| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,049.00 |
2,052.75 |
3.75 |
0.2% |
2,047.00 |
| High |
2,057.00 |
2,055.00 |
-2.00 |
-0.1% |
2,074.25 |
| Low |
2,037.25 |
2,031.25 |
-6.00 |
-0.3% |
2,027.00 |
| Close |
2,052.00 |
2,052.00 |
0.00 |
0.0% |
2,052.00 |
| Range |
19.75 |
23.75 |
4.00 |
20.3% |
47.25 |
| ATR |
22.52 |
22.61 |
0.09 |
0.4% |
0.00 |
| Volume |
10,140 |
1,567 |
-8,573 |
-84.5% |
15,554 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,108.50 |
2,065.00 |
|
| R3 |
2,093.50 |
2,084.75 |
2,058.50 |
|
| R2 |
2,069.75 |
2,069.75 |
2,056.25 |
|
| R1 |
2,061.00 |
2,061.00 |
2,054.25 |
2,053.50 |
| PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,042.50 |
| S1 |
2,037.25 |
2,037.25 |
2,049.75 |
2,029.75 |
| S2 |
2,022.25 |
2,022.25 |
2,047.75 |
|
| S3 |
1,998.50 |
2,013.50 |
2,045.50 |
|
| S4 |
1,974.75 |
1,989.75 |
2,039.00 |
|
|
| 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 |
2,074.25 |
2,027.00 |
47.25 |
2.3% |
24.50 |
1.2% |
53% |
False |
False |
3,110 |
| 10 |
2,099.25 |
2,026.00 |
73.25 |
3.6% |
23.00 |
1.1% |
35% |
False |
False |
2,091 |
| 20 |
2,099.25 |
2,024.25 |
75.00 |
3.7% |
24.25 |
1.2% |
37% |
False |
False |
1,216 |
| 40 |
2,104.00 |
2,023.00 |
81.00 |
3.9% |
18.50 |
0.9% |
36% |
False |
False |
648 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
22.00 |
1.1% |
64% |
False |
False |
455 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
21.75 |
1.1% |
66% |
False |
False |
355 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
18.00 |
0.9% |
66% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.00 |
|
2.618 |
2,117.25 |
|
1.618 |
2,093.50 |
|
1.000 |
2,078.75 |
|
0.618 |
2,069.75 |
|
HIGH |
2,055.00 |
|
0.618 |
2,046.00 |
|
0.500 |
2,043.00 |
|
0.382 |
2,040.25 |
|
LOW |
2,031.25 |
|
0.618 |
2,016.50 |
|
1.000 |
2,007.50 |
|
1.618 |
1,992.75 |
|
2.618 |
1,969.00 |
|
4.250 |
1,930.25 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.00 |
2,048.75 |
| PP |
2,046.00 |
2,045.25 |
| S1 |
2,043.00 |
2,042.00 |
|