| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,182.9 |
1,204.0 |
21.1 |
1.8% |
1,183.2 |
| High |
1,208.2 |
1,205.7 |
-2.5 |
-0.2% |
1,219.5 |
| Low |
1,181.0 |
1,194.8 |
13.8 |
1.2% |
1,178.6 |
| Close |
1,208.1 |
1,200.9 |
-7.2 |
-0.6% |
1,199.8 |
| Range |
27.2 |
10.9 |
-16.3 |
-59.9% |
40.9 |
| ATR |
18.3 |
18.0 |
-0.4 |
-2.0% |
0.0 |
| Volume |
1,632 |
0 |
-1,632 |
-100.0% |
929,012 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.2 |
1,227.9 |
1,206.9 |
|
| R3 |
1,222.3 |
1,217.0 |
1,203.9 |
|
| R2 |
1,211.4 |
1,211.4 |
1,202.9 |
|
| R1 |
1,206.1 |
1,206.1 |
1,201.9 |
1,203.3 |
| PP |
1,200.5 |
1,200.5 |
1,200.5 |
1,199.1 |
| S1 |
1,195.2 |
1,195.2 |
1,199.9 |
1,192.4 |
| S2 |
1,189.6 |
1,189.6 |
1,198.9 |
|
| S3 |
1,178.7 |
1,184.3 |
1,197.9 |
|
| S4 |
1,167.8 |
1,173.4 |
1,194.9 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.0 |
1,301.8 |
1,222.3 |
|
| R3 |
1,281.1 |
1,260.9 |
1,211.0 |
|
| R2 |
1,240.2 |
1,240.2 |
1,207.3 |
|
| R1 |
1,220.0 |
1,220.0 |
1,203.5 |
1,230.1 |
| PP |
1,199.3 |
1,199.3 |
1,199.3 |
1,204.4 |
| S1 |
1,179.1 |
1,179.1 |
1,196.1 |
1,189.2 |
| S2 |
1,158.4 |
1,158.4 |
1,192.3 |
|
| S3 |
1,117.5 |
1,138.2 |
1,188.6 |
|
| S4 |
1,076.6 |
1,097.3 |
1,177.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.2 |
1,178.2 |
30.0 |
2.5% |
16.2 |
1.3% |
76% |
False |
False |
43,058 |
| 10 |
1,219.5 |
1,167.9 |
51.6 |
4.3% |
16.1 |
1.3% |
64% |
False |
False |
113,957 |
| 20 |
1,219.5 |
1,141.6 |
77.9 |
6.5% |
17.5 |
1.5% |
76% |
False |
False |
136,412 |
| 40 |
1,274.6 |
1,141.6 |
133.0 |
11.1% |
17.7 |
1.5% |
45% |
False |
False |
130,102 |
| 60 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
19.2 |
1.6% |
35% |
False |
False |
110,605 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
13.9% |
19.8 |
1.7% |
35% |
False |
False |
83,982 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
20.5 |
1.7% |
39% |
False |
False |
68,144 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.2 |
1.6% |
39% |
False |
False |
57,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.0 |
|
2.618 |
1,234.2 |
|
1.618 |
1,223.3 |
|
1.000 |
1,216.6 |
|
0.618 |
1,212.4 |
|
HIGH |
1,205.7 |
|
0.618 |
1,201.5 |
|
0.500 |
1,200.3 |
|
0.382 |
1,199.0 |
|
LOW |
1,194.8 |
|
0.618 |
1,188.1 |
|
1.000 |
1,183.9 |
|
1.618 |
1,177.2 |
|
2.618 |
1,166.3 |
|
4.250 |
1,148.5 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.7 |
1,198.3 |
| PP |
1,200.5 |
1,195.8 |
| S1 |
1,200.3 |
1,193.2 |
|