| 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 |
2,103.75 |
2,110.75 |
7.00 |
0.3% |
2,081.00 |
| High |
2,112.50 |
2,112.50 |
0.00 |
0.0% |
2,114.75 |
| Low |
2,088.25 |
2,090.50 |
2.25 |
0.1% |
2,078.50 |
| Close |
2,112.00 |
2,099.00 |
-13.00 |
-0.6% |
2,111.75 |
| Range |
24.25 |
22.00 |
-2.25 |
-9.3% |
36.25 |
| ATR |
21.92 |
21.93 |
0.01 |
0.0% |
0.00 |
| Volume |
1,476,513 |
1,739,720 |
263,207 |
17.8% |
5,681,735 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.75 |
2,154.75 |
2,111.00 |
|
| R3 |
2,144.75 |
2,132.75 |
2,105.00 |
|
| R2 |
2,122.75 |
2,122.75 |
2,103.00 |
|
| R1 |
2,110.75 |
2,110.75 |
2,101.00 |
2,105.75 |
| PP |
2,100.75 |
2,100.75 |
2,100.75 |
2,098.00 |
| S1 |
2,088.75 |
2,088.75 |
2,097.00 |
2,083.75 |
| S2 |
2,078.75 |
2,078.75 |
2,095.00 |
|
| S3 |
2,056.75 |
2,066.75 |
2,093.00 |
|
| S4 |
2,034.75 |
2,044.75 |
2,087.00 |
|
|
| 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 |
2,087.50 |
32.25 |
1.5% |
21.00 |
1.0% |
36% |
False |
False |
1,349,516 |
| 10 |
2,119.75 |
2,064.50 |
55.25 |
2.6% |
21.75 |
1.0% |
62% |
False |
False |
1,304,489 |
| 20 |
2,119.75 |
2,033.50 |
86.25 |
4.1% |
21.25 |
1.0% |
76% |
False |
False |
1,230,395 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
23.25 |
1.1% |
77% |
False |
False |
1,150,021 |
| 60 |
2,119.75 |
2,000.50 |
119.25 |
5.7% |
21.75 |
1.0% |
83% |
False |
False |
768,434 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.4% |
25.50 |
1.2% |
87% |
False |
False |
577,097 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
25.25 |
1.2% |
87% |
False |
False |
461,881 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
7.9% |
23.00 |
1.1% |
87% |
False |
False |
384,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.00 |
|
2.618 |
2,170.00 |
|
1.618 |
2,148.00 |
|
1.000 |
2,134.50 |
|
0.618 |
2,126.00 |
|
HIGH |
2,112.50 |
|
0.618 |
2,104.00 |
|
0.500 |
2,101.50 |
|
0.382 |
2,099.00 |
|
LOW |
2,090.50 |
|
0.618 |
2,077.00 |
|
1.000 |
2,068.50 |
|
1.618 |
2,055.00 |
|
2.618 |
2,033.00 |
|
4.250 |
1,997.00 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.50 |
2,104.00 |
| PP |
2,100.75 |
2,102.25 |
| S1 |
2,099.75 |
2,100.75 |
|