| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,209.9 |
1,214.8 |
4.9 |
0.4% |
1,198.0 |
| High |
1,224.2 |
1,214.8 |
-9.4 |
-0.8% |
1,208.2 |
| Low |
1,209.9 |
1,208.2 |
-1.7 |
-0.1% |
1,178.2 |
| Close |
1,218.6 |
1,210.6 |
-8.0 |
-0.7% |
1,200.9 |
| Range |
14.3 |
6.6 |
-7.7 |
-53.8% |
30.0 |
| ATR |
18.4 |
17.8 |
-0.6 |
-3.1% |
0.0 |
| Volume |
343 |
406 |
63 |
18.4% |
43,031 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.0 |
1,227.4 |
1,214.2 |
|
| R3 |
1,224.4 |
1,220.8 |
1,212.4 |
|
| R2 |
1,217.8 |
1,217.8 |
1,211.8 |
|
| R1 |
1,214.2 |
1,214.2 |
1,211.2 |
1,212.7 |
| PP |
1,211.2 |
1,211.2 |
1,211.2 |
1,210.5 |
| S1 |
1,207.6 |
1,207.6 |
1,210.0 |
1,206.1 |
| S2 |
1,204.6 |
1,204.6 |
1,209.4 |
|
| S3 |
1,198.0 |
1,201.0 |
1,208.8 |
|
| S4 |
1,191.4 |
1,194.4 |
1,207.0 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.8 |
1,273.3 |
1,217.4 |
|
| R3 |
1,255.8 |
1,243.3 |
1,209.2 |
|
| R2 |
1,225.8 |
1,225.8 |
1,206.4 |
|
| R1 |
1,213.3 |
1,213.3 |
1,203.7 |
1,219.6 |
| PP |
1,195.8 |
1,195.8 |
1,195.8 |
1,198.9 |
| S1 |
1,183.3 |
1,183.3 |
1,198.2 |
1,189.6 |
| S2 |
1,165.8 |
1,165.8 |
1,195.4 |
|
| S3 |
1,135.8 |
1,153.3 |
1,192.7 |
|
| S4 |
1,105.8 |
1,123.3 |
1,184.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.2 |
1,178.2 |
46.0 |
3.8% |
14.2 |
1.2% |
70% |
False |
False |
1,158 |
| 10 |
1,224.2 |
1,178.2 |
46.0 |
3.8% |
15.0 |
1.2% |
70% |
False |
False |
81,026 |
| 20 |
1,224.2 |
1,141.6 |
82.6 |
6.8% |
16.2 |
1.3% |
84% |
False |
False |
119,529 |
| 40 |
1,245.9 |
1,141.6 |
104.3 |
8.6% |
16.7 |
1.4% |
66% |
False |
False |
122,148 |
| 60 |
1,308.8 |
1,141.6 |
167.2 |
13.8% |
19.2 |
1.6% |
41% |
False |
False |
110,075 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
13.8% |
19.4 |
1.6% |
41% |
False |
False |
83,892 |
| 100 |
1,308.8 |
1,141.6 |
167.2 |
13.8% |
20.1 |
1.7% |
41% |
False |
False |
68,088 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.3 |
1.6% |
44% |
False |
False |
57,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,242.9 |
|
2.618 |
1,232.1 |
|
1.618 |
1,225.5 |
|
1.000 |
1,221.4 |
|
0.618 |
1,218.9 |
|
HIGH |
1,214.8 |
|
0.618 |
1,212.3 |
|
0.500 |
1,211.5 |
|
0.382 |
1,210.7 |
|
LOW |
1,208.2 |
|
0.618 |
1,204.1 |
|
1.000 |
1,201.6 |
|
1.618 |
1,197.5 |
|
2.618 |
1,190.9 |
|
4.250 |
1,180.2 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.5 |
1,210.2 |
| PP |
1,211.2 |
1,209.9 |
| S1 |
1,210.9 |
1,209.5 |
|