| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,092.0 |
11,902.0 |
-190.0 |
-1.6% |
12,068.5 |
| High |
12,154.0 |
12,147.5 |
-6.5 |
-0.1% |
12,069.0 |
| Low |
11,945.5 |
11,870.0 |
-75.5 |
-0.6% |
11,650.0 |
| Close |
12,010.5 |
12,035.0 |
24.5 |
0.2% |
11,889.0 |
| Range |
208.5 |
277.5 |
69.0 |
33.1% |
419.0 |
| ATR |
200.9 |
206.4 |
5.5 |
2.7% |
0.0 |
| Volume |
121,488 |
72,920 |
-48,568 |
-40.0% |
576,404 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,850.0 |
12,720.0 |
12,187.6 |
|
| R3 |
12,572.5 |
12,442.5 |
12,111.3 |
|
| R2 |
12,295.0 |
12,295.0 |
12,085.9 |
|
| R1 |
12,165.0 |
12,165.0 |
12,060.4 |
12,230.0 |
| PP |
12,017.5 |
12,017.5 |
12,017.5 |
12,050.0 |
| S1 |
11,887.5 |
11,887.5 |
12,009.6 |
11,952.5 |
| S2 |
11,740.0 |
11,740.0 |
11,984.1 |
|
| S3 |
11,462.5 |
11,610.0 |
11,958.7 |
|
| S4 |
11,185.0 |
11,332.5 |
11,882.4 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,126.3 |
12,926.7 |
12,119.5 |
|
| R3 |
12,707.3 |
12,507.7 |
12,004.2 |
|
| R2 |
12,288.3 |
12,288.3 |
11,965.8 |
|
| R1 |
12,088.7 |
12,088.7 |
11,927.4 |
11,979.0 |
| PP |
11,869.3 |
11,869.3 |
11,869.3 |
11,814.5 |
| S1 |
11,669.7 |
11,669.7 |
11,850.6 |
11,560.0 |
| S2 |
11,450.3 |
11,450.3 |
11,812.2 |
|
| S3 |
11,031.3 |
11,250.7 |
11,773.8 |
|
| S4 |
10,612.3 |
10,831.7 |
11,658.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,154.0 |
11,650.0 |
504.0 |
4.2% |
227.8 |
1.9% |
76% |
False |
False |
101,254 |
| 10 |
12,154.0 |
11,650.0 |
504.0 |
4.2% |
216.1 |
1.8% |
76% |
False |
False |
112,106 |
| 20 |
12,243.0 |
11,421.5 |
821.5 |
6.8% |
206.2 |
1.7% |
75% |
False |
False |
76,598 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.5% |
170.0 |
1.4% |
87% |
False |
False |
38,788 |
| 60 |
12,243.0 |
9,630.0 |
2,613.0 |
21.7% |
183.6 |
1.5% |
92% |
False |
False |
26,107 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.9% |
183.5 |
1.5% |
93% |
False |
False |
19,632 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
25.6% |
165.3 |
1.4% |
93% |
False |
False |
15,719 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.8% |
161.3 |
1.3% |
95% |
False |
False |
13,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,326.9 |
|
2.618 |
12,874.0 |
|
1.618 |
12,596.5 |
|
1.000 |
12,425.0 |
|
0.618 |
12,319.0 |
|
HIGH |
12,147.5 |
|
0.618 |
12,041.5 |
|
0.500 |
12,008.8 |
|
0.382 |
11,976.0 |
|
LOW |
11,870.0 |
|
0.618 |
11,698.5 |
|
1.000 |
11,592.5 |
|
1.618 |
11,421.0 |
|
2.618 |
11,143.5 |
|
4.250 |
10,690.6 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,026.3 |
12,027.3 |
| PP |
12,017.5 |
12,019.7 |
| S1 |
12,008.8 |
12,012.0 |
|