| 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 |
1,094.5 |
1,102.6 |
8.1 |
0.7% |
1,074.9 |
| High |
1,105.3 |
1,105.8 |
0.5 |
0.0% |
1,115.2 |
| Low |
1,088.1 |
1,083.5 |
-4.6 |
-0.4% |
1,067.7 |
| Close |
1,103.9 |
1,090.3 |
-13.6 |
-1.2% |
1,114.0 |
| Range |
17.2 |
22.3 |
5.1 |
29.7% |
47.5 |
| ATR |
17.3 |
17.7 |
0.4 |
2.0% |
0.0 |
| Volume |
85,648 |
95,133 |
9,485 |
11.1% |
459,202 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.0 |
1,147.5 |
1,102.5 |
|
| R3 |
1,137.8 |
1,125.3 |
1,096.5 |
|
| R2 |
1,115.5 |
1,115.5 |
1,094.5 |
|
| R1 |
1,103.0 |
1,103.0 |
1,092.3 |
1,098.0 |
| PP |
1,093.3 |
1,093.3 |
1,093.3 |
1,090.8 |
| S1 |
1,080.5 |
1,080.5 |
1,088.3 |
1,075.8 |
| S2 |
1,071.0 |
1,071.0 |
1,086.3 |
|
| S3 |
1,048.5 |
1,058.3 |
1,084.3 |
|
| S4 |
1,026.3 |
1,036.0 |
1,078.0 |
|
|
| 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 |
1,083.5 |
33.3 |
3.1% |
16.5 |
1.5% |
20% |
False |
True |
85,972 |
| 10 |
1,116.8 |
1,059.5 |
57.3 |
5.3% |
17.5 |
1.6% |
54% |
False |
False |
87,244 |
| 20 |
1,116.8 |
1,046.6 |
70.2 |
6.4% |
18.5 |
1.7% |
62% |
False |
False |
102,482 |
| 40 |
1,116.8 |
945.2 |
171.6 |
15.7% |
16.0 |
1.5% |
85% |
False |
False |
52,007 |
| 60 |
1,116.8 |
945.2 |
171.6 |
15.7% |
14.0 |
1.3% |
85% |
False |
False |
34,674 |
| 80 |
1,158.6 |
945.2 |
213.4 |
19.6% |
11.8 |
1.1% |
68% |
False |
False |
26,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.5 |
|
2.618 |
1,164.3 |
|
1.618 |
1,142.0 |
|
1.000 |
1,128.0 |
|
0.618 |
1,119.5 |
|
HIGH |
1,105.8 |
|
0.618 |
1,097.3 |
|
0.500 |
1,094.8 |
|
0.382 |
1,092.0 |
|
LOW |
1,083.5 |
|
0.618 |
1,069.8 |
|
1.000 |
1,061.3 |
|
1.618 |
1,047.5 |
|
2.618 |
1,025.0 |
|
4.250 |
988.8 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,094.8 |
1,094.8 |
| PP |
1,093.3 |
1,093.3 |
| S1 |
1,091.8 |
1,091.8 |
|