| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,760.0 |
9,617.0 |
-143.0 |
-1.5% |
9,945.0 |
| High |
9,760.0 |
9,700.5 |
-59.5 |
-0.6% |
10,139.0 |
| Low |
9,556.0 |
9,537.5 |
-18.5 |
-0.2% |
9,712.5 |
| Close |
9,614.5 |
9,666.0 |
51.5 |
0.5% |
9,838.0 |
| Range |
204.0 |
163.0 |
-41.0 |
-20.1% |
426.5 |
| ATR |
217.5 |
213.6 |
-3.9 |
-1.8% |
0.0 |
| Volume |
113,466 |
115,472 |
2,006 |
1.8% |
436,455 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,123.7 |
10,057.8 |
9,755.7 |
|
| R3 |
9,960.7 |
9,894.8 |
9,710.8 |
|
| R2 |
9,797.7 |
9,797.7 |
9,695.9 |
|
| R1 |
9,731.8 |
9,731.8 |
9,680.9 |
9,764.8 |
| PP |
9,634.7 |
9,634.7 |
9,634.7 |
9,651.1 |
| S1 |
9,568.8 |
9,568.8 |
9,651.1 |
9,601.8 |
| S2 |
9,471.7 |
9,471.7 |
9,636.1 |
|
| S3 |
9,308.7 |
9,405.8 |
9,621.2 |
|
| S4 |
9,145.7 |
9,242.8 |
9,576.4 |
|
|
| 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 |
10,070.5 |
9,537.5 |
533.0 |
5.5% |
172.0 |
1.8% |
24% |
False |
True |
121,388 |
| 10 |
10,153.0 |
9,537.5 |
615.5 |
6.4% |
173.0 |
1.8% |
21% |
False |
True |
97,428 |
| 20 |
10,153.0 |
9,436.5 |
716.5 |
7.4% |
198.3 |
2.1% |
32% |
False |
False |
78,381 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.7% |
193.5 |
2.0% |
66% |
False |
False |
39,671 |
| 60 |
10,201.5 |
8,730.0 |
1,471.5 |
15.2% |
214.9 |
2.2% |
64% |
False |
False |
26,777 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
22.7% |
213.5 |
2.2% |
43% |
False |
False |
20,267 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.2% |
199.8 |
2.1% |
34% |
False |
False |
16,225 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
28.2% |
183.0 |
1.9% |
34% |
False |
False |
13,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,393.3 |
|
2.618 |
10,127.2 |
|
1.618 |
9,964.2 |
|
1.000 |
9,863.5 |
|
0.618 |
9,801.2 |
|
HIGH |
9,700.5 |
|
0.618 |
9,638.2 |
|
0.500 |
9,619.0 |
|
0.382 |
9,599.8 |
|
LOW |
9,537.5 |
|
0.618 |
9,436.8 |
|
1.000 |
9,374.5 |
|
1.618 |
9,273.8 |
|
2.618 |
9,110.8 |
|
4.250 |
8,844.8 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,650.3 |
9,741.8 |
| PP |
9,634.7 |
9,716.5 |
| S1 |
9,619.0 |
9,691.3 |
|