| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,108.9 |
1,113.3 |
4.4 |
0.4% |
1,074.9 |
| High |
1,115.2 |
1,116.8 |
1.6 |
0.1% |
1,115.2 |
| Low |
1,097.3 |
1,103.5 |
6.2 |
0.6% |
1,067.7 |
| Close |
1,114.0 |
1,105.0 |
-9.0 |
-0.8% |
1,114.0 |
| Range |
17.9 |
13.3 |
-4.6 |
-25.7% |
47.5 |
| ATR |
17.9 |
17.6 |
-0.3 |
-1.8% |
0.0 |
| Volume |
97,913 |
66,101 |
-31,812 |
-32.5% |
459,202 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.3 |
1,140.0 |
1,112.3 |
|
| R3 |
1,135.0 |
1,126.8 |
1,108.8 |
|
| R2 |
1,121.8 |
1,121.8 |
1,107.5 |
|
| R1 |
1,113.3 |
1,113.3 |
1,106.3 |
1,111.0 |
| PP |
1,108.5 |
1,108.5 |
1,108.5 |
1,107.3 |
| S1 |
1,100.0 |
1,100.0 |
1,103.8 |
1,097.5 |
| S2 |
1,095.3 |
1,095.3 |
1,102.5 |
|
| S3 |
1,081.8 |
1,086.8 |
1,101.3 |
|
| S4 |
1,068.5 |
1,073.5 |
1,097.8 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.5 |
1,225.3 |
1,140.0 |
|
| R3 |
1,194.0 |
1,177.8 |
1,127.0 |
|
| R2 |
1,146.5 |
1,146.5 |
1,122.8 |
|
| R1 |
1,130.3 |
1,130.3 |
1,118.3 |
1,138.3 |
| PP |
1,099.0 |
1,099.0 |
1,099.0 |
1,103.0 |
| S1 |
1,082.8 |
1,082.8 |
1,109.8 |
1,090.8 |
| S2 |
1,051.5 |
1,051.5 |
1,105.3 |
|
| S3 |
1,004.0 |
1,035.3 |
1,101.0 |
|
| S4 |
956.5 |
987.8 |
1,088.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,116.8 |
1,070.1 |
46.7 |
4.2% |
18.5 |
1.7% |
75% |
True |
False |
92,456 |
| 10 |
1,116.8 |
1,059.5 |
57.3 |
5.2% |
16.8 |
1.5% |
79% |
True |
False |
84,808 |
| 20 |
1,116.8 |
1,046.6 |
70.2 |
6.4% |
18.8 |
1.7% |
83% |
True |
False |
90,522 |
| 40 |
1,116.8 |
945.2 |
171.6 |
15.5% |
16.0 |
1.5% |
93% |
True |
False |
45,363 |
| 60 |
1,116.8 |
945.2 |
171.6 |
15.5% |
13.5 |
1.2% |
93% |
True |
False |
30,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.3 |
|
2.618 |
1,151.5 |
|
1.618 |
1,138.3 |
|
1.000 |
1,130.0 |
|
0.618 |
1,125.0 |
|
HIGH |
1,116.8 |
|
0.618 |
1,111.8 |
|
0.500 |
1,110.3 |
|
0.382 |
1,108.5 |
|
LOW |
1,103.5 |
|
0.618 |
1,095.3 |
|
1.000 |
1,090.3 |
|
1.618 |
1,082.0 |
|
2.618 |
1,068.8 |
|
4.250 |
1,047.0 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,110.3 |
1,107.0 |
| PP |
1,108.5 |
1,106.3 |
| S1 |
1,106.8 |
1,105.8 |
|