| 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 |
1,193.0 |
1,179.3 |
-13.7 |
-1.1% |
1,204.4 |
| High |
1,195.4 |
1,206.7 |
11.3 |
0.9% |
1,209.0 |
| Low |
1,174.1 |
1,177.6 |
3.5 |
0.3% |
1,174.1 |
| Close |
1,175.0 |
1,203.2 |
28.2 |
2.4% |
1,175.0 |
| Range |
21.3 |
29.1 |
7.8 |
36.6% |
34.9 |
| ATR |
16.5 |
17.6 |
1.1 |
6.6% |
0.0 |
| Volume |
156,378 |
207,200 |
50,822 |
32.5% |
668,393 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.1 |
1,272.3 |
1,219.2 |
|
| R3 |
1,254.0 |
1,243.2 |
1,211.2 |
|
| R2 |
1,224.9 |
1,224.9 |
1,208.5 |
|
| R1 |
1,214.1 |
1,214.1 |
1,205.9 |
1,219.5 |
| PP |
1,195.8 |
1,195.8 |
1,195.8 |
1,198.6 |
| S1 |
1,185.0 |
1,185.0 |
1,200.5 |
1,190.4 |
| S2 |
1,166.7 |
1,166.7 |
1,197.9 |
|
| S3 |
1,137.6 |
1,155.9 |
1,195.2 |
|
| S4 |
1,108.5 |
1,126.8 |
1,187.2 |
|
|
| 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 |
1,206.7 |
1,174.1 |
32.6 |
2.7% |
19.0 |
1.6% |
89% |
True |
False |
147,715 |
| 10 |
1,209.0 |
1,174.1 |
34.9 |
2.9% |
17.2 |
1.4% |
83% |
False |
False |
143,480 |
| 20 |
1,224.5 |
1,174.1 |
50.4 |
4.2% |
16.0 |
1.3% |
58% |
False |
False |
124,255 |
| 40 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
16.5 |
1.4% |
74% |
False |
False |
79,598 |
| 60 |
1,286.5 |
1,142.4 |
144.1 |
12.0% |
17.2 |
1.4% |
42% |
False |
False |
54,394 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.2 |
1.5% |
36% |
False |
False |
41,816 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.5 |
1.5% |
36% |
False |
False |
33,950 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.3 |
1.6% |
40% |
False |
False |
28,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.4 |
|
2.618 |
1,282.9 |
|
1.618 |
1,253.8 |
|
1.000 |
1,235.8 |
|
0.618 |
1,224.7 |
|
HIGH |
1,206.7 |
|
0.618 |
1,195.6 |
|
0.500 |
1,192.2 |
|
0.382 |
1,188.7 |
|
LOW |
1,177.6 |
|
0.618 |
1,159.6 |
|
1.000 |
1,148.5 |
|
1.618 |
1,130.5 |
|
2.618 |
1,101.4 |
|
4.250 |
1,053.9 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.5 |
1,198.9 |
| PP |
1,195.8 |
1,194.7 |
| S1 |
1,192.2 |
1,190.4 |
|