| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,071.50 |
2,068.50 |
-3.00 |
-0.1% |
2,052.75 |
| High |
2,082.75 |
2,080.25 |
-2.50 |
-0.1% |
2,081.75 |
| Low |
2,066.00 |
2,064.50 |
-1.50 |
-0.1% |
2,033.50 |
| Close |
2,067.75 |
2,076.00 |
8.25 |
0.4% |
2,059.50 |
| Range |
16.75 |
15.75 |
-1.00 |
-6.0% |
48.25 |
| ATR |
24.89 |
24.24 |
-0.65 |
-2.6% |
0.00 |
| Volume |
1,048,474 |
1,217,049 |
168,575 |
16.1% |
5,696,502 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.75 |
2,114.25 |
2,084.75 |
|
| R3 |
2,105.00 |
2,098.50 |
2,080.25 |
|
| R2 |
2,089.25 |
2,089.25 |
2,079.00 |
|
| R1 |
2,082.75 |
2,082.75 |
2,077.50 |
2,086.00 |
| PP |
2,073.50 |
2,073.50 |
2,073.50 |
2,075.25 |
| S1 |
2,067.00 |
2,067.00 |
2,074.50 |
2,070.25 |
| S2 |
2,057.75 |
2,057.75 |
2,073.00 |
|
| S3 |
2,042.00 |
2,051.25 |
2,071.75 |
|
| S4 |
2,026.25 |
2,035.50 |
2,067.25 |
|
|
| 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% |
24.25 |
1.2% |
86% |
False |
False |
1,215,551 |
| 10 |
2,089.25 |
2,033.25 |
56.00 |
2.7% |
25.50 |
1.2% |
76% |
False |
False |
1,368,899 |
| 20 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
25.50 |
1.2% |
59% |
False |
False |
1,357,701 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.75 |
1.0% |
57% |
False |
False |
688,999 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
26.25 |
1.3% |
77% |
False |
False |
460,440 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
26.50 |
1.3% |
78% |
False |
False |
345,711 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
24.00 |
1.2% |
78% |
False |
False |
276,629 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.6% |
24.00 |
1.2% |
89% |
False |
False |
230,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.25 |
|
2.618 |
2,121.50 |
|
1.618 |
2,105.75 |
|
1.000 |
2,096.00 |
|
0.618 |
2,090.00 |
|
HIGH |
2,080.25 |
|
0.618 |
2,074.25 |
|
0.500 |
2,072.50 |
|
0.382 |
2,070.50 |
|
LOW |
2,064.50 |
|
0.618 |
2,054.75 |
|
1.000 |
2,048.75 |
|
1.618 |
2,039.00 |
|
2.618 |
2,023.25 |
|
4.250 |
1,997.50 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.75 |
2,071.00 |
| PP |
2,073.50 |
2,065.75 |
| S1 |
2,072.50 |
2,060.75 |
|