| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,052.75 |
2,035.75 |
-17.00 |
-0.8% |
2,047.00 |
| High |
2,055.00 |
2,072.25 |
17.25 |
0.8% |
2,074.25 |
| Low |
2,031.25 |
2,032.25 |
1.00 |
0.0% |
2,027.00 |
| Close |
2,052.00 |
2,065.75 |
13.75 |
0.7% |
2,052.00 |
| Range |
23.75 |
40.00 |
16.25 |
68.4% |
47.25 |
| ATR |
22.61 |
23.85 |
1.24 |
5.5% |
0.00 |
| Volume |
1,567 |
137 |
-1,430 |
-91.3% |
15,554 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.75 |
2,161.25 |
2,087.75 |
|
| R3 |
2,136.75 |
2,121.25 |
2,076.75 |
|
| R2 |
2,096.75 |
2,096.75 |
2,073.00 |
|
| R1 |
2,081.25 |
2,081.25 |
2,069.50 |
2,089.00 |
| PP |
2,056.75 |
2,056.75 |
2,056.75 |
2,060.50 |
| S1 |
2,041.25 |
2,041.25 |
2,062.00 |
2,049.00 |
| S2 |
2,016.75 |
2,016.75 |
2,058.50 |
|
| S3 |
1,976.75 |
2,001.25 |
2,054.75 |
|
| S4 |
1,936.75 |
1,961.25 |
2,043.75 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.75 |
2,169.75 |
2,078.00 |
|
| R3 |
2,145.50 |
2,122.50 |
2,065.00 |
|
| R2 |
2,098.25 |
2,098.25 |
2,060.75 |
|
| R1 |
2,075.25 |
2,075.25 |
2,056.25 |
2,086.75 |
| PP |
2,051.00 |
2,051.00 |
2,051.00 |
2,057.00 |
| S1 |
2,028.00 |
2,028.00 |
2,047.75 |
2,039.50 |
| S2 |
2,003.75 |
2,003.75 |
2,043.25 |
|
| S3 |
1,956.50 |
1,980.75 |
2,039.00 |
|
| S4 |
1,909.25 |
1,933.50 |
2,026.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,072.25 |
2,027.00 |
45.25 |
2.2% |
25.75 |
1.2% |
86% |
True |
False |
2,775 |
| 10 |
2,093.25 |
2,026.00 |
67.25 |
3.3% |
25.75 |
1.2% |
59% |
False |
False |
2,054 |
| 20 |
2,099.25 |
2,024.25 |
75.00 |
3.6% |
25.75 |
1.2% |
55% |
False |
False |
1,215 |
| 40 |
2,104.00 |
2,023.00 |
81.00 |
3.9% |
19.25 |
0.9% |
53% |
False |
False |
651 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
22.25 |
1.1% |
74% |
False |
False |
451 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
22.00 |
1.1% |
75% |
False |
False |
355 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
18.50 |
0.9% |
75% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.25 |
|
2.618 |
2,177.00 |
|
1.618 |
2,137.00 |
|
1.000 |
2,112.25 |
|
0.618 |
2,097.00 |
|
HIGH |
2,072.25 |
|
0.618 |
2,057.00 |
|
0.500 |
2,052.25 |
|
0.382 |
2,047.50 |
|
LOW |
2,032.25 |
|
0.618 |
2,007.50 |
|
1.000 |
1,992.25 |
|
1.618 |
1,967.50 |
|
2.618 |
1,927.50 |
|
4.250 |
1,862.25 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.25 |
2,061.00 |
| PP |
2,056.75 |
2,056.50 |
| S1 |
2,052.25 |
2,051.75 |
|