| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,068.50 |
2,077.75 |
9.25 |
0.4% |
2,052.75 |
| High |
2,080.25 |
2,087.00 |
6.75 |
0.3% |
2,081.75 |
| Low |
2,064.50 |
2,066.75 |
2.25 |
0.1% |
2,033.50 |
| Close |
2,076.00 |
2,085.75 |
9.75 |
0.5% |
2,059.50 |
| Range |
15.75 |
20.25 |
4.50 |
28.6% |
48.25 |
| ATR |
24.24 |
23.95 |
-0.28 |
-1.2% |
0.00 |
| Volume |
1,217,049 |
1,211,778 |
-5,271 |
-0.4% |
5,696,502 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.50 |
2,133.50 |
2,097.00 |
|
| R3 |
2,120.25 |
2,113.25 |
2,091.25 |
|
| R2 |
2,100.00 |
2,100.00 |
2,089.50 |
|
| R1 |
2,093.00 |
2,093.00 |
2,087.50 |
2,096.50 |
| PP |
2,079.75 |
2,079.75 |
2,079.75 |
2,081.50 |
| S1 |
2,072.75 |
2,072.75 |
2,084.00 |
2,076.25 |
| S2 |
2,059.50 |
2,059.50 |
2,082.00 |
|
| S3 |
2,039.25 |
2,052.50 |
2,080.25 |
|
| S4 |
2,019.00 |
2,032.25 |
2,074.50 |
|
|
| 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 |
2,087.00 |
2,038.75 |
48.25 |
2.3% |
23.00 |
1.1% |
97% |
True |
False |
1,094,131 |
| 10 |
2,087.00 |
2,033.25 |
53.75 |
2.6% |
24.00 |
1.1% |
98% |
True |
False |
1,312,332 |
| 20 |
2,107.00 |
2,030.75 |
76.25 |
3.7% |
25.75 |
1.2% |
72% |
False |
False |
1,401,688 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.50 |
1.0% |
70% |
False |
False |
719,263 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
26.00 |
1.2% |
84% |
False |
False |
480,599 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
26.50 |
1.3% |
85% |
False |
False |
360,856 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
24.00 |
1.2% |
85% |
False |
False |
288,745 |
| 120 |
2,109.75 |
1,809.50 |
300.25 |
14.4% |
23.75 |
1.1% |
92% |
False |
False |
240,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.00 |
|
2.618 |
2,140.00 |
|
1.618 |
2,119.75 |
|
1.000 |
2,107.25 |
|
0.618 |
2,099.50 |
|
HIGH |
2,087.00 |
|
0.618 |
2,079.25 |
|
0.500 |
2,077.00 |
|
0.382 |
2,074.50 |
|
LOW |
2,066.75 |
|
0.618 |
2,054.25 |
|
1.000 |
2,046.50 |
|
1.618 |
2,034.00 |
|
2.618 |
2,013.75 |
|
4.250 |
1,980.75 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.75 |
2,082.50 |
| PP |
2,079.75 |
2,079.00 |
| S1 |
2,077.00 |
2,075.75 |
|