| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,088.1 |
1,094.2 |
6.1 |
0.6% |
1,113.3 |
| High |
1,103.5 |
1,108.4 |
4.9 |
0.4% |
1,116.8 |
| Low |
1,087.5 |
1,087.0 |
-0.5 |
0.0% |
1,083.5 |
| Close |
1,094.1 |
1,088.7 |
-5.4 |
-0.5% |
1,094.1 |
| Range |
16.0 |
21.4 |
5.4 |
33.8% |
33.3 |
| ATR |
17.6 |
17.9 |
0.3 |
1.6% |
0.0 |
| Volume |
81,446 |
94,000 |
12,554 |
15.4% |
413,393 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,159.0 |
1,145.3 |
1,100.5 |
|
| R3 |
1,137.5 |
1,123.8 |
1,094.5 |
|
| R2 |
1,116.0 |
1,116.0 |
1,092.5 |
|
| R1 |
1,102.5 |
1,102.5 |
1,090.8 |
1,098.5 |
| PP |
1,094.8 |
1,094.8 |
1,094.8 |
1,092.8 |
| S1 |
1,081.0 |
1,081.0 |
1,086.8 |
1,077.3 |
| S2 |
1,073.3 |
1,073.3 |
1,084.8 |
|
| S3 |
1,052.0 |
1,059.5 |
1,082.8 |
|
| S4 |
1,030.5 |
1,038.3 |
1,077.0 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.0 |
1,179.3 |
1,112.5 |
|
| R3 |
1,164.8 |
1,146.0 |
1,103.3 |
|
| R2 |
1,131.5 |
1,131.5 |
1,100.3 |
|
| R1 |
1,112.8 |
1,112.8 |
1,097.3 |
1,105.5 |
| PP |
1,098.3 |
1,098.3 |
1,098.3 |
1,094.5 |
| S1 |
1,079.5 |
1,079.5 |
1,091.0 |
1,072.3 |
| S2 |
1,064.8 |
1,064.8 |
1,088.0 |
|
| S3 |
1,031.5 |
1,046.3 |
1,085.0 |
|
| S4 |
998.3 |
1,012.8 |
1,075.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,108.4 |
1,083.5 |
24.9 |
2.3% |
17.8 |
1.6% |
21% |
True |
False |
88,258 |
| 10 |
1,116.8 |
1,070.1 |
46.7 |
4.3% |
18.3 |
1.7% |
40% |
False |
False |
90,357 |
| 20 |
1,116.8 |
1,054.2 |
62.6 |
5.7% |
17.5 |
1.6% |
55% |
False |
False |
98,230 |
| 40 |
1,116.8 |
963.1 |
153.7 |
14.1% |
16.8 |
1.5% |
82% |
False |
False |
56,393 |
| 60 |
1,116.8 |
945.2 |
171.6 |
15.8% |
14.8 |
1.3% |
84% |
False |
False |
37,599 |
| 80 |
1,158.6 |
945.2 |
213.4 |
19.6% |
12.3 |
1.1% |
67% |
False |
False |
28,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,199.3 |
|
2.618 |
1,164.5 |
|
1.618 |
1,143.0 |
|
1.000 |
1,129.8 |
|
0.618 |
1,121.8 |
|
HIGH |
1,108.5 |
|
0.618 |
1,100.3 |
|
0.500 |
1,097.8 |
|
0.382 |
1,095.3 |
|
LOW |
1,087.0 |
|
0.618 |
1,073.8 |
|
1.000 |
1,065.5 |
|
1.618 |
1,052.3 |
|
2.618 |
1,031.0 |
|
4.250 |
996.0 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,097.8 |
1,096.0 |
| PP |
1,094.8 |
1,093.5 |
| S1 |
1,091.8 |
1,091.0 |
|