| 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 |
1,189.7 |
1,196.1 |
6.4 |
0.5% |
1,207.7 |
| High |
1,200.0 |
1,197.3 |
-2.7 |
-0.2% |
1,208.9 |
| Low |
1,187.9 |
1,177.2 |
-10.7 |
-0.9% |
1,177.2 |
| Close |
1,197.1 |
1,177.7 |
-19.4 |
-1.6% |
1,177.7 |
| Range |
12.1 |
20.1 |
8.0 |
66.1% |
31.7 |
| ATR |
14.5 |
14.9 |
0.4 |
2.7% |
0.0 |
| Volume |
5,147 |
1,967 |
-3,180 |
-61.8% |
12,426 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.4 |
1,231.1 |
1,188.8 |
|
| R3 |
1,224.3 |
1,211.0 |
1,183.2 |
|
| R2 |
1,204.2 |
1,204.2 |
1,181.4 |
|
| R1 |
1,190.9 |
1,190.9 |
1,179.5 |
1,187.5 |
| PP |
1,184.1 |
1,184.1 |
1,184.1 |
1,182.4 |
| S1 |
1,170.8 |
1,170.8 |
1,175.9 |
1,167.4 |
| S2 |
1,164.0 |
1,164.0 |
1,174.0 |
|
| S3 |
1,143.9 |
1,150.7 |
1,172.2 |
|
| S4 |
1,123.8 |
1,130.6 |
1,166.6 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.0 |
1,262.1 |
1,195.1 |
|
| R3 |
1,251.3 |
1,230.4 |
1,186.4 |
|
| R2 |
1,219.6 |
1,219.6 |
1,183.5 |
|
| R1 |
1,198.7 |
1,198.7 |
1,180.6 |
1,193.3 |
| PP |
1,187.9 |
1,187.9 |
1,187.9 |
1,185.3 |
| S1 |
1,167.0 |
1,167.0 |
1,174.8 |
1,161.6 |
| S2 |
1,156.2 |
1,156.2 |
1,171.9 |
|
| S3 |
1,124.5 |
1,135.3 |
1,169.0 |
|
| S4 |
1,092.8 |
1,103.6 |
1,160.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.9 |
1,177.2 |
31.7 |
2.7% |
14.9 |
1.3% |
2% |
False |
True |
2,485 |
| 10 |
1,212.0 |
1,177.2 |
34.8 |
3.0% |
13.8 |
1.2% |
1% |
False |
True |
2,520 |
| 20 |
1,226.4 |
1,177.2 |
49.2 |
4.2% |
13.7 |
1.2% |
1% |
False |
True |
2,675 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.9% |
14.3 |
1.2% |
40% |
False |
False |
2,440 |
| 60 |
1,288.2 |
1,145.5 |
142.7 |
12.1% |
15.4 |
1.3% |
23% |
False |
False |
2,129 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
16.1 |
1.4% |
20% |
False |
False |
1,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.7 |
|
2.618 |
1,249.9 |
|
1.618 |
1,229.8 |
|
1.000 |
1,217.4 |
|
0.618 |
1,209.7 |
|
HIGH |
1,197.3 |
|
0.618 |
1,189.6 |
|
0.500 |
1,187.3 |
|
0.382 |
1,184.9 |
|
LOW |
1,177.2 |
|
0.618 |
1,164.8 |
|
1.000 |
1,157.1 |
|
1.618 |
1,144.7 |
|
2.618 |
1,124.6 |
|
4.250 |
1,091.8 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.3 |
1,191.3 |
| PP |
1,184.1 |
1,186.7 |
| S1 |
1,180.9 |
1,182.2 |
|