| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.00 |
2,061.75 |
-2.25 |
-0.1% |
2,047.00 |
| High |
2,075.25 |
2,072.50 |
-2.75 |
-0.1% |
2,074.25 |
| Low |
2,058.75 |
2,057.50 |
-1.25 |
-0.1% |
2,027.00 |
| Close |
2,060.50 |
2,068.50 |
8.00 |
0.4% |
2,052.00 |
| Range |
16.50 |
15.00 |
-1.50 |
-9.1% |
47.25 |
| ATR |
23.33 |
22.73 |
-0.59 |
-2.5% |
0.00 |
| Volume |
2,481 |
1,581 |
-900 |
-36.3% |
15,554 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.25 |
2,104.75 |
2,076.75 |
|
| R3 |
2,096.25 |
2,089.75 |
2,072.50 |
|
| R2 |
2,081.25 |
2,081.25 |
2,071.25 |
|
| R1 |
2,074.75 |
2,074.75 |
2,070.00 |
2,078.00 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,067.75 |
| S1 |
2,059.75 |
2,059.75 |
2,067.00 |
2,063.00 |
| S2 |
2,051.25 |
2,051.25 |
2,065.75 |
|
| S3 |
2,036.25 |
2,044.75 |
2,064.50 |
|
| S4 |
2,021.25 |
2,029.75 |
2,060.25 |
|
|
| 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 |
2,075.25 |
2,031.25 |
44.00 |
2.1% |
23.00 |
1.1% |
85% |
False |
False |
3,181 |
| 10 |
2,075.25 |
2,026.00 |
49.25 |
2.4% |
23.50 |
1.1% |
86% |
False |
False |
2,243 |
| 20 |
2,099.25 |
2,024.25 |
75.00 |
3.6% |
25.00 |
1.2% |
59% |
False |
False |
1,368 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.9% |
19.25 |
0.9% |
55% |
False |
False |
751 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
22.00 |
1.1% |
76% |
False |
False |
518 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
21.75 |
1.0% |
77% |
False |
False |
405 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
18.75 |
0.9% |
77% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.25 |
|
2.618 |
2,111.75 |
|
1.618 |
2,096.75 |
|
1.000 |
2,087.50 |
|
0.618 |
2,081.75 |
|
HIGH |
2,072.50 |
|
0.618 |
2,066.75 |
|
0.500 |
2,065.00 |
|
0.382 |
2,063.25 |
|
LOW |
2,057.50 |
|
0.618 |
2,048.25 |
|
1.000 |
2,042.50 |
|
1.618 |
2,033.25 |
|
2.618 |
2,018.25 |
|
4.250 |
1,993.75 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.25 |
2,063.50 |
| PP |
2,066.25 |
2,058.75 |
| S1 |
2,065.00 |
2,053.75 |
|