| 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 |
11,902.0 |
12,056.0 |
154.0 |
1.3% |
12,068.5 |
| High |
12,147.5 |
12,058.0 |
-89.5 |
-0.7% |
12,069.0 |
| Low |
11,870.0 |
11,959.0 |
89.0 |
0.7% |
11,650.0 |
| Close |
12,035.0 |
11,980.0 |
-55.0 |
-0.5% |
11,889.0 |
| Range |
277.5 |
99.0 |
-178.5 |
-64.3% |
419.0 |
| ATR |
206.4 |
198.7 |
-7.7 |
-3.7% |
0.0 |
| Volume |
72,920 |
89,964 |
17,044 |
23.4% |
576,404 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,296.0 |
12,237.0 |
12,034.5 |
|
| R3 |
12,197.0 |
12,138.0 |
12,007.2 |
|
| R2 |
12,098.0 |
12,098.0 |
11,998.2 |
|
| R1 |
12,039.0 |
12,039.0 |
11,989.1 |
12,019.0 |
| PP |
11,999.0 |
11,999.0 |
11,999.0 |
11,989.0 |
| S1 |
11,940.0 |
11,940.0 |
11,970.9 |
11,920.0 |
| S2 |
11,900.0 |
11,900.0 |
11,961.9 |
|
| S3 |
11,801.0 |
11,841.0 |
11,952.8 |
|
| S4 |
11,702.0 |
11,742.0 |
11,925.6 |
|
|
| 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 |
11,828.0 |
326.0 |
2.7% |
192.7 |
1.6% |
47% |
False |
False |
98,302 |
| 10 |
12,154.0 |
11,650.0 |
504.0 |
4.2% |
204.1 |
1.7% |
65% |
False |
False |
108,806 |
| 20 |
12,243.0 |
11,421.5 |
821.5 |
6.9% |
205.2 |
1.7% |
68% |
False |
False |
80,994 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.6% |
169.3 |
1.4% |
84% |
False |
False |
41,018 |
| 60 |
12,243.0 |
9,630.0 |
2,613.0 |
21.8% |
181.3 |
1.5% |
90% |
False |
False |
27,602 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.0% |
182.3 |
1.5% |
91% |
False |
False |
20,756 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
25.7% |
164.6 |
1.4% |
91% |
False |
False |
16,617 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.9% |
160.7 |
1.3% |
93% |
False |
False |
13,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,478.8 |
|
2.618 |
12,317.2 |
|
1.618 |
12,218.2 |
|
1.000 |
12,157.0 |
|
0.618 |
12,119.2 |
|
HIGH |
12,058.0 |
|
0.618 |
12,020.2 |
|
0.500 |
12,008.5 |
|
0.382 |
11,996.8 |
|
LOW |
11,959.0 |
|
0.618 |
11,897.8 |
|
1.000 |
11,860.0 |
|
1.618 |
11,798.8 |
|
2.618 |
11,699.8 |
|
4.250 |
11,538.3 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,008.5 |
12,012.0 |
| PP |
11,999.0 |
12,001.3 |
| S1 |
11,989.5 |
11,990.7 |
|