| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,186.9 |
1,193.0 |
6.1 |
0.5% |
1,204.4 |
| High |
1,197.4 |
1,195.4 |
-2.0 |
-0.2% |
1,209.0 |
| Low |
1,183.6 |
1,174.1 |
-9.5 |
-0.8% |
1,174.1 |
| Close |
1,194.3 |
1,175.0 |
-19.3 |
-1.6% |
1,175.0 |
| Range |
13.8 |
21.3 |
7.5 |
54.3% |
34.9 |
| ATR |
16.1 |
16.5 |
0.4 |
2.3% |
0.0 |
| Volume |
118,111 |
156,378 |
38,267 |
32.4% |
668,393 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.4 |
1,231.5 |
1,186.7 |
|
| R3 |
1,224.1 |
1,210.2 |
1,180.9 |
|
| R2 |
1,202.8 |
1,202.8 |
1,178.9 |
|
| R1 |
1,188.9 |
1,188.9 |
1,177.0 |
1,185.2 |
| PP |
1,181.5 |
1,181.5 |
1,181.5 |
1,179.7 |
| S1 |
1,167.6 |
1,167.6 |
1,173.0 |
1,163.9 |
| S2 |
1,160.2 |
1,160.2 |
1,171.1 |
|
| S3 |
1,138.9 |
1,146.3 |
1,169.1 |
|
| S4 |
1,117.6 |
1,125.0 |
1,163.3 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.7 |
1,267.8 |
1,194.2 |
|
| R3 |
1,255.8 |
1,232.9 |
1,184.6 |
|
| R2 |
1,220.9 |
1,220.9 |
1,181.4 |
|
| R1 |
1,198.0 |
1,198.0 |
1,178.2 |
1,192.0 |
| PP |
1,186.0 |
1,186.0 |
1,186.0 |
1,183.1 |
| S1 |
1,163.1 |
1,163.1 |
1,171.8 |
1,157.1 |
| S2 |
1,151.1 |
1,151.1 |
1,168.6 |
|
| S3 |
1,116.2 |
1,128.2 |
1,165.4 |
|
| S4 |
1,081.3 |
1,093.3 |
1,155.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,209.0 |
1,174.1 |
34.9 |
3.0% |
16.8 |
1.4% |
3% |
False |
True |
133,678 |
| 10 |
1,209.3 |
1,174.1 |
35.2 |
3.0% |
15.6 |
1.3% |
3% |
False |
True |
133,716 |
| 20 |
1,224.5 |
1,174.1 |
50.4 |
4.3% |
15.2 |
1.3% |
2% |
False |
True |
120,607 |
| 40 |
1,224.5 |
1,142.4 |
82.1 |
7.0% |
16.2 |
1.4% |
40% |
False |
False |
74,633 |
| 60 |
1,287.2 |
1,142.4 |
144.8 |
12.3% |
17.3 |
1.5% |
23% |
False |
False |
51,076 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
18.2 |
1.6% |
20% |
False |
False |
39,255 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
19.0 |
1.6% |
20% |
False |
False |
31,890 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.9% |
19.4 |
1.6% |
23% |
False |
False |
27,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.9 |
|
2.618 |
1,251.2 |
|
1.618 |
1,229.9 |
|
1.000 |
1,216.7 |
|
0.618 |
1,208.6 |
|
HIGH |
1,195.4 |
|
0.618 |
1,187.3 |
|
0.500 |
1,184.8 |
|
0.382 |
1,182.2 |
|
LOW |
1,174.1 |
|
0.618 |
1,160.9 |
|
1.000 |
1,152.8 |
|
1.618 |
1,139.6 |
|
2.618 |
1,118.3 |
|
4.250 |
1,083.6 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.8 |
1,189.3 |
| PP |
1,181.5 |
1,184.5 |
| S1 |
1,178.3 |
1,179.8 |
|