| 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 |
2,100.00 |
2,105.00 |
5.00 |
0.2% |
2,072.50 |
| High |
2,107.00 |
2,112.00 |
5.00 |
0.2% |
2,107.00 |
| Low |
2,096.25 |
2,093.50 |
-2.75 |
-0.1% |
2,071.50 |
| Close |
2,104.25 |
2,097.25 |
-7.00 |
-0.3% |
2,104.25 |
| Range |
10.75 |
18.50 |
7.75 |
72.1% |
35.50 |
| ATR |
20.81 |
20.65 |
-0.17 |
-0.8% |
0.00 |
| Volume |
5,845 |
587 |
-5,258 |
-90.0% |
19,046 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,145.25 |
2,107.50 |
|
| R3 |
2,138.00 |
2,126.75 |
2,102.25 |
|
| R2 |
2,119.50 |
2,119.50 |
2,100.75 |
|
| R1 |
2,108.25 |
2,108.25 |
2,099.00 |
2,104.50 |
| PP |
2,101.00 |
2,101.00 |
2,101.00 |
2,099.00 |
| S1 |
2,089.75 |
2,089.75 |
2,095.50 |
2,086.00 |
| S2 |
2,082.50 |
2,082.50 |
2,093.75 |
|
| S3 |
2,064.00 |
2,071.25 |
2,092.25 |
|
| S4 |
2,045.50 |
2,052.75 |
2,087.00 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.75 |
2,188.00 |
2,123.75 |
|
| R3 |
2,165.25 |
2,152.50 |
2,114.00 |
|
| R2 |
2,129.75 |
2,129.75 |
2,110.75 |
|
| R1 |
2,117.00 |
2,117.00 |
2,107.50 |
2,123.50 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,097.50 |
| S1 |
2,081.50 |
2,081.50 |
2,101.00 |
2,088.00 |
| S2 |
2,058.75 |
2,058.75 |
2,097.75 |
|
| S3 |
2,023.25 |
2,046.00 |
2,094.50 |
|
| S4 |
1,987.75 |
2,010.50 |
2,084.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,112.00 |
2,073.75 |
38.25 |
1.8% |
18.75 |
0.9% |
61% |
True |
False |
3,503 |
| 10 |
2,112.00 |
2,057.75 |
54.25 |
2.6% |
19.75 |
0.9% |
73% |
True |
False |
3,277 |
| 20 |
2,112.00 |
2,027.00 |
85.00 |
4.1% |
20.25 |
1.0% |
83% |
True |
False |
2,801 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
22.00 |
1.0% |
83% |
True |
False |
1,670 |
| 60 |
2,112.00 |
1,980.25 |
131.75 |
6.3% |
19.50 |
0.9% |
89% |
True |
False |
1,140 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.75 |
1.0% |
90% |
True |
False |
877 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
20.75 |
1.0% |
91% |
True |
False |
709 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
17.75 |
0.8% |
91% |
True |
False |
601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.50 |
|
2.618 |
2,160.50 |
|
1.618 |
2,142.00 |
|
1.000 |
2,130.50 |
|
0.618 |
2,123.50 |
|
HIGH |
2,112.00 |
|
0.618 |
2,105.00 |
|
0.500 |
2,102.75 |
|
0.382 |
2,100.50 |
|
LOW |
2,093.50 |
|
0.618 |
2,082.00 |
|
1.000 |
2,075.00 |
|
1.618 |
2,063.50 |
|
2.618 |
2,045.00 |
|
4.250 |
2,015.00 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.75 |
2,097.00 |
| PP |
2,101.00 |
2,096.50 |
| S1 |
2,099.00 |
2,096.25 |
|