| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
3,650.0 |
3,686.0 |
36.0 |
1.0% |
3,615.0 |
| High |
3,656.0 |
3,707.0 |
51.0 |
1.4% |
3,679.0 |
| Low |
3,636.0 |
3,667.0 |
31.0 |
0.9% |
3,601.0 |
| Close |
3,643.0 |
3,675.0 |
32.0 |
0.9% |
3,643.0 |
| Range |
20.0 |
40.0 |
20.0 |
100.0% |
78.0 |
| ATR |
54.8 |
55.5 |
0.7 |
1.2% |
0.0 |
| Volume |
844,163 |
730,402 |
-113,761 |
-13.5% |
3,793,565 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,803.0 |
3,779.0 |
3,697.0 |
|
| R3 |
3,763.0 |
3,739.0 |
3,686.0 |
|
| R2 |
3,723.0 |
3,723.0 |
3,682.3 |
|
| R1 |
3,699.0 |
3,699.0 |
3,678.7 |
3,691.0 |
| PP |
3,683.0 |
3,683.0 |
3,683.0 |
3,679.0 |
| S1 |
3,659.0 |
3,659.0 |
3,671.3 |
3,651.0 |
| S2 |
3,643.0 |
3,643.0 |
3,667.7 |
|
| S3 |
3,603.0 |
3,619.0 |
3,664.0 |
|
| S4 |
3,563.0 |
3,579.0 |
3,653.0 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,875.0 |
3,837.0 |
3,685.9 |
|
| R3 |
3,797.0 |
3,759.0 |
3,664.5 |
|
| R2 |
3,719.0 |
3,719.0 |
3,657.3 |
|
| R1 |
3,681.0 |
3,681.0 |
3,650.2 |
3,700.0 |
| PP |
3,641.0 |
3,641.0 |
3,641.0 |
3,650.5 |
| S1 |
3,603.0 |
3,603.0 |
3,635.9 |
3,622.0 |
| S2 |
3,563.0 |
3,563.0 |
3,628.7 |
|
| S3 |
3,485.0 |
3,525.0 |
3,621.6 |
|
| S4 |
3,407.0 |
3,447.0 |
3,600.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,707.0 |
3,601.0 |
106.0 |
2.9% |
49.6 |
1.3% |
70% |
True |
False |
904,793 |
| 10 |
3,707.0 |
3,544.0 |
163.0 |
4.4% |
52.6 |
1.4% |
80% |
True |
False |
972,192 |
| 20 |
3,707.0 |
3,476.0 |
231.0 |
6.3% |
53.4 |
1.5% |
86% |
True |
False |
920,815 |
| 40 |
3,707.0 |
3,248.0 |
459.0 |
12.5% |
49.8 |
1.4% |
93% |
True |
False |
471,303 |
| 60 |
3,707.0 |
2,942.0 |
765.0 |
20.8% |
56.1 |
1.5% |
96% |
True |
False |
314,675 |
| 80 |
3,707.0 |
2,848.0 |
859.0 |
23.4% |
59.1 |
1.6% |
96% |
True |
False |
236,269 |
| 100 |
3,707.0 |
2,848.0 |
859.0 |
23.4% |
52.1 |
1.4% |
96% |
True |
False |
189,047 |
| 120 |
3,707.0 |
2,710.0 |
997.0 |
27.1% |
50.6 |
1.4% |
97% |
True |
False |
157,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,877.0 |
|
2.618 |
3,811.7 |
|
1.618 |
3,771.7 |
|
1.000 |
3,747.0 |
|
0.618 |
3,731.7 |
|
HIGH |
3,707.0 |
|
0.618 |
3,691.7 |
|
0.500 |
3,687.0 |
|
0.382 |
3,682.3 |
|
LOW |
3,667.0 |
|
0.618 |
3,642.3 |
|
1.000 |
3,627.0 |
|
1.618 |
3,602.3 |
|
2.618 |
3,562.3 |
|
4.250 |
3,497.0 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,687.0 |
3,668.0 |
| PP |
3,683.0 |
3,661.0 |
| S1 |
3,679.0 |
3,654.0 |
|