| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,579.5 |
9,649.5 |
70.0 |
0.7% |
9,860.5 |
| High |
9,707.5 |
9,784.5 |
77.0 |
0.8% |
9,946.0 |
| Low |
9,570.0 |
9,551.5 |
-18.5 |
-0.2% |
9,472.5 |
| Close |
9,650.5 |
9,726.0 |
75.5 |
0.8% |
9,650.5 |
| Range |
137.5 |
233.0 |
95.5 |
69.5% |
473.5 |
| ATR |
214.0 |
215.4 |
1.4 |
0.6% |
0.0 |
| Volume |
115,085 |
116,230 |
1,145 |
1.0% |
559,031 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,386.3 |
10,289.2 |
9,854.2 |
|
| R3 |
10,153.3 |
10,056.2 |
9,790.1 |
|
| R2 |
9,920.3 |
9,920.3 |
9,768.7 |
|
| R1 |
9,823.2 |
9,823.2 |
9,747.4 |
9,871.8 |
| PP |
9,687.3 |
9,687.3 |
9,687.3 |
9,711.6 |
| S1 |
9,590.2 |
9,590.2 |
9,704.6 |
9,638.8 |
| S2 |
9,454.3 |
9,454.3 |
9,683.3 |
|
| S3 |
9,221.3 |
9,357.2 |
9,661.9 |
|
| S4 |
8,988.3 |
9,124.2 |
9,597.9 |
|
|
| 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 |
9,784.5 |
9,472.5 |
312.0 |
3.2% |
200.2 |
2.1% |
81% |
True |
False |
111,377 |
| 10 |
10,139.0 |
9,472.5 |
666.5 |
6.9% |
181.8 |
1.9% |
38% |
False |
False |
111,171 |
| 20 |
10,153.0 |
9,472.5 |
680.5 |
7.0% |
184.5 |
1.9% |
37% |
False |
False |
93,878 |
| 40 |
10,153.0 |
8,850.0 |
1,303.0 |
13.4% |
191.3 |
2.0% |
67% |
False |
False |
47,827 |
| 60 |
10,153.0 |
8,730.0 |
1,423.0 |
14.6% |
208.5 |
2.1% |
70% |
False |
False |
32,196 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
22.5% |
215.6 |
2.2% |
45% |
False |
False |
24,349 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.0% |
204.4 |
2.1% |
37% |
False |
False |
19,502 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
28.0% |
185.8 |
1.9% |
37% |
False |
False |
16,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,774.8 |
|
2.618 |
10,394.5 |
|
1.618 |
10,161.5 |
|
1.000 |
10,017.5 |
|
0.618 |
9,928.5 |
|
HIGH |
9,784.5 |
|
0.618 |
9,695.5 |
|
0.500 |
9,668.0 |
|
0.382 |
9,640.5 |
|
LOW |
9,551.5 |
|
0.618 |
9,407.5 |
|
1.000 |
9,318.5 |
|
1.618 |
9,174.5 |
|
2.618 |
8,941.5 |
|
4.250 |
8,561.3 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,706.7 |
9,693.5 |
| PP |
9,687.3 |
9,661.0 |
| S1 |
9,668.0 |
9,628.5 |
|