| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
4,993.0 |
4,975.0 |
-18.0 |
-0.4% |
5,064.0 |
| High |
5,031.0 |
4,980.0 |
-51.0 |
-1.0% |
5,100.0 |
| Low |
4,973.0 |
4,888.0 |
-85.0 |
-1.7% |
4,957.0 |
| Close |
4,980.0 |
4,908.0 |
-72.0 |
-1.4% |
4,976.0 |
| Range |
58.0 |
92.0 |
34.0 |
58.6% |
143.0 |
| ATR |
70.7 |
72.3 |
1.5 |
2.1% |
0.0 |
| Volume |
21,550 |
33,171 |
11,621 |
53.9% |
123,410 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,201.3 |
5,146.7 |
4,958.6 |
|
| R3 |
5,109.3 |
5,054.7 |
4,933.3 |
|
| R2 |
5,017.3 |
5,017.3 |
4,924.9 |
|
| R1 |
4,962.7 |
4,962.7 |
4,916.4 |
4,944.0 |
| PP |
4,925.3 |
4,925.3 |
4,925.3 |
4,916.0 |
| S1 |
4,870.7 |
4,870.7 |
4,899.6 |
4,852.0 |
| S2 |
4,833.3 |
4,833.3 |
4,891.1 |
|
| S3 |
4,741.3 |
4,778.7 |
4,882.7 |
|
| S4 |
4,649.3 |
4,686.7 |
4,857.4 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,440.0 |
5,351.0 |
5,054.7 |
|
| R3 |
5,297.0 |
5,208.0 |
5,015.3 |
|
| R2 |
5,154.0 |
5,154.0 |
5,002.2 |
|
| R1 |
5,065.0 |
5,065.0 |
4,989.1 |
5,038.0 |
| PP |
5,011.0 |
5,011.0 |
5,011.0 |
4,997.5 |
| S1 |
4,922.0 |
4,922.0 |
4,962.9 |
4,895.0 |
| S2 |
4,868.0 |
4,868.0 |
4,949.8 |
|
| S3 |
4,725.0 |
4,779.0 |
4,936.7 |
|
| S4 |
4,582.0 |
4,636.0 |
4,897.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,086.0 |
4,888.0 |
198.0 |
4.0% |
71.0 |
1.4% |
10% |
False |
True |
29,070 |
| 10 |
5,189.0 |
4,888.0 |
301.0 |
6.1% |
67.1 |
1.4% |
7% |
False |
True |
25,722 |
| 20 |
5,214.0 |
4,888.0 |
326.0 |
6.6% |
60.7 |
1.2% |
6% |
False |
True |
30,910 |
| 40 |
5,214.0 |
4,649.0 |
565.0 |
11.5% |
62.5 |
1.3% |
46% |
False |
False |
15,604 |
| 60 |
5,214.0 |
4,649.0 |
565.0 |
11.5% |
49.5 |
1.0% |
46% |
False |
False |
10,415 |
| 80 |
5,282.0 |
4,649.0 |
633.0 |
12.9% |
40.7 |
0.8% |
41% |
False |
False |
7,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,371.0 |
|
2.618 |
5,220.9 |
|
1.618 |
5,128.9 |
|
1.000 |
5,072.0 |
|
0.618 |
5,036.9 |
|
HIGH |
4,980.0 |
|
0.618 |
4,944.9 |
|
0.500 |
4,934.0 |
|
0.382 |
4,923.1 |
|
LOW |
4,888.0 |
|
0.618 |
4,831.1 |
|
1.000 |
4,796.0 |
|
1.618 |
4,739.1 |
|
2.618 |
4,647.1 |
|
4.250 |
4,497.0 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,934.0 |
4,964.0 |
| PP |
4,925.3 |
4,945.3 |
| S1 |
4,916.7 |
4,926.7 |
|