| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,055.25 |
2,039.50 |
-15.75 |
-0.8% |
2,052.75 |
| High |
2,064.75 |
2,080.00 |
15.25 |
0.7% |
2,081.75 |
| Low |
2,044.00 |
2,038.75 |
-5.25 |
-0.3% |
2,033.50 |
| Close |
2,059.50 |
2,073.25 |
13.75 |
0.7% |
2,059.50 |
| Range |
20.75 |
41.25 |
20.50 |
98.8% |
48.25 |
| ATR |
24.30 |
25.51 |
1.21 |
5.0% |
0.00 |
| Volume |
1,044,908 |
948,447 |
-96,461 |
-9.2% |
5,696,502 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.75 |
2,171.75 |
2,096.00 |
|
| R3 |
2,146.50 |
2,130.50 |
2,084.50 |
|
| R2 |
2,105.25 |
2,105.25 |
2,080.75 |
|
| R1 |
2,089.25 |
2,089.25 |
2,077.00 |
2,097.25 |
| PP |
2,064.00 |
2,064.00 |
2,064.00 |
2,068.00 |
| S1 |
2,048.00 |
2,048.00 |
2,069.50 |
2,056.00 |
| S2 |
2,022.75 |
2,022.75 |
2,065.75 |
|
| S3 |
1,981.50 |
2,006.75 |
2,062.00 |
|
| S4 |
1,940.25 |
1,965.50 |
2,050.50 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.00 |
2,179.50 |
2,086.00 |
|
| R3 |
2,154.75 |
2,131.25 |
2,072.75 |
|
| R2 |
2,106.50 |
2,106.50 |
2,068.25 |
|
| R1 |
2,083.00 |
2,083.00 |
2,064.00 |
2,094.75 |
| PP |
2,058.25 |
2,058.25 |
2,058.25 |
2,064.00 |
| S1 |
2,034.75 |
2,034.75 |
2,055.00 |
2,046.50 |
| S2 |
2,010.00 |
2,010.00 |
2,050.75 |
|
| S3 |
1,961.75 |
1,986.50 |
2,046.25 |
|
| S4 |
1,913.50 |
1,938.25 |
2,033.00 |
|
|
| 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 |
2,033.50 |
48.25 |
2.3% |
28.75 |
1.4% |
82% |
False |
False |
1,328,989 |
| 10 |
2,107.00 |
2,033.25 |
73.75 |
3.6% |
25.50 |
1.2% |
54% |
False |
False |
1,357,490 |
| 20 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
26.50 |
1.3% |
56% |
False |
False |
1,256,536 |
| 40 |
2,109.75 |
2,029.00 |
80.75 |
3.9% |
21.75 |
1.1% |
55% |
False |
False |
632,482 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
26.75 |
1.3% |
75% |
False |
False |
422,750 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
27.00 |
1.3% |
77% |
False |
False |
317,397 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
23.75 |
1.1% |
77% |
False |
False |
253,976 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.6% |
24.25 |
1.2% |
88% |
False |
False |
211,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.25 |
|
2.618 |
2,188.00 |
|
1.618 |
2,146.75 |
|
1.000 |
2,121.25 |
|
0.618 |
2,105.50 |
|
HIGH |
2,080.00 |
|
0.618 |
2,064.25 |
|
0.500 |
2,059.50 |
|
0.382 |
2,054.50 |
|
LOW |
2,038.75 |
|
0.618 |
2,013.25 |
|
1.000 |
1,997.50 |
|
1.618 |
1,972.00 |
|
2.618 |
1,930.75 |
|
4.250 |
1,863.50 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.50 |
2,067.75 |
| PP |
2,064.00 |
2,062.25 |
| S1 |
2,059.50 |
2,056.75 |
|