| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,105.00 |
2,096.00 |
-9.00 |
-0.4% |
2,072.50 |
| High |
2,112.00 |
2,104.75 |
-7.25 |
-0.3% |
2,107.00 |
| Low |
2,093.50 |
2,081.00 |
-12.50 |
-0.6% |
2,071.50 |
| Close |
2,097.25 |
2,104.50 |
7.25 |
0.3% |
2,104.25 |
| Range |
18.50 |
23.75 |
5.25 |
28.4% |
35.50 |
| ATR |
20.65 |
20.87 |
0.22 |
1.1% |
0.00 |
| Volume |
587 |
2,478 |
1,891 |
322.1% |
19,046 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.00 |
2,160.00 |
2,117.50 |
|
| R3 |
2,144.25 |
2,136.25 |
2,111.00 |
|
| R2 |
2,120.50 |
2,120.50 |
2,108.75 |
|
| R1 |
2,112.50 |
2,112.50 |
2,106.75 |
2,116.50 |
| PP |
2,096.75 |
2,096.75 |
2,096.75 |
2,098.75 |
| S1 |
2,088.75 |
2,088.75 |
2,102.25 |
2,092.75 |
| S2 |
2,073.00 |
2,073.00 |
2,100.25 |
|
| S3 |
2,049.25 |
2,065.00 |
2,098.00 |
|
| S4 |
2,025.50 |
2,041.25 |
2,091.50 |
|
|
| 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% |
20.25 |
1.0% |
80% |
False |
False |
3,552 |
| 10 |
2,112.00 |
2,057.75 |
54.25 |
2.6% |
20.50 |
1.0% |
86% |
False |
False |
3,452 |
| 20 |
2,112.00 |
2,027.00 |
85.00 |
4.0% |
20.50 |
1.0% |
91% |
False |
False |
2,869 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
22.25 |
1.1% |
91% |
False |
False |
1,731 |
| 60 |
2,112.00 |
2,007.25 |
104.75 |
5.0% |
19.50 |
0.9% |
93% |
False |
False |
1,180 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.3% |
21.75 |
1.0% |
95% |
False |
False |
906 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
21.00 |
1.0% |
95% |
False |
False |
734 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.7% |
18.00 |
0.9% |
95% |
False |
False |
622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.75 |
|
2.618 |
2,167.00 |
|
1.618 |
2,143.25 |
|
1.000 |
2,128.50 |
|
0.618 |
2,119.50 |
|
HIGH |
2,104.75 |
|
0.618 |
2,095.75 |
|
0.500 |
2,093.00 |
|
0.382 |
2,090.00 |
|
LOW |
2,081.00 |
|
0.618 |
2,066.25 |
|
1.000 |
2,057.25 |
|
1.618 |
2,042.50 |
|
2.618 |
2,018.75 |
|
4.250 |
1,980.00 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.50 |
2,101.75 |
| PP |
2,096.75 |
2,099.25 |
| S1 |
2,093.00 |
2,096.50 |
|