| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,102.75 |
2,090.00 |
-12.75 |
-0.6% |
2,072.50 |
| High |
2,104.50 |
2,093.00 |
-11.50 |
-0.5% |
2,107.00 |
| Low |
2,083.25 |
2,063.75 |
-19.50 |
-0.9% |
2,071.50 |
| Close |
2,091.50 |
2,071.50 |
-20.00 |
-1.0% |
2,104.25 |
| Range |
21.25 |
29.25 |
8.00 |
37.6% |
35.50 |
| ATR |
20.89 |
21.49 |
0.60 |
2.9% |
0.00 |
| Volume |
2,056 |
1,816 |
-240 |
-11.7% |
19,046 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.75 |
2,147.00 |
2,087.50 |
|
| R3 |
2,134.50 |
2,117.75 |
2,079.50 |
|
| R2 |
2,105.25 |
2,105.25 |
2,076.75 |
|
| R1 |
2,088.50 |
2,088.50 |
2,074.25 |
2,082.25 |
| PP |
2,076.00 |
2,076.00 |
2,076.00 |
2,073.00 |
| S1 |
2,059.25 |
2,059.25 |
2,068.75 |
2,053.00 |
| S2 |
2,046.75 |
2,046.75 |
2,066.25 |
|
| S3 |
2,017.50 |
2,030.00 |
2,063.50 |
|
| S4 |
1,988.25 |
2,000.75 |
2,055.50 |
|
|
| 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 |
2,063.75 |
48.25 |
2.3% |
20.75 |
1.0% |
16% |
False |
True |
2,556 |
| 10 |
2,112.00 |
2,057.75 |
54.25 |
2.6% |
22.25 |
1.1% |
25% |
False |
False |
2,706 |
| 20 |
2,112.00 |
2,031.25 |
80.75 |
3.9% |
20.75 |
1.0% |
50% |
False |
False |
2,510 |
| 40 |
2,112.00 |
2,024.25 |
87.75 |
4.2% |
22.75 |
1.1% |
54% |
False |
False |
1,825 |
| 60 |
2,112.00 |
2,007.25 |
104.75 |
5.1% |
19.50 |
0.9% |
61% |
False |
False |
1,244 |
| 80 |
2,112.00 |
1,958.50 |
153.50 |
7.4% |
21.75 |
1.0% |
74% |
False |
False |
954 |
| 100 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
21.25 |
1.0% |
75% |
False |
False |
772 |
| 120 |
2,112.00 |
1,951.00 |
161.00 |
7.8% |
18.25 |
0.9% |
75% |
False |
False |
654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.25 |
|
2.618 |
2,169.50 |
|
1.618 |
2,140.25 |
|
1.000 |
2,122.25 |
|
0.618 |
2,111.00 |
|
HIGH |
2,093.00 |
|
0.618 |
2,081.75 |
|
0.500 |
2,078.50 |
|
0.382 |
2,075.00 |
|
LOW |
2,063.75 |
|
0.618 |
2,045.75 |
|
1.000 |
2,034.50 |
|
1.618 |
2,016.50 |
|
2.618 |
1,987.25 |
|
4.250 |
1,939.50 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.50 |
2,084.25 |
| PP |
2,076.00 |
2,080.00 |
| S1 |
2,073.75 |
2,075.75 |
|