| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1,188.6 |
1,185.1 |
-3.5 |
-0.3% |
1,187.0 |
| High |
1,192.3 |
1,211.1 |
18.8 |
1.6% |
1,221.5 |
| Low |
1,181.0 |
1,184.5 |
3.5 |
0.3% |
1,183.2 |
| Close |
1,185.7 |
1,210.7 |
25.0 |
2.1% |
1,203.3 |
| Range |
11.3 |
26.6 |
15.3 |
135.4% |
38.3 |
| ATR |
15.6 |
16.4 |
0.8 |
5.0% |
0.0 |
| Volume |
2,239 |
1,813 |
-426 |
-19.0% |
11,722 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.9 |
1,272.9 |
1,225.3 |
|
| R3 |
1,255.3 |
1,246.3 |
1,218.0 |
|
| R2 |
1,228.7 |
1,228.7 |
1,215.6 |
|
| R1 |
1,219.7 |
1,219.7 |
1,213.1 |
1,224.2 |
| PP |
1,202.1 |
1,202.1 |
1,202.1 |
1,204.4 |
| S1 |
1,193.1 |
1,193.1 |
1,208.3 |
1,197.6 |
| S2 |
1,175.5 |
1,175.5 |
1,205.8 |
|
| S3 |
1,148.9 |
1,166.5 |
1,203.4 |
|
| S4 |
1,122.3 |
1,139.9 |
1,196.1 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.6 |
1,298.7 |
1,224.4 |
|
| R3 |
1,279.3 |
1,260.4 |
1,213.8 |
|
| R2 |
1,241.0 |
1,241.0 |
1,210.3 |
|
| R1 |
1,222.1 |
1,222.1 |
1,206.8 |
1,231.6 |
| PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,207.4 |
| S1 |
1,183.8 |
1,183.8 |
1,199.8 |
1,193.3 |
| S2 |
1,164.4 |
1,164.4 |
1,196.3 |
|
| S3 |
1,126.1 |
1,145.5 |
1,192.8 |
|
| S4 |
1,087.8 |
1,107.2 |
1,182.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.5 |
1,181.0 |
40.5 |
3.3% |
17.2 |
1.4% |
73% |
False |
False |
4,010 |
| 10 |
1,221.5 |
1,163.4 |
58.1 |
4.8% |
14.6 |
1.2% |
81% |
False |
False |
2,776 |
| 20 |
1,221.5 |
1,145.5 |
76.0 |
6.3% |
15.4 |
1.3% |
86% |
False |
False |
2,631 |
| 40 |
1,275.9 |
1,145.5 |
130.4 |
10.8% |
15.4 |
1.3% |
50% |
False |
False |
2,082 |
| 60 |
1,309.5 |
1,145.5 |
164.0 |
13.5% |
16.6 |
1.4% |
40% |
False |
False |
1,863 |
| 80 |
1,309.5 |
1,145.5 |
164.0 |
13.5% |
16.9 |
1.4% |
40% |
False |
False |
1,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.2 |
|
2.618 |
1,280.7 |
|
1.618 |
1,254.1 |
|
1.000 |
1,237.7 |
|
0.618 |
1,227.5 |
|
HIGH |
1,211.1 |
|
0.618 |
1,200.9 |
|
0.500 |
1,197.8 |
|
0.382 |
1,194.7 |
|
LOW |
1,184.5 |
|
0.618 |
1,168.1 |
|
1.000 |
1,157.9 |
|
1.618 |
1,141.5 |
|
2.618 |
1,114.9 |
|
4.250 |
1,071.5 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.4 |
1,205.8 |
| PP |
1,202.1 |
1,200.9 |
| S1 |
1,197.8 |
1,196.1 |
|