| 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 |
4,378.00 |
4,399.00 |
21.00 |
0.5% |
4,265.00 |
| High |
4,401.25 |
4,416.00 |
14.75 |
0.3% |
4,416.00 |
| Low |
4,352.75 |
4,385.75 |
33.00 |
0.8% |
4,264.50 |
| Close |
4,399.25 |
4,414.75 |
15.50 |
0.4% |
4,414.75 |
| Range |
48.50 |
30.25 |
-18.25 |
-37.6% |
151.50 |
| ATR |
53.76 |
52.08 |
-1.68 |
-3.1% |
0.00 |
| Volume |
201,439 |
126,565 |
-74,874 |
-37.2% |
879,269 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,496.25 |
4,485.75 |
4,431.50 |
|
| R3 |
4,466.00 |
4,455.50 |
4,423.00 |
|
| R2 |
4,435.75 |
4,435.75 |
4,420.25 |
|
| R1 |
4,425.25 |
4,425.25 |
4,417.50 |
4,430.50 |
| PP |
4,405.50 |
4,405.50 |
4,405.50 |
4,408.00 |
| S1 |
4,395.00 |
4,395.00 |
4,412.00 |
4,400.25 |
| S2 |
4,375.25 |
4,375.25 |
4,409.25 |
|
| S3 |
4,345.00 |
4,364.75 |
4,406.50 |
|
| S4 |
4,314.75 |
4,334.50 |
4,398.00 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,819.50 |
4,768.75 |
4,498.00 |
|
| R3 |
4,668.00 |
4,617.25 |
4,456.50 |
|
| R2 |
4,516.50 |
4,516.50 |
4,442.50 |
|
| R1 |
4,465.75 |
4,465.75 |
4,428.75 |
4,491.00 |
| PP |
4,365.00 |
4,365.00 |
4,365.00 |
4,377.75 |
| S1 |
4,314.25 |
4,314.25 |
4,400.75 |
4,339.50 |
| S2 |
4,213.50 |
4,213.50 |
4,387.00 |
|
| S3 |
4,062.00 |
4,162.75 |
4,373.00 |
|
| S4 |
3,910.50 |
4,011.25 |
4,331.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,416.00 |
4,264.50 |
151.50 |
3.4% |
52.50 |
1.2% |
99% |
True |
False |
175,853 |
| 10 |
4,416.00 |
4,259.00 |
157.00 |
3.6% |
52.75 |
1.2% |
99% |
True |
False |
199,608 |
| 20 |
4,472.25 |
4,259.00 |
213.25 |
4.8% |
55.75 |
1.3% |
73% |
False |
False |
229,104 |
| 40 |
4,476.50 |
4,259.00 |
217.50 |
4.9% |
46.50 |
1.1% |
72% |
False |
False |
118,477 |
| 60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
51.25 |
1.2% |
86% |
False |
False |
79,000 |
| 80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.75 |
1.1% |
86% |
False |
False |
59,255 |
| 100 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
44.00 |
1.0% |
86% |
False |
False |
47,404 |
| 120 |
4,476.50 |
3,785.25 |
691.25 |
15.7% |
38.00 |
0.9% |
91% |
False |
False |
39,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,544.50 |
|
2.618 |
4,495.25 |
|
1.618 |
4,465.00 |
|
1.000 |
4,446.25 |
|
0.618 |
4,434.75 |
|
HIGH |
4,416.00 |
|
0.618 |
4,404.50 |
|
0.500 |
4,401.00 |
|
0.382 |
4,397.25 |
|
LOW |
4,385.75 |
|
0.618 |
4,367.00 |
|
1.000 |
4,355.50 |
|
1.618 |
4,336.75 |
|
2.618 |
4,306.50 |
|
4.250 |
4,257.25 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,410.00 |
4,400.50 |
| PP |
4,405.50 |
4,386.00 |
| S1 |
4,401.00 |
4,371.75 |
|