| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
4,932.0 |
4,903.0 |
-29.0 |
-0.6% |
4,993.0 |
| High |
4,937.0 |
4,958.0 |
21.0 |
0.4% |
5,031.0 |
| Low |
4,889.0 |
4,888.0 |
-1.0 |
0.0% |
4,871.0 |
| Close |
4,902.0 |
4,951.0 |
49.0 |
1.0% |
4,912.0 |
| Range |
48.0 |
70.0 |
22.0 |
45.8% |
160.0 |
| ATR |
67.5 |
67.7 |
0.2 |
0.3% |
0.0 |
| Volume |
17,160 |
18,156 |
996 |
5.8% |
126,814 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,142.3 |
5,116.7 |
4,989.5 |
|
| R3 |
5,072.3 |
5,046.7 |
4,970.3 |
|
| R2 |
5,002.3 |
5,002.3 |
4,963.8 |
|
| R1 |
4,976.7 |
4,976.7 |
4,957.4 |
4,989.5 |
| PP |
4,932.3 |
4,932.3 |
4,932.3 |
4,938.8 |
| S1 |
4,906.7 |
4,906.7 |
4,944.6 |
4,919.5 |
| S2 |
4,862.3 |
4,862.3 |
4,938.2 |
|
| S3 |
4,792.3 |
4,836.7 |
4,931.8 |
|
| S4 |
4,722.3 |
4,766.7 |
4,912.5 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,418.0 |
5,325.0 |
5,000.0 |
|
| R3 |
5,258.0 |
5,165.0 |
4,956.0 |
|
| R2 |
5,098.0 |
5,098.0 |
4,941.3 |
|
| R1 |
5,005.0 |
5,005.0 |
4,926.7 |
4,971.5 |
| PP |
4,938.0 |
4,938.0 |
4,938.0 |
4,921.3 |
| S1 |
4,845.0 |
4,845.0 |
4,897.3 |
4,811.5 |
| S2 |
4,778.0 |
4,778.0 |
4,882.7 |
|
| S3 |
4,618.0 |
4,685.0 |
4,868.0 |
|
| S4 |
4,458.0 |
4,525.0 |
4,824.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,969.0 |
4,871.0 |
98.0 |
2.0% |
54.8 |
1.1% |
82% |
False |
False |
21,481 |
| 10 |
5,086.0 |
4,871.0 |
215.0 |
4.3% |
62.9 |
1.3% |
37% |
False |
False |
25,276 |
| 20 |
5,214.0 |
4,871.0 |
343.0 |
6.9% |
61.6 |
1.2% |
23% |
False |
False |
35,410 |
| 40 |
5,214.0 |
4,690.0 |
524.0 |
10.6% |
59.7 |
1.2% |
50% |
False |
False |
18,280 |
| 60 |
5,214.0 |
4,649.0 |
565.0 |
11.4% |
52.9 |
1.1% |
53% |
False |
False |
12,205 |
| 80 |
5,282.0 |
4,649.0 |
633.0 |
12.8% |
44.1 |
0.9% |
48% |
False |
False |
9,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,255.5 |
|
2.618 |
5,141.3 |
|
1.618 |
5,071.3 |
|
1.000 |
5,028.0 |
|
0.618 |
5,001.3 |
|
HIGH |
4,958.0 |
|
0.618 |
4,931.3 |
|
0.500 |
4,923.0 |
|
0.382 |
4,914.7 |
|
LOW |
4,888.0 |
|
0.618 |
4,844.7 |
|
1.000 |
4,818.0 |
|
1.618 |
4,774.7 |
|
2.618 |
4,704.7 |
|
4.250 |
4,590.5 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,941.7 |
4,938.8 |
| PP |
4,932.3 |
4,926.7 |
| S1 |
4,923.0 |
4,914.5 |
|