| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,102.6 |
1,094.5 |
-8.1 |
-0.7% |
1,074.9 |
| High |
1,103.0 |
1,105.3 |
2.3 |
0.2% |
1,115.2 |
| Low |
1,090.7 |
1,088.1 |
-2.6 |
-0.2% |
1,067.7 |
| Close |
1,091.9 |
1,103.9 |
12.0 |
1.1% |
1,114.0 |
| Range |
12.3 |
17.2 |
4.9 |
39.8% |
47.5 |
| ATR |
17.4 |
17.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
85,065 |
85,648 |
583 |
0.7% |
459,202 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,150.8 |
1,144.5 |
1,113.3 |
|
| R3 |
1,133.5 |
1,127.3 |
1,108.8 |
|
| R2 |
1,116.3 |
1,116.3 |
1,107.0 |
|
| R1 |
1,110.0 |
1,110.0 |
1,105.5 |
1,113.3 |
| PP |
1,099.0 |
1,099.0 |
1,099.0 |
1,100.8 |
| S1 |
1,093.0 |
1,093.0 |
1,102.3 |
1,096.0 |
| S2 |
1,082.0 |
1,082.0 |
1,100.8 |
|
| S3 |
1,064.8 |
1,075.8 |
1,099.3 |
|
| S4 |
1,047.5 |
1,058.5 |
1,094.5 |
|
|
| 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 |
1,088.1 |
28.7 |
2.6% |
14.8 |
1.3% |
55% |
False |
True |
84,634 |
| 10 |
1,116.8 |
1,059.5 |
57.3 |
5.2% |
17.5 |
1.6% |
77% |
False |
False |
88,271 |
| 20 |
1,116.8 |
1,046.6 |
70.2 |
6.4% |
18.0 |
1.6% |
82% |
False |
False |
98,821 |
| 40 |
1,116.8 |
945.2 |
171.6 |
15.5% |
16.0 |
1.4% |
92% |
False |
False |
49,629 |
| 60 |
1,116.8 |
945.2 |
171.6 |
15.5% |
13.8 |
1.3% |
92% |
False |
False |
33,089 |
| 80 |
1,158.6 |
945.2 |
213.4 |
19.3% |
11.5 |
1.0% |
74% |
False |
False |
24,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,178.5 |
|
2.618 |
1,150.3 |
|
1.618 |
1,133.3 |
|
1.000 |
1,122.5 |
|
0.618 |
1,116.0 |
|
HIGH |
1,105.3 |
|
0.618 |
1,098.8 |
|
0.500 |
1,096.8 |
|
0.382 |
1,094.8 |
|
LOW |
1,088.0 |
|
0.618 |
1,077.5 |
|
1.000 |
1,071.0 |
|
1.618 |
1,060.3 |
|
2.618 |
1,043.0 |
|
4.250 |
1,015.0 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,101.5 |
1,103.5 |
| PP |
1,099.0 |
1,103.0 |
| S1 |
1,096.8 |
1,102.5 |
|