| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,056.0 |
12,105.0 |
49.0 |
0.4% |
11,930.0 |
| High |
12,058.0 |
12,158.0 |
100.0 |
0.8% |
12,154.0 |
| Low |
11,959.0 |
12,044.5 |
85.5 |
0.7% |
11,870.0 |
| Close |
11,980.0 |
12,068.5 |
88.5 |
0.7% |
11,980.0 |
| Range |
99.0 |
113.5 |
14.5 |
14.6% |
284.0 |
| ATR |
198.7 |
197.2 |
-1.5 |
-0.7% |
0.0 |
| Volume |
89,964 |
83,821 |
-6,143 |
-6.8% |
402,274 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,430.8 |
12,363.2 |
12,130.9 |
|
| R3 |
12,317.3 |
12,249.7 |
12,099.7 |
|
| R2 |
12,203.8 |
12,203.8 |
12,089.3 |
|
| R1 |
12,136.2 |
12,136.2 |
12,078.9 |
12,113.3 |
| PP |
12,090.3 |
12,090.3 |
12,090.3 |
12,078.9 |
| S1 |
12,022.7 |
12,022.7 |
12,058.1 |
11,999.8 |
| S2 |
11,976.8 |
11,976.8 |
12,047.7 |
|
| S3 |
11,863.3 |
11,909.2 |
12,037.3 |
|
| S4 |
11,749.8 |
11,795.7 |
12,006.1 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,853.3 |
12,700.7 |
12,136.2 |
|
| R3 |
12,569.3 |
12,416.7 |
12,058.1 |
|
| R2 |
12,285.3 |
12,285.3 |
12,032.1 |
|
| R1 |
12,132.7 |
12,132.7 |
12,006.0 |
12,209.0 |
| PP |
12,001.3 |
12,001.3 |
12,001.3 |
12,039.5 |
| S1 |
11,848.7 |
11,848.7 |
11,954.0 |
11,925.0 |
| S2 |
11,717.3 |
11,717.3 |
11,927.9 |
|
| S3 |
11,433.3 |
11,564.7 |
11,901.9 |
|
| S4 |
11,149.3 |
11,280.7 |
11,823.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,158.0 |
11,870.0 |
288.0 |
2.4% |
184.2 |
1.5% |
69% |
True |
False |
97,219 |
| 10 |
12,158.0 |
11,650.0 |
508.0 |
4.2% |
199.1 |
1.6% |
82% |
True |
False |
106,249 |
| 20 |
12,243.0 |
11,421.5 |
821.5 |
6.8% |
205.6 |
1.7% |
79% |
False |
False |
85,101 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.5% |
169.4 |
1.4% |
89% |
False |
False |
43,110 |
| 60 |
12,243.0 |
9,645.0 |
2,598.0 |
21.5% |
179.3 |
1.5% |
93% |
False |
False |
28,992 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.8% |
182.1 |
1.5% |
94% |
False |
False |
21,804 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
25.6% |
164.1 |
1.4% |
94% |
False |
False |
17,455 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.7% |
160.5 |
1.3% |
95% |
False |
False |
14,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,640.4 |
|
2.618 |
12,455.1 |
|
1.618 |
12,341.6 |
|
1.000 |
12,271.5 |
|
0.618 |
12,228.1 |
|
HIGH |
12,158.0 |
|
0.618 |
12,114.6 |
|
0.500 |
12,101.3 |
|
0.382 |
12,087.9 |
|
LOW |
12,044.5 |
|
0.618 |
11,974.4 |
|
1.000 |
11,931.0 |
|
1.618 |
11,860.9 |
|
2.618 |
11,747.4 |
|
4.250 |
11,562.1 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,101.3 |
12,050.3 |
| PP |
12,090.3 |
12,032.2 |
| S1 |
12,079.4 |
12,014.0 |
|