| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,064.00 |
2,055.50 |
-8.50 |
-0.4% |
2,030.25 |
| High |
2,071.50 |
2,055.50 |
-16.00 |
-0.8% |
2,067.00 |
| Low |
2,054.25 |
2,034.25 |
-20.00 |
-1.0% |
2,019.25 |
| Close |
2,057.50 |
2,038.75 |
-18.75 |
-0.9% |
2,065.00 |
| Range |
17.25 |
21.25 |
4.00 |
23.2% |
47.75 |
| ATR |
24.31 |
24.23 |
-0.08 |
-0.3% |
0.00 |
| Volume |
1,380,117 |
1,827,488 |
447,371 |
32.4% |
7,872,036 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.50 |
2,094.00 |
2,050.50 |
|
| R3 |
2,085.25 |
2,072.75 |
2,044.50 |
|
| R2 |
2,064.00 |
2,064.00 |
2,042.75 |
|
| R1 |
2,051.50 |
2,051.50 |
2,040.75 |
2,047.00 |
| PP |
2,042.75 |
2,042.75 |
2,042.75 |
2,040.75 |
| S1 |
2,030.25 |
2,030.25 |
2,036.75 |
2,026.00 |
| S2 |
2,021.50 |
2,021.50 |
2,034.75 |
|
| S3 |
2,000.25 |
2,009.00 |
2,033.00 |
|
| S4 |
1,979.00 |
1,987.75 |
2,027.00 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,177.00 |
2,091.25 |
|
| R3 |
2,146.00 |
2,129.25 |
2,078.25 |
|
| R2 |
2,098.25 |
2,098.25 |
2,073.75 |
|
| R1 |
2,081.50 |
2,081.50 |
2,069.50 |
2,090.00 |
| PP |
2,050.50 |
2,050.50 |
2,050.50 |
2,054.50 |
| S1 |
2,033.75 |
2,033.75 |
2,060.50 |
2,042.00 |
| S2 |
2,002.75 |
2,002.75 |
2,056.25 |
|
| S3 |
1,955.00 |
1,986.00 |
2,051.75 |
|
| S4 |
1,907.25 |
1,938.25 |
2,038.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.50 |
2,034.25 |
37.25 |
1.8% |
20.00 |
1.0% |
12% |
False |
True |
1,724,464 |
| 10 |
2,071.50 |
2,012.25 |
59.25 |
2.9% |
20.50 |
1.0% |
45% |
False |
False |
1,565,709 |
| 20 |
2,071.50 |
1,958.00 |
113.50 |
5.6% |
21.75 |
1.1% |
71% |
False |
False |
1,489,183 |
| 40 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
27.50 |
1.4% |
88% |
False |
False |
754,310 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
34.50 |
1.7% |
88% |
False |
False |
504,796 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
34.50 |
1.7% |
88% |
False |
False |
379,062 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
32.75 |
1.6% |
83% |
False |
False |
303,298 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
31.00 |
1.5% |
81% |
False |
False |
252,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.75 |
|
2.618 |
2,111.25 |
|
1.618 |
2,090.00 |
|
1.000 |
2,076.75 |
|
0.618 |
2,068.75 |
|
HIGH |
2,055.50 |
|
0.618 |
2,047.50 |
|
0.500 |
2,045.00 |
|
0.382 |
2,042.25 |
|
LOW |
2,034.25 |
|
0.618 |
2,021.00 |
|
1.000 |
2,013.00 |
|
1.618 |
1,999.75 |
|
2.618 |
1,978.50 |
|
4.250 |
1,944.00 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.00 |
2,053.00 |
| PP |
2,042.75 |
2,048.25 |
| S1 |
2,040.75 |
2,043.50 |
|