| 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 |
1,260.2 |
1,257.7 |
-2.5 |
-0.2% |
1,236.7 |
| High |
1,262.8 |
1,263.5 |
0.7 |
0.1% |
1,263.5 |
| Low |
1,242.7 |
1,256.8 |
14.1 |
1.1% |
1,236.6 |
| Close |
1,256.7 |
1,262.2 |
5.5 |
0.4% |
1,262.2 |
| Range |
20.1 |
6.7 |
-13.4 |
-66.7% |
26.9 |
| ATR |
15.5 |
14.8 |
-0.6 |
-4.0% |
0.0 |
| Volume |
86,090 |
54,907 |
-31,183 |
-36.2% |
338,141 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.0 |
1,278.3 |
1,266.0 |
|
| R3 |
1,274.3 |
1,271.5 |
1,264.0 |
|
| R2 |
1,267.5 |
1,267.5 |
1,263.5 |
|
| R1 |
1,264.8 |
1,264.8 |
1,262.8 |
1,266.3 |
| PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,261.5 |
| S1 |
1,258.3 |
1,258.3 |
1,261.5 |
1,259.5 |
| S2 |
1,254.3 |
1,254.3 |
1,261.0 |
|
| S3 |
1,247.5 |
1,251.5 |
1,260.3 |
|
| S4 |
1,240.8 |
1,244.8 |
1,258.5 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.8 |
1,325.5 |
1,277.0 |
|
| R3 |
1,308.0 |
1,298.5 |
1,269.5 |
|
| R2 |
1,281.0 |
1,281.0 |
1,267.3 |
|
| R1 |
1,271.5 |
1,271.5 |
1,264.8 |
1,276.3 |
| PP |
1,254.0 |
1,254.0 |
1,254.0 |
1,256.5 |
| S1 |
1,244.8 |
1,244.8 |
1,259.8 |
1,249.5 |
| S2 |
1,227.3 |
1,227.3 |
1,257.3 |
|
| S3 |
1,200.3 |
1,217.8 |
1,254.8 |
|
| S4 |
1,173.5 |
1,191.0 |
1,247.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,263.5 |
1,236.6 |
26.9 |
2.1% |
16.3 |
1.3% |
95% |
True |
False |
67,628 |
| 10 |
1,263.5 |
1,223.1 |
40.4 |
3.2% |
16.0 |
1.3% |
97% |
True |
False |
72,799 |
| 20 |
1,265.2 |
1,212.5 |
52.7 |
4.2% |
15.8 |
1.3% |
94% |
False |
False |
88,925 |
| 40 |
1,265.2 |
1,198.8 |
66.4 |
5.3% |
12.3 |
1.0% |
95% |
False |
False |
47,630 |
| 60 |
1,265.2 |
1,137.0 |
128.2 |
10.2% |
10.8 |
0.9% |
98% |
False |
False |
31,763 |
| 80 |
1,265.2 |
1,126.7 |
138.5 |
11.0% |
9.0 |
0.7% |
98% |
False |
False |
23,824 |
| 100 |
1,265.2 |
1,126.7 |
138.5 |
11.0% |
7.3 |
0.6% |
98% |
False |
False |
19,059 |
| 120 |
1,265.2 |
1,070.8 |
194.4 |
15.4% |
6.0 |
0.5% |
98% |
False |
False |
15,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.0 |
|
2.618 |
1,281.0 |
|
1.618 |
1,274.3 |
|
1.000 |
1,270.3 |
|
0.618 |
1,267.8 |
|
HIGH |
1,263.5 |
|
0.618 |
1,261.0 |
|
0.500 |
1,260.3 |
|
0.382 |
1,259.3 |
|
LOW |
1,256.8 |
|
0.618 |
1,252.8 |
|
1.000 |
1,250.0 |
|
1.618 |
1,246.0 |
|
2.618 |
1,239.3 |
|
4.250 |
1,228.3 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.5 |
1,259.3 |
| PP |
1,260.8 |
1,256.3 |
| S1 |
1,260.3 |
1,253.0 |
|