| 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 |
1,201.6 |
1,211.4 |
9.8 |
0.8% |
1,204.4 |
| High |
1,214.6 |
1,213.5 |
-1.1 |
-0.1% |
1,209.0 |
| Low |
1,198.6 |
1,200.7 |
2.1 |
0.2% |
1,174.1 |
| Close |
1,213.9 |
1,210.0 |
-3.9 |
-0.3% |
1,175.0 |
| Range |
16.0 |
12.8 |
-3.2 |
-20.0% |
34.9 |
| ATR |
17.5 |
17.1 |
-0.3 |
-1.7% |
0.0 |
| Volume |
157,578 |
141,075 |
-16,503 |
-10.5% |
668,393 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.5 |
1,241.0 |
1,217.0 |
|
| R3 |
1,233.7 |
1,228.2 |
1,213.5 |
|
| R2 |
1,220.9 |
1,220.9 |
1,212.3 |
|
| R1 |
1,215.4 |
1,215.4 |
1,211.2 |
1,211.8 |
| PP |
1,208.1 |
1,208.1 |
1,208.1 |
1,206.2 |
| S1 |
1,202.6 |
1,202.6 |
1,208.8 |
1,199.0 |
| S2 |
1,195.3 |
1,195.3 |
1,207.7 |
|
| S3 |
1,182.5 |
1,189.8 |
1,206.5 |
|
| S4 |
1,169.7 |
1,177.0 |
1,203.0 |
|
|
| 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 |
1,214.6 |
1,174.1 |
40.5 |
3.3% |
18.6 |
1.5% |
89% |
False |
False |
156,068 |
| 10 |
1,214.6 |
1,174.1 |
40.5 |
3.3% |
16.7 |
1.4% |
89% |
False |
False |
144,320 |
| 20 |
1,224.5 |
1,174.1 |
50.4 |
4.2% |
16.0 |
1.3% |
71% |
False |
False |
126,867 |
| 40 |
1,224.5 |
1,142.4 |
82.1 |
6.8% |
16.3 |
1.3% |
82% |
False |
False |
86,739 |
| 60 |
1,286.5 |
1,142.4 |
144.1 |
11.9% |
16.9 |
1.4% |
47% |
False |
False |
59,093 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.0 |
1.5% |
41% |
False |
False |
45,463 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
18.4 |
1.5% |
41% |
False |
False |
36,834 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.3 |
1.6% |
43% |
False |
False |
31,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.9 |
|
2.618 |
1,247.0 |
|
1.618 |
1,234.2 |
|
1.000 |
1,226.3 |
|
0.618 |
1,221.4 |
|
HIGH |
1,213.5 |
|
0.618 |
1,208.6 |
|
0.500 |
1,207.1 |
|
0.382 |
1,205.6 |
|
LOW |
1,200.7 |
|
0.618 |
1,192.8 |
|
1.000 |
1,187.9 |
|
1.618 |
1,180.0 |
|
2.618 |
1,167.2 |
|
4.250 |
1,146.3 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,209.0 |
1,205.4 |
| PP |
1,208.1 |
1,200.7 |
| S1 |
1,207.1 |
1,196.1 |
|