| 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 |
2,074.75 |
2,058.00 |
-16.75 |
-0.8% |
2,097.75 |
| High |
2,076.75 |
2,060.75 |
-16.00 |
-0.8% |
2,107.00 |
| Low |
2,056.25 |
2,033.50 |
-22.75 |
-1.1% |
2,033.25 |
| Close |
2,060.75 |
2,053.00 |
-7.75 |
-0.4% |
2,052.50 |
| Range |
20.50 |
27.25 |
6.75 |
32.9% |
73.75 |
| ATR |
24.37 |
24.58 |
0.21 |
0.8% |
0.00 |
| Volume |
1,596,352 |
1,818,878 |
222,526 |
13.9% |
6,929,960 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.75 |
2,119.25 |
2,068.00 |
|
| R3 |
2,103.50 |
2,092.00 |
2,060.50 |
|
| R2 |
2,076.25 |
2,076.25 |
2,058.00 |
|
| R1 |
2,064.75 |
2,064.75 |
2,055.50 |
2,057.00 |
| PP |
2,049.00 |
2,049.00 |
2,049.00 |
2,045.25 |
| S1 |
2,037.50 |
2,037.50 |
2,050.50 |
2,029.50 |
| S2 |
2,021.75 |
2,021.75 |
2,048.00 |
|
| S3 |
1,994.50 |
2,010.25 |
2,045.50 |
|
| S4 |
1,967.25 |
1,983.00 |
2,038.00 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.50 |
2,242.75 |
2,093.00 |
|
| R3 |
2,211.75 |
2,169.00 |
2,072.75 |
|
| R2 |
2,138.00 |
2,138.00 |
2,066.00 |
|
| R1 |
2,095.25 |
2,095.25 |
2,059.25 |
2,079.75 |
| PP |
2,064.25 |
2,064.25 |
2,064.25 |
2,056.50 |
| S1 |
2,021.50 |
2,021.50 |
2,045.75 |
2,006.00 |
| S2 |
1,990.50 |
1,990.50 |
2,039.00 |
|
| S3 |
1,916.75 |
1,947.75 |
2,032.25 |
|
| S4 |
1,843.00 |
1,874.00 |
2,012.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,081.75 |
2,033.25 |
48.50 |
2.4% |
25.00 |
1.2% |
41% |
False |
False |
1,530,533 |
| 10 |
2,107.00 |
2,033.25 |
73.75 |
3.6% |
24.50 |
1.2% |
27% |
False |
False |
1,449,612 |
| 20 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
25.75 |
1.3% |
29% |
False |
False |
1,159,576 |
| 40 |
2,109.75 |
2,013.75 |
96.00 |
4.7% |
21.75 |
1.1% |
41% |
False |
False |
582,835 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
26.75 |
1.3% |
61% |
False |
False |
389,612 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
26.50 |
1.3% |
64% |
False |
False |
292,485 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
23.50 |
1.1% |
64% |
False |
False |
234,045 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.8% |
24.50 |
1.2% |
81% |
False |
False |
195,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.50 |
|
2.618 |
2,132.00 |
|
1.618 |
2,104.75 |
|
1.000 |
2,088.00 |
|
0.618 |
2,077.50 |
|
HIGH |
2,060.75 |
|
0.618 |
2,050.25 |
|
0.500 |
2,047.00 |
|
0.382 |
2,044.00 |
|
LOW |
2,033.50 |
|
0.618 |
2,016.75 |
|
1.000 |
2,006.25 |
|
1.618 |
1,989.50 |
|
2.618 |
1,962.25 |
|
4.250 |
1,917.75 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.00 |
2,057.50 |
| PP |
2,049.00 |
2,056.00 |
| S1 |
2,047.00 |
2,054.50 |
|