| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
5,870.0 |
5,920.0 |
50.0 |
0.9% |
5,869.0 |
| High |
5,907.0 |
5,978.0 |
71.0 |
1.2% |
5,930.0 |
| Low |
5,866.0 |
5,891.0 |
25.0 |
0.4% |
5,823.0 |
| Close |
5,886.0 |
5,926.0 |
40.0 |
0.7% |
5,886.0 |
| Range |
41.0 |
87.0 |
46.0 |
112.2% |
107.0 |
| ATR |
61.7 |
63.9 |
2.2 |
3.5% |
0.0 |
| Volume |
18,774 |
36,191 |
17,417 |
92.8% |
93,198 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,192.7 |
6,146.3 |
5,973.9 |
|
| R3 |
6,105.7 |
6,059.3 |
5,949.9 |
|
| R2 |
6,018.7 |
6,018.7 |
5,942.0 |
|
| R1 |
5,972.3 |
5,972.3 |
5,934.0 |
5,995.5 |
| PP |
5,931.7 |
5,931.7 |
5,931.7 |
5,943.3 |
| S1 |
5,885.3 |
5,885.3 |
5,918.0 |
5,908.5 |
| S2 |
5,844.7 |
5,844.7 |
5,910.1 |
|
| S3 |
5,757.7 |
5,798.3 |
5,902.1 |
|
| S4 |
5,670.7 |
5,711.3 |
5,878.2 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,200.7 |
6,150.3 |
5,944.9 |
|
| R3 |
6,093.7 |
6,043.3 |
5,915.4 |
|
| R2 |
5,986.7 |
5,986.7 |
5,905.6 |
|
| R1 |
5,936.3 |
5,936.3 |
5,895.8 |
5,961.5 |
| PP |
5,879.7 |
5,879.7 |
5,879.7 |
5,892.3 |
| S1 |
5,829.3 |
5,829.3 |
5,876.2 |
5,854.5 |
| S2 |
5,772.7 |
5,772.7 |
5,866.4 |
|
| S3 |
5,665.7 |
5,722.3 |
5,856.6 |
|
| S4 |
5,558.7 |
5,615.3 |
5,827.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,978.0 |
5,823.0 |
155.0 |
2.6% |
57.8 |
1.0% |
66% |
True |
False |
25,877 |
| 10 |
6,000.0 |
5,823.0 |
177.0 |
3.0% |
53.9 |
0.9% |
58% |
False |
False |
23,244 |
| 20 |
6,000.0 |
5,746.0 |
254.0 |
4.3% |
55.5 |
0.9% |
71% |
False |
False |
31,129 |
| 40 |
6,000.0 |
5,670.0 |
330.0 |
5.6% |
45.4 |
0.8% |
78% |
False |
False |
15,641 |
| 60 |
6,000.0 |
5,220.0 |
780.0 |
13.2% |
38.9 |
0.7% |
91% |
False |
False |
10,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,347.8 |
|
2.618 |
6,205.8 |
|
1.618 |
6,118.8 |
|
1.000 |
6,065.0 |
|
0.618 |
6,031.8 |
|
HIGH |
5,978.0 |
|
0.618 |
5,944.8 |
|
0.500 |
5,934.5 |
|
0.382 |
5,924.2 |
|
LOW |
5,891.0 |
|
0.618 |
5,837.2 |
|
1.000 |
5,804.0 |
|
1.618 |
5,750.2 |
|
2.618 |
5,663.2 |
|
4.250 |
5,521.3 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,934.5 |
5,919.3 |
| PP |
5,931.7 |
5,912.7 |
| S1 |
5,928.8 |
5,906.0 |
|