| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,039.50 |
2,071.50 |
32.00 |
1.6% |
2,052.75 |
| High |
2,080.00 |
2,082.75 |
2.75 |
0.1% |
2,081.75 |
| Low |
2,038.75 |
2,066.00 |
27.25 |
1.3% |
2,033.50 |
| Close |
2,073.25 |
2,067.75 |
-5.50 |
-0.3% |
2,059.50 |
| Range |
41.25 |
16.75 |
-24.50 |
-59.4% |
48.25 |
| ATR |
25.51 |
24.89 |
-0.63 |
-2.5% |
0.00 |
| Volume |
948,447 |
1,048,474 |
100,027 |
10.5% |
5,696,502 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.50 |
2,111.75 |
2,077.00 |
|
| R3 |
2,105.75 |
2,095.00 |
2,072.25 |
|
| R2 |
2,089.00 |
2,089.00 |
2,070.75 |
|
| R1 |
2,078.25 |
2,078.25 |
2,069.25 |
2,075.25 |
| PP |
2,072.25 |
2,072.25 |
2,072.25 |
2,070.50 |
| S1 |
2,061.50 |
2,061.50 |
2,066.25 |
2,058.50 |
| S2 |
2,055.50 |
2,055.50 |
2,064.75 |
|
| S3 |
2,038.75 |
2,044.75 |
2,063.25 |
|
| S4 |
2,022.00 |
2,028.00 |
2,058.50 |
|
|
| 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 |
2,082.75 |
2,033.50 |
49.25 |
2.4% |
25.25 |
1.2% |
70% |
True |
False |
1,291,411 |
| 10 |
2,101.00 |
2,033.25 |
67.75 |
3.3% |
25.75 |
1.2% |
51% |
False |
False |
1,366,580 |
| 20 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
26.50 |
1.3% |
49% |
False |
False |
1,304,823 |
| 40 |
2,109.75 |
2,029.00 |
80.75 |
3.9% |
21.75 |
1.0% |
48% |
False |
False |
658,620 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
26.50 |
1.3% |
71% |
False |
False |
440,200 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
26.75 |
1.3% |
73% |
False |
False |
330,499 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
23.75 |
1.2% |
73% |
False |
False |
264,459 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
24.00 |
1.2% |
86% |
False |
False |
220,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.00 |
|
2.618 |
2,126.50 |
|
1.618 |
2,109.75 |
|
1.000 |
2,099.50 |
|
0.618 |
2,093.00 |
|
HIGH |
2,082.75 |
|
0.618 |
2,076.25 |
|
0.500 |
2,074.50 |
|
0.382 |
2,072.50 |
|
LOW |
2,066.00 |
|
0.618 |
2,055.75 |
|
1.000 |
2,049.25 |
|
1.618 |
2,039.00 |
|
2.618 |
2,022.25 |
|
4.250 |
1,994.75 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.50 |
2,065.50 |
| PP |
2,072.25 |
2,063.00 |
| S1 |
2,070.00 |
2,060.75 |
|