| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,204.7 |
1,212.0 |
7.3 |
0.6% |
1,199.8 |
| High |
1,207.4 |
1,225.0 |
17.6 |
1.5% |
1,209.4 |
| Low |
1,195.8 |
1,212.0 |
16.2 |
1.4% |
1,179.5 |
| Close |
1,201.8 |
1,219.5 |
17.7 |
1.5% |
1,201.8 |
| Range |
11.6 |
13.0 |
1.4 |
12.1% |
29.9 |
| ATR |
16.3 |
16.8 |
0.5 |
3.0% |
0.0 |
| Volume |
1,465 |
765 |
-700 |
-47.8% |
15,333 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,257.8 |
1,251.7 |
1,226.7 |
|
| R3 |
1,244.8 |
1,238.7 |
1,223.1 |
|
| R2 |
1,231.8 |
1,231.8 |
1,221.9 |
|
| R1 |
1,225.7 |
1,225.7 |
1,220.7 |
1,228.8 |
| PP |
1,218.8 |
1,218.8 |
1,218.8 |
1,220.4 |
| S1 |
1,212.7 |
1,212.7 |
1,218.3 |
1,215.8 |
| S2 |
1,205.8 |
1,205.8 |
1,217.1 |
|
| S3 |
1,192.8 |
1,199.7 |
1,215.9 |
|
| S4 |
1,179.8 |
1,186.7 |
1,212.4 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.6 |
1,274.1 |
1,218.2 |
|
| R3 |
1,256.7 |
1,244.2 |
1,210.0 |
|
| R2 |
1,226.8 |
1,226.8 |
1,207.3 |
|
| R1 |
1,214.3 |
1,214.3 |
1,204.5 |
1,220.6 |
| PP |
1,196.9 |
1,196.9 |
1,196.9 |
1,200.0 |
| S1 |
1,184.4 |
1,184.4 |
1,199.1 |
1,190.7 |
| S2 |
1,167.0 |
1,167.0 |
1,196.3 |
|
| S3 |
1,137.1 |
1,154.5 |
1,193.6 |
|
| S4 |
1,107.2 |
1,124.6 |
1,185.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,225.0 |
1,179.5 |
45.5 |
3.7% |
16.0 |
1.3% |
88% |
True |
False |
3,219 |
| 10 |
1,225.0 |
1,179.5 |
45.5 |
3.7% |
14.6 |
1.2% |
88% |
True |
False |
4,165 |
| 20 |
1,225.0 |
1,143.8 |
81.2 |
6.7% |
14.9 |
1.2% |
93% |
True |
False |
3,577 |
| 40 |
1,268.6 |
1,143.8 |
124.8 |
10.2% |
15.0 |
1.2% |
61% |
False |
False |
2,594 |
| 60 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
16.0 |
1.3% |
46% |
False |
False |
2,190 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.3 |
1.3% |
46% |
False |
False |
1,800 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
13.5% |
15.0 |
1.2% |
46% |
False |
False |
1,565 |
| 120 |
1,309.0 |
1,135.3 |
173.7 |
14.2% |
14.0 |
1.1% |
48% |
False |
False |
1,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.3 |
|
2.618 |
1,259.0 |
|
1.618 |
1,246.0 |
|
1.000 |
1,238.0 |
|
0.618 |
1,233.0 |
|
HIGH |
1,225.0 |
|
0.618 |
1,220.0 |
|
0.500 |
1,218.5 |
|
0.382 |
1,217.0 |
|
LOW |
1,212.0 |
|
0.618 |
1,204.0 |
|
1.000 |
1,199.0 |
|
1.618 |
1,191.0 |
|
2.618 |
1,178.0 |
|
4.250 |
1,156.8 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.2 |
1,214.2 |
| PP |
1,218.8 |
1,208.9 |
| S1 |
1,218.5 |
1,203.7 |
|