25 |
2.6% |
21.50 |
1.0% |
86% |
False |
False |
1,235,048 |
| 20 |
2,119.75 |
2,033.50 |
86.25 |
4.1% |
21.25 |
1.0% |
91% |
False |
False |
1,223,226 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.2% |
23.25 |
1.1% |
91% |
False |
False |
1,106,893 |
| 60 |
2,119.75 |
1,966.00 |
153.75 |
7.3% |
22.25 |
1.0% |
95% |
False |
False |
739,511 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
25.50 |
1.2% |
95% |
False |
False |
555,379 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
25.25 |
1.2% |
95% |
False |
False |
444,490 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.8% |
23.00 |
1.1% |
95% |
False |
False |
370,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.50 |
|
2.618 |
2,176.00 |
|
1.618 |
2,151.75 |
|
1.000 |
2,136.75 |
|
0.618 |
2,127.50 |
|
HIGH |
2,112.50 |
|
0.618 |
2,103.25 |
|
0.500 |
2,100.50 |
|
0.382 |
2,097.50 |
|
LOW |
2,088.25 |
|
0.618 |
2,073.25 |
|
1.000 |
2,064.00 |
|
1.618 |
2,049.00 |
|
2.618 |
2,024.75 |
|
4.250 |
1,985.25 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.00 |
2,109.25 |
| PP |
2,104.25 |
2,106.75 |
| S1 |
2,100.50 |
2,104.00 |
|