| 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 |
2,042.00 |
2,059.75 |
17.75 |
0.9% |
2,030.25 |
| High |
2,060.50 |
2,062.00 |
1.50 |
0.1% |
2,067.00 |
| Low |
2,035.00 |
2,026.00 |
-9.00 |
-0.4% |
2,019.25 |
| Close |
2,060.25 |
2,035.00 |
-25.25 |
-1.2% |
2,065.00 |
| Range |
25.50 |
36.00 |
10.50 |
41.2% |
47.75 |
| ATR |
24.32 |
25.16 |
0.83 |
3.4% |
0.00 |
| Volume |
1,894,599 |
2,052,195 |
157,596 |
8.3% |
7,872,036 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.00 |
2,128.00 |
2,054.75 |
|
| R3 |
2,113.00 |
2,092.00 |
2,045.00 |
|
| R2 |
2,077.00 |
2,077.00 |
2,041.50 |
|
| R1 |
2,056.00 |
2,056.00 |
2,038.25 |
2,048.50 |
| PP |
2,041.00 |
2,041.00 |
2,041.00 |
2,037.25 |
| S1 |
2,020.00 |
2,020.00 |
2,031.75 |
2,012.50 |
| S2 |
2,005.00 |
2,005.00 |
2,028.50 |
|
| S3 |
1,969.00 |
1,984.00 |
2,025.00 |
|
| S4 |
1,933.00 |
1,948.00 |
2,015.25 |
|
|
| 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 |
2,026.00 |
45.50 |
2.2% |
26.25 |
1.3% |
20% |
False |
True |
1,841,144 |
| 10 |
2,071.50 |
2,012.25 |
59.25 |
2.9% |
22.75 |
1.1% |
38% |
False |
False |
1,655,050 |
| 20 |
2,071.50 |
1,958.00 |
113.50 |
5.6% |
23.00 |
1.1% |
68% |
False |
False |
1,663,890 |
| 40 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
26.75 |
1.3% |
87% |
False |
False |
852,514 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
34.00 |
1.7% |
87% |
False |
False |
570,461 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
34.50 |
1.7% |
87% |
False |
False |
428,383 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
33.25 |
1.6% |
81% |
False |
False |
342,765 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
31.00 |
1.5% |
80% |
False |
False |
285,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.00 |
|
2.618 |
2,156.25 |
|
1.618 |
2,120.25 |
|
1.000 |
2,098.00 |
|
0.618 |
2,084.25 |
|
HIGH |
2,062.00 |
|
0.618 |
2,048.25 |
|
0.500 |
2,044.00 |
|
0.382 |
2,039.75 |
|
LOW |
2,026.00 |
|
0.618 |
2,003.75 |
|
1.000 |
1,990.00 |
|
1.618 |
1,967.75 |
|
2.618 |
1,931.75 |
|
4.250 |
1,873.00 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.00 |
2,044.00 |
| PP |
2,041.00 |
2,041.00 |
| S1 |
2,038.00 |
2,038.00 |
|