| 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 |
1,204.2 |
1,213.4 |
9.2 |
0.8% |
1,207.7 |
| High |
1,217.0 |
1,214.4 |
-2.6 |
-0.2% |
1,208.9 |
| Low |
1,201.8 |
1,204.2 |
2.4 |
0.2% |
1,177.2 |
| Close |
1,216.7 |
1,212.7 |
-4.0 |
-0.3% |
1,177.7 |
| Range |
15.2 |
10.2 |
-5.0 |
-32.9% |
31.7 |
| ATR |
16.0 |
15.8 |
-0.3 |
-1.6% |
0.0 |
| Volume |
4,465 |
1,107 |
-3,358 |
-75.2% |
12,426 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.0 |
1,237.1 |
1,218.3 |
|
| R3 |
1,230.8 |
1,226.9 |
1,215.5 |
|
| R2 |
1,220.6 |
1,220.6 |
1,214.6 |
|
| R1 |
1,216.7 |
1,216.7 |
1,213.6 |
1,213.6 |
| PP |
1,210.4 |
1,210.4 |
1,210.4 |
1,208.9 |
| S1 |
1,206.5 |
1,206.5 |
1,211.8 |
1,203.4 |
| S2 |
1,200.2 |
1,200.2 |
1,210.8 |
|
| S3 |
1,190.0 |
1,196.3 |
1,209.9 |
|
| S4 |
1,179.8 |
1,186.1 |
1,207.1 |
|
|
| 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 |
1,217.0 |
1,177.2 |
39.8 |
3.3% |
17.2 |
1.4% |
89% |
False |
False |
3,344 |
| 10 |
1,217.0 |
1,177.2 |
39.8 |
3.3% |
14.9 |
1.2% |
89% |
False |
False |
2,775 |
| 20 |
1,226.4 |
1,177.2 |
49.2 |
4.1% |
14.5 |
1.2% |
72% |
False |
False |
2,481 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.7% |
14.5 |
1.2% |
83% |
False |
False |
2,576 |
| 60 |
1,287.5 |
1,145.5 |
142.0 |
11.7% |
15.1 |
1.2% |
47% |
False |
False |
2,195 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.5% |
16.0 |
1.3% |
41% |
False |
False |
1,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,257.8 |
|
2.618 |
1,241.1 |
|
1.618 |
1,230.9 |
|
1.000 |
1,224.6 |
|
0.618 |
1,220.7 |
|
HIGH |
1,214.4 |
|
0.618 |
1,210.5 |
|
0.500 |
1,209.3 |
|
0.382 |
1,208.1 |
|
LOW |
1,204.2 |
|
0.618 |
1,197.9 |
|
1.000 |
1,194.0 |
|
1.618 |
1,187.7 |
|
2.618 |
1,177.5 |
|
4.250 |
1,160.9 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.6 |
1,208.1 |
| PP |
1,210.4 |
1,203.5 |
| S1 |
1,209.3 |
1,198.9 |
|