| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,617.0 |
9,679.0 |
62.0 |
0.6% |
9,945.0 |
| High |
9,700.5 |
9,736.0 |
35.5 |
0.4% |
10,139.0 |
| Low |
9,537.5 |
9,472.5 |
-65.0 |
-0.7% |
9,712.5 |
| Close |
9,666.0 |
9,534.5 |
-131.5 |
-1.4% |
9,838.0 |
| Range |
163.0 |
263.5 |
100.5 |
61.7% |
426.5 |
| ATR |
213.6 |
217.2 |
3.6 |
1.7% |
0.0 |
| Volume |
115,472 |
96,636 |
-18,836 |
-16.3% |
436,455 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,371.5 |
10,216.5 |
9,679.4 |
|
| R3 |
10,108.0 |
9,953.0 |
9,607.0 |
|
| R2 |
9,844.5 |
9,844.5 |
9,582.8 |
|
| R1 |
9,689.5 |
9,689.5 |
9,558.7 |
9,635.3 |
| PP |
9,581.0 |
9,581.0 |
9,581.0 |
9,553.9 |
| S1 |
9,426.0 |
9,426.0 |
9,510.3 |
9,371.8 |
| S2 |
9,317.5 |
9,317.5 |
9,486.2 |
|
| S3 |
9,054.0 |
9,162.5 |
9,462.0 |
|
| S4 |
8,790.5 |
8,899.0 |
9,389.6 |
|
|
| 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 |
9,946.0 |
9,472.5 |
473.5 |
5.0% |
203.2 |
2.1% |
13% |
False |
True |
112,014 |
| 10 |
10,153.0 |
9,472.5 |
680.5 |
7.1% |
174.7 |
1.8% |
9% |
False |
True |
97,147 |
| 20 |
10,153.0 |
9,436.5 |
716.5 |
7.5% |
202.9 |
2.1% |
14% |
False |
False |
83,096 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.9% |
193.7 |
2.0% |
57% |
False |
False |
42,078 |
| 60 |
10,201.5 |
8,730.0 |
1,471.5 |
15.4% |
214.3 |
2.2% |
55% |
False |
False |
28,372 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
23.0% |
215.6 |
2.3% |
37% |
False |
False |
21,474 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.6% |
201.2 |
2.1% |
30% |
False |
False |
17,189 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
28.6% |
184.8 |
1.9% |
30% |
False |
False |
14,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,855.9 |
|
2.618 |
10,425.8 |
|
1.618 |
10,162.3 |
|
1.000 |
9,999.5 |
|
0.618 |
9,898.8 |
|
HIGH |
9,736.0 |
|
0.618 |
9,635.3 |
|
0.500 |
9,604.3 |
|
0.382 |
9,573.2 |
|
LOW |
9,472.5 |
|
0.618 |
9,309.7 |
|
1.000 |
9,209.0 |
|
1.618 |
9,046.2 |
|
2.618 |
8,782.7 |
|
4.250 |
8,352.6 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,604.3 |
9,616.3 |
| PP |
9,581.0 |
9,589.0 |
| S1 |
9,557.8 |
9,561.8 |
|