| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,679.0 |
9,579.5 |
-99.5 |
-1.0% |
9,860.5 |
| High |
9,736.0 |
9,707.5 |
-28.5 |
-0.3% |
9,946.0 |
| Low |
9,472.5 |
9,570.0 |
97.5 |
1.0% |
9,472.5 |
| Close |
9,534.5 |
9,650.5 |
116.0 |
1.2% |
9,650.5 |
| Range |
263.5 |
137.5 |
-126.0 |
-47.8% |
473.5 |
| ATR |
217.2 |
214.0 |
-3.2 |
-1.5% |
0.0 |
| Volume |
96,636 |
115,085 |
18,449 |
19.1% |
559,031 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,055.2 |
9,990.3 |
9,726.1 |
|
| R3 |
9,917.7 |
9,852.8 |
9,688.3 |
|
| R2 |
9,780.2 |
9,780.2 |
9,675.7 |
|
| R1 |
9,715.3 |
9,715.3 |
9,663.1 |
9,747.8 |
| PP |
9,642.7 |
9,642.7 |
9,642.7 |
9,658.9 |
| S1 |
9,577.8 |
9,577.8 |
9,637.9 |
9,610.3 |
| S2 |
9,505.2 |
9,505.2 |
9,625.3 |
|
| S3 |
9,367.7 |
9,440.3 |
9,612.7 |
|
| S4 |
9,230.2 |
9,302.8 |
9,574.9 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,110.2 |
10,853.8 |
9,910.9 |
|
| R3 |
10,636.7 |
10,380.3 |
9,780.7 |
|
| R2 |
10,163.2 |
10,163.2 |
9,737.3 |
|
| R1 |
9,906.8 |
9,906.8 |
9,693.9 |
9,798.3 |
| PP |
9,689.7 |
9,689.7 |
9,689.7 |
9,635.4 |
| S1 |
9,433.3 |
9,433.3 |
9,607.1 |
9,324.8 |
| S2 |
9,216.2 |
9,216.2 |
9,563.7 |
|
| S3 |
8,742.7 |
8,959.8 |
9,520.3 |
|
| S4 |
8,269.2 |
8,486.3 |
9,390.1 |
|
|
| 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 |
4.9% |
189.4 |
2.0% |
38% |
False |
False |
111,806 |
| 10 |
10,139.0 |
9,472.5 |
666.5 |
6.9% |
173.2 |
1.8% |
27% |
False |
False |
108,509 |
| 20 |
10,153.0 |
9,436.5 |
716.5 |
7.4% |
202.3 |
2.1% |
30% |
False |
False |
88,463 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.7% |
191.0 |
2.0% |
65% |
False |
False |
44,937 |
| 60 |
10,153.0 |
8,730.0 |
1,423.0 |
14.7% |
209.6 |
2.2% |
65% |
False |
False |
30,275 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
22.7% |
216.4 |
2.2% |
42% |
False |
False |
22,912 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.2% |
202.6 |
2.1% |
34% |
False |
False |
18,340 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
28.2% |
184.6 |
1.9% |
34% |
False |
False |
15,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,291.9 |
|
2.618 |
10,067.5 |
|
1.618 |
9,930.0 |
|
1.000 |
9,845.0 |
|
0.618 |
9,792.5 |
|
HIGH |
9,707.5 |
|
0.618 |
9,655.0 |
|
0.500 |
9,638.8 |
|
0.382 |
9,622.5 |
|
LOW |
9,570.0 |
|
0.618 |
9,485.0 |
|
1.000 |
9,432.5 |
|
1.618 |
9,347.5 |
|
2.618 |
9,210.0 |
|
4.250 |
8,985.6 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,646.6 |
9,635.1 |
| PP |
9,642.7 |
9,619.7 |
| S1 |
9,638.8 |
9,604.3 |
|