| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,050.00 |
2,049.00 |
-1.00 |
0.0% |
2,096.75 |
| High |
2,053.00 |
2,057.00 |
4.00 |
0.2% |
2,099.25 |
| Low |
2,027.00 |
2,037.25 |
10.25 |
0.5% |
2,026.00 |
| Close |
2,045.50 |
2,052.00 |
6.50 |
0.3% |
2,045.00 |
| Range |
26.00 |
19.75 |
-6.25 |
-24.0% |
73.25 |
| ATR |
22.74 |
22.52 |
-0.21 |
-0.9% |
0.00 |
| Volume |
906 |
10,140 |
9,234 |
1,019.2% |
5,362 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.00 |
2,099.75 |
2,062.75 |
|
| R3 |
2,088.25 |
2,080.00 |
2,057.50 |
|
| R2 |
2,068.50 |
2,068.50 |
2,055.50 |
|
| R1 |
2,060.25 |
2,060.25 |
2,053.75 |
2,064.50 |
| PP |
2,048.75 |
2,048.75 |
2,048.75 |
2,050.75 |
| S1 |
2,040.50 |
2,040.50 |
2,050.25 |
2,044.50 |
| S2 |
2,029.00 |
2,029.00 |
2,048.50 |
|
| S3 |
2,009.25 |
2,020.75 |
2,046.50 |
|
| S4 |
1,989.50 |
2,001.00 |
2,041.25 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.50 |
2,234.00 |
2,085.25 |
|
| R3 |
2,203.25 |
2,160.75 |
2,065.25 |
|
| R2 |
2,130.00 |
2,130.00 |
2,058.50 |
|
| R1 |
2,087.50 |
2,087.50 |
2,051.75 |
2,072.00 |
| PP |
2,056.75 |
2,056.75 |
2,056.75 |
2,049.00 |
| S1 |
2,014.25 |
2,014.25 |
2,038.25 |
1,999.00 |
| S2 |
1,983.50 |
1,983.50 |
2,031.50 |
|
| S3 |
1,910.25 |
1,941.00 |
2,024.75 |
|
| S4 |
1,837.00 |
1,867.75 |
2,004.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,074.25 |
2,027.00 |
47.25 |
2.3% |
23.00 |
1.1% |
53% |
False |
False |
3,066 |
| 10 |
2,099.25 |
2,026.00 |
73.25 |
3.6% |
23.25 |
1.1% |
35% |
False |
False |
1,970 |
| 20 |
2,099.25 |
2,024.25 |
75.00 |
3.7% |
24.75 |
1.2% |
37% |
False |
False |
1,139 |
| 40 |
2,104.00 |
2,007.25 |
96.75 |
4.7% |
19.00 |
0.9% |
46% |
False |
False |
612 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
22.00 |
1.1% |
64% |
False |
False |
435 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
21.50 |
1.0% |
66% |
False |
False |
338 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
17.75 |
0.9% |
66% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.00 |
|
2.618 |
2,108.75 |
|
1.618 |
2,089.00 |
|
1.000 |
2,076.75 |
|
0.618 |
2,069.25 |
|
HIGH |
2,057.00 |
|
0.618 |
2,049.50 |
|
0.500 |
2,047.00 |
|
0.382 |
2,044.75 |
|
LOW |
2,037.25 |
|
0.618 |
2,025.00 |
|
1.000 |
2,017.50 |
|
1.618 |
2,005.25 |
|
2.618 |
1,985.50 |
|
4.250 |
1,953.25 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.50 |
2,050.50 |
| PP |
2,048.75 |
2,049.25 |
| S1 |
2,047.00 |
2,048.00 |
|