| 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 |
2,069.25 |
2,078.50 |
9.25 |
0.4% |
2,035.75 |
| High |
2,079.25 |
2,088.50 |
9.25 |
0.4% |
2,088.50 |
| Low |
2,060.00 |
2,076.00 |
16.00 |
0.8% |
2,032.25 |
| Close |
2,078.25 |
2,088.00 |
9.75 |
0.5% |
2,088.00 |
| Range |
19.25 |
12.50 |
-6.75 |
-35.1% |
56.25 |
| ATR |
22.48 |
21.77 |
-0.71 |
-3.2% |
0.00 |
| Volume |
2,777 |
1,806 |
-971 |
-35.0% |
8,782 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.75 |
2,117.25 |
2,095.00 |
|
| R3 |
2,109.25 |
2,104.75 |
2,091.50 |
|
| R2 |
2,096.75 |
2,096.75 |
2,090.25 |
|
| R1 |
2,092.25 |
2,092.25 |
2,089.25 |
2,094.50 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,085.25 |
| S1 |
2,079.75 |
2,079.75 |
2,086.75 |
2,082.00 |
| S2 |
2,071.75 |
2,071.75 |
2,085.75 |
|
| S3 |
2,059.25 |
2,067.25 |
2,084.50 |
|
| S4 |
2,046.75 |
2,054.75 |
2,081.00 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.25 |
2,219.50 |
2,119.00 |
|
| R3 |
2,182.00 |
2,163.25 |
2,103.50 |
|
| R2 |
2,125.75 |
2,125.75 |
2,098.25 |
|
| R1 |
2,107.00 |
2,107.00 |
2,093.25 |
2,116.50 |
| PP |
2,069.50 |
2,069.50 |
2,069.50 |
2,074.25 |
| S1 |
2,050.75 |
2,050.75 |
2,082.75 |
2,060.00 |
| S2 |
2,013.25 |
2,013.25 |
2,077.75 |
|
| S3 |
1,957.00 |
1,994.50 |
2,072.50 |
|
| S4 |
1,900.75 |
1,938.25 |
2,057.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.50 |
2,032.25 |
56.25 |
2.7% |
20.75 |
1.0% |
99% |
True |
False |
1,756 |
| 10 |
2,088.50 |
2,027.00 |
61.50 |
2.9% |
22.50 |
1.1% |
99% |
True |
False |
2,433 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
24.00 |
1.1% |
85% |
False |
False |
1,591 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
18.75 |
0.9% |
80% |
False |
False |
848 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.25 |
1.0% |
89% |
False |
False |
593 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
21.50 |
1.0% |
90% |
False |
False |
462 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
19.00 |
0.9% |
90% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.50 |
|
2.618 |
2,121.25 |
|
1.618 |
2,108.75 |
|
1.000 |
2,101.00 |
|
0.618 |
2,096.25 |
|
HIGH |
2,088.50 |
|
0.618 |
2,083.75 |
|
0.500 |
2,082.25 |
|
0.382 |
2,080.75 |
|
LOW |
2,076.00 |
|
0.618 |
2,068.25 |
|
1.000 |
2,063.50 |
|
1.618 |
2,055.75 |
|
2.618 |
2,043.25 |
|
4.250 |
2,023.00 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.00 |
2,083.00 |
| PP |
2,084.25 |
2,078.00 |
| S1 |
2,082.25 |
2,073.00 |
|