| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2,061.75 |
2,069.25 |
7.50 |
0.4% |
2,047.00 |
| High |
2,072.50 |
2,079.25 |
6.75 |
0.3% |
2,074.25 |
| Low |
2,057.50 |
2,060.00 |
2.50 |
0.1% |
2,027.00 |
| Close |
2,068.50 |
2,078.25 |
9.75 |
0.5% |
2,052.00 |
| Range |
15.00 |
19.25 |
4.25 |
28.3% |
47.25 |
| ATR |
22.73 |
22.48 |
-0.25 |
-1.1% |
0.00 |
| Volume |
1,581 |
2,777 |
1,196 |
75.6% |
15,554 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.25 |
2,123.50 |
2,088.75 |
|
| R3 |
2,111.00 |
2,104.25 |
2,083.50 |
|
| R2 |
2,091.75 |
2,091.75 |
2,081.75 |
|
| R1 |
2,085.00 |
2,085.00 |
2,080.00 |
2,088.50 |
| PP |
2,072.50 |
2,072.50 |
2,072.50 |
2,074.25 |
| S1 |
2,065.75 |
2,065.75 |
2,076.50 |
2,069.00 |
| S2 |
2,053.25 |
2,053.25 |
2,074.75 |
|
| S3 |
2,034.00 |
2,046.50 |
2,073.00 |
|
| S4 |
2,014.75 |
2,027.25 |
2,067.75 |
|
|
| 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 |
2,079.25 |
2,031.25 |
48.00 |
2.3% |
23.00 |
1.1% |
98% |
True |
False |
1,708 |
| 10 |
2,079.25 |
2,027.00 |
52.25 |
2.5% |
23.00 |
1.1% |
98% |
True |
False |
2,387 |
| 20 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
24.50 |
1.2% |
71% |
False |
False |
1,505 |
| 40 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.25 |
0.9% |
68% |
False |
False |
814 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.50 |
1.0% |
82% |
False |
False |
564 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
21.50 |
1.0% |
83% |
False |
False |
439 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
19.00 |
0.9% |
83% |
False |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.00 |
|
2.618 |
2,129.75 |
|
1.618 |
2,110.50 |
|
1.000 |
2,098.50 |
|
0.618 |
2,091.25 |
|
HIGH |
2,079.25 |
|
0.618 |
2,072.00 |
|
0.500 |
2,069.50 |
|
0.382 |
2,067.25 |
|
LOW |
2,060.00 |
|
0.618 |
2,048.00 |
|
1.000 |
2,040.75 |
|
1.618 |
2,028.75 |
|
2.618 |
2,009.50 |
|
4.250 |
1,978.25 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.50 |
2,075.00 |
| PP |
2,072.50 |
2,071.75 |
| S1 |
2,069.50 |
2,068.50 |
|