| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,915.0 |
9,860.5 |
-54.5 |
-0.5% |
9,945.0 |
| High |
9,919.0 |
9,946.0 |
27.0 |
0.3% |
10,139.0 |
| Low |
9,712.5 |
9,767.0 |
54.5 |
0.6% |
9,712.5 |
| Close |
9,838.0 |
9,842.0 |
4.0 |
0.0% |
9,838.0 |
| Range |
206.5 |
179.0 |
-27.5 |
-13.3% |
426.5 |
| ATR |
214.8 |
212.3 |
-2.6 |
-1.2% |
0.0 |
| Volume |
116,125 |
118,372 |
2,247 |
1.9% |
436,455 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,388.7 |
10,294.3 |
9,940.5 |
|
| R3 |
10,209.7 |
10,115.3 |
9,891.2 |
|
| R2 |
10,030.7 |
10,030.7 |
9,874.8 |
|
| R1 |
9,936.3 |
9,936.3 |
9,858.4 |
9,894.0 |
| PP |
9,851.7 |
9,851.7 |
9,851.7 |
9,830.5 |
| S1 |
9,757.3 |
9,757.3 |
9,825.6 |
9,715.0 |
| S2 |
9,672.7 |
9,672.7 |
9,809.2 |
|
| S3 |
9,493.7 |
9,578.3 |
9,792.8 |
|
| S4 |
9,314.7 |
9,399.3 |
9,743.6 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,176.0 |
10,933.5 |
10,072.6 |
|
| R3 |
10,749.5 |
10,507.0 |
9,955.3 |
|
| R2 |
10,323.0 |
10,323.0 |
9,916.2 |
|
| R1 |
10,080.5 |
10,080.5 |
9,877.1 |
9,988.5 |
| PP |
9,896.5 |
9,896.5 |
9,896.5 |
9,850.5 |
| S1 |
9,654.0 |
9,654.0 |
9,798.9 |
9,562.0 |
| S2 |
9,470.0 |
9,470.0 |
9,759.8 |
|
| S3 |
9,043.5 |
9,227.5 |
9,720.7 |
|
| S4 |
8,617.0 |
8,801.0 |
9,603.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,139.0 |
9,712.5 |
426.5 |
4.3% |
163.3 |
1.7% |
30% |
False |
False |
110,965 |
| 10 |
10,153.0 |
9,712.5 |
440.5 |
4.5% |
174.4 |
1.8% |
29% |
False |
False |
95,526 |
| 20 |
10,153.0 |
9,436.5 |
716.5 |
7.3% |
193.1 |
2.0% |
57% |
False |
False |
67,090 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.5% |
200.0 |
2.0% |
78% |
False |
False |
33,995 |
| 60 |
10,201.5 |
8,730.0 |
1,471.5 |
15.0% |
219.5 |
2.2% |
76% |
False |
False |
22,979 |
| 80 |
11,026.0 |
8,730.0 |
2,296.0 |
23.3% |
212.3 |
2.2% |
48% |
False |
False |
17,406 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
196.8 |
2.0% |
41% |
False |
False |
13,936 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
180.9 |
1.8% |
41% |
False |
False |
11,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,706.8 |
|
2.618 |
10,414.6 |
|
1.618 |
10,235.6 |
|
1.000 |
10,125.0 |
|
0.618 |
10,056.6 |
|
HIGH |
9,946.0 |
|
0.618 |
9,877.6 |
|
0.500 |
9,856.5 |
|
0.382 |
9,835.4 |
|
LOW |
9,767.0 |
|
0.618 |
9,656.4 |
|
1.000 |
9,588.0 |
|
1.618 |
9,477.4 |
|
2.618 |
9,298.4 |
|
4.250 |
9,006.3 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,856.5 |
9,891.5 |
| PP |
9,851.7 |
9,875.0 |
| S1 |
9,846.8 |
9,858.5 |
|