| 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 |
2,110.75 |
2,098.25 |
-12.50 |
-0.6% |
2,081.00 |
| High |
2,112.50 |
2,102.00 |
-10.50 |
-0.5% |
2,114.75 |
| Low |
2,090.50 |
2,070.25 |
-20.25 |
-1.0% |
2,078.50 |
| Close |
2,099.00 |
2,079.00 |
-20.00 |
-1.0% |
2,111.75 |
| Range |
22.00 |
31.75 |
9.75 |
44.3% |
36.25 |
| ATR |
21.93 |
22.63 |
0.70 |
3.2% |
0.00 |
| Volume |
1,739,720 |
2,026,329 |
286,609 |
16.5% |
5,681,735 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.00 |
2,160.75 |
2,096.50 |
|
| R3 |
2,147.25 |
2,129.00 |
2,087.75 |
|
| R2 |
2,115.50 |
2,115.50 |
2,084.75 |
|
| R1 |
2,097.25 |
2,097.25 |
2,082.00 |
2,090.50 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,080.50 |
| S1 |
2,065.50 |
2,065.50 |
2,076.00 |
2,058.75 |
| S2 |
2,052.00 |
2,052.00 |
2,073.25 |
|
| S3 |
2,020.25 |
2,033.75 |
2,070.25 |
|
| S4 |
1,988.50 |
2,002.00 |
2,061.50 |
|
|
| 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 |
2,070.25 |
49.50 |
2.4% |
21.75 |
1.1% |
18% |
False |
True |
1,482,271 |
| 10 |
2,119.75 |
2,064.50 |
55.25 |
2.7% |
23.50 |
1.1% |
26% |
False |
False |
1,395,762 |
| 20 |
2,119.75 |
2,038.75 |
81.00 |
3.9% |
21.50 |
1.0% |
50% |
False |
False |
1,240,767 |
| 40 |
2,119.75 |
2,030.50 |
89.25 |
4.3% |
23.50 |
1.1% |
54% |
False |
False |
1,200,171 |
| 60 |
2,119.75 |
2,013.75 |
106.00 |
5.1% |
21.75 |
1.0% |
62% |
False |
False |
802,146 |
| 80 |
2,119.75 |
1,963.50 |
156.25 |
7.5% |
25.50 |
1.2% |
74% |
False |
False |
602,401 |
| 100 |
2,119.75 |
1,954.25 |
165.50 |
8.0% |
25.50 |
1.2% |
75% |
False |
False |
482,142 |
| 120 |
2,119.75 |
1,954.25 |
165.50 |
8.0% |
23.25 |
1.1% |
75% |
False |
False |
401,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.00 |
|
2.618 |
2,185.00 |
|
1.618 |
2,153.25 |
|
1.000 |
2,133.75 |
|
0.618 |
2,121.50 |
|
HIGH |
2,102.00 |
|
0.618 |
2,089.75 |
|
0.500 |
2,086.00 |
|
0.382 |
2,082.50 |
|
LOW |
2,070.25 |
|
0.618 |
2,050.75 |
|
1.000 |
2,038.50 |
|
1.618 |
2,019.00 |
|
2.618 |
1,987.25 |
|
4.250 |
1,935.25 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.00 |
2,091.50 |
| PP |
2,083.75 |
2,087.25 |
| S1 |
2,081.50 |
2,083.00 |
|