| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,077.75 |
2,086.00 |
8.25 |
0.4% |
2,039.50 |
| High |
2,087.00 |
2,096.25 |
9.25 |
0.4% |
2,096.25 |
| Low |
2,066.75 |
2,083.00 |
16.25 |
0.8% |
2,038.75 |
| Close |
2,085.75 |
2,095.50 |
9.75 |
0.5% |
2,095.50 |
| Range |
20.25 |
13.25 |
-7.00 |
-34.6% |
57.50 |
| ATR |
23.95 |
23.19 |
-0.76 |
-3.2% |
0.00 |
| Volume |
1,211,778 |
880,529 |
-331,249 |
-27.3% |
5,306,277 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.25 |
2,126.75 |
2,102.75 |
|
| R3 |
2,118.00 |
2,113.50 |
2,099.25 |
|
| R2 |
2,104.75 |
2,104.75 |
2,098.00 |
|
| R1 |
2,100.25 |
2,100.25 |
2,096.75 |
2,102.50 |
| PP |
2,091.50 |
2,091.50 |
2,091.50 |
2,092.75 |
| S1 |
2,087.00 |
2,087.00 |
2,094.25 |
2,089.25 |
| S2 |
2,078.25 |
2,078.25 |
2,093.00 |
|
| S3 |
2,065.00 |
2,073.75 |
2,091.75 |
|
| S4 |
2,051.75 |
2,060.50 |
2,088.25 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.25 |
2,230.00 |
2,127.00 |
|
| R3 |
2,191.75 |
2,172.50 |
2,111.25 |
|
| R2 |
2,134.25 |
2,134.25 |
2,106.00 |
|
| R1 |
2,115.00 |
2,115.00 |
2,100.75 |
2,124.50 |
| PP |
2,076.75 |
2,076.75 |
2,076.75 |
2,081.75 |
| S1 |
2,057.50 |
2,057.50 |
2,090.25 |
2,067.00 |
| S2 |
2,019.25 |
2,019.25 |
2,085.00 |
|
| S3 |
1,961.75 |
2,000.00 |
2,079.75 |
|
| S4 |
1,904.25 |
1,942.50 |
2,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,096.25 |
2,038.75 |
57.50 |
2.7% |
21.50 |
1.0% |
99% |
True |
False |
1,061,255 |
| 10 |
2,096.25 |
2,033.50 |
62.75 |
3.0% |
22.75 |
1.1% |
99% |
True |
False |
1,216,163 |
| 20 |
2,107.00 |
2,032.50 |
74.50 |
3.6% |
25.00 |
1.2% |
85% |
False |
False |
1,404,027 |
| 40 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.25 |
1.0% |
82% |
False |
False |
741,168 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.25 |
1.2% |
90% |
False |
False |
495,248 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.25 |
1.3% |
91% |
False |
False |
371,861 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
24.00 |
1.1% |
91% |
False |
False |
297,548 |
| 120 |
2,109.75 |
1,845.00 |
264.75 |
12.6% |
23.50 |
1.1% |
95% |
False |
False |
247,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.50 |
|
2.618 |
2,131.00 |
|
1.618 |
2,117.75 |
|
1.000 |
2,109.50 |
|
0.618 |
2,104.50 |
|
HIGH |
2,096.25 |
|
0.618 |
2,091.25 |
|
0.500 |
2,089.50 |
|
0.382 |
2,088.00 |
|
LOW |
2,083.00 |
|
0.618 |
2,074.75 |
|
1.000 |
2,069.75 |
|
1.618 |
2,061.50 |
|
2.618 |
2,048.25 |
|
4.250 |
2,026.75 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.50 |
2,090.50 |
| PP |
2,091.50 |
2,085.50 |
| S1 |
2,089.50 |
2,080.50 |
|