| 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 |
1,213.4 |
1,207.2 |
-6.2 |
-0.5% |
1,207.7 |
| High |
1,214.4 |
1,209.0 |
-5.4 |
-0.4% |
1,208.9 |
| Low |
1,204.2 |
1,178.9 |
-25.3 |
-2.1% |
1,177.2 |
| Close |
1,212.7 |
1,185.1 |
-27.6 |
-2.3% |
1,177.7 |
| Range |
10.2 |
30.1 |
19.9 |
195.1% |
31.7 |
| ATR |
15.8 |
17.1 |
1.3 |
8.2% |
0.0 |
| Volume |
1,107 |
891 |
-216 |
-19.5% |
12,426 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.3 |
1,263.3 |
1,201.7 |
|
| R3 |
1,251.2 |
1,233.2 |
1,193.4 |
|
| R2 |
1,221.1 |
1,221.1 |
1,190.6 |
|
| R1 |
1,203.1 |
1,203.1 |
1,187.9 |
1,197.1 |
| PP |
1,191.0 |
1,191.0 |
1,191.0 |
1,188.0 |
| S1 |
1,173.0 |
1,173.0 |
1,182.3 |
1,167.0 |
| S2 |
1,160.9 |
1,160.9 |
1,179.6 |
|
| S3 |
1,130.8 |
1,142.9 |
1,176.8 |
|
| S4 |
1,100.7 |
1,112.8 |
1,168.5 |
|
|
| 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 |
3.4% |
20.8 |
1.8% |
20% |
False |
False |
2,493 |
| 10 |
1,217.0 |
1,177.2 |
39.8 |
3.4% |
16.7 |
1.4% |
20% |
False |
False |
2,632 |
| 20 |
1,226.4 |
1,177.2 |
49.2 |
4.2% |
14.6 |
1.2% |
16% |
False |
False |
2,435 |
| 40 |
1,226.4 |
1,145.5 |
80.9 |
6.8% |
15.0 |
1.3% |
49% |
False |
False |
2,533 |
| 60 |
1,275.9 |
1,145.5 |
130.4 |
11.0% |
15.1 |
1.3% |
30% |
False |
False |
2,200 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.1 |
1.4% |
24% |
False |
False |
2,006 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.4 |
1.4% |
24% |
False |
False |
1,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.9 |
|
2.618 |
1,287.8 |
|
1.618 |
1,257.7 |
|
1.000 |
1,239.1 |
|
0.618 |
1,227.6 |
|
HIGH |
1,209.0 |
|
0.618 |
1,197.5 |
|
0.500 |
1,194.0 |
|
0.382 |
1,190.4 |
|
LOW |
1,178.9 |
|
0.618 |
1,160.3 |
|
1.000 |
1,148.8 |
|
1.618 |
1,130.2 |
|
2.618 |
1,100.1 |
|
4.250 |
1,051.0 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.0 |
1,198.0 |
| PP |
1,191.0 |
1,193.7 |
| S1 |
1,188.1 |
1,189.4 |
|