| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,094.2 |
1,087.1 |
-7.1 |
-0.6% |
1,113.3 |
| High |
1,108.4 |
1,104.6 |
-3.8 |
-0.3% |
1,116.8 |
| Low |
1,087.0 |
1,086.7 |
-0.3 |
0.0% |
1,083.5 |
| Close |
1,088.7 |
1,102.9 |
14.2 |
1.3% |
1,094.1 |
| Range |
21.4 |
17.9 |
-3.5 |
-16.4% |
33.3 |
| ATR |
17.9 |
17.9 |
0.0 |
0.0% |
0.0 |
| Volume |
94,000 |
89,580 |
-4,420 |
-4.7% |
413,393 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,151.8 |
1,145.3 |
1,112.8 |
|
| R3 |
1,133.8 |
1,127.3 |
1,107.8 |
|
| R2 |
1,116.0 |
1,116.0 |
1,106.3 |
|
| R1 |
1,109.5 |
1,109.5 |
1,104.5 |
1,112.8 |
| PP |
1,098.0 |
1,098.0 |
1,098.0 |
1,099.8 |
| S1 |
1,091.5 |
1,091.5 |
1,101.3 |
1,094.8 |
| S2 |
1,080.3 |
1,080.3 |
1,099.5 |
|
| S3 |
1,062.3 |
1,073.8 |
1,098.0 |
|
| S4 |
1,044.3 |
1,055.8 |
1,093.0 |
|
|
| 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% |
19.0 |
1.7% |
78% |
False |
False |
89,161 |
| 10 |
1,116.8 |
1,083.5 |
33.3 |
3.0% |
16.3 |
1.5% |
58% |
False |
False |
87,514 |
| 20 |
1,116.8 |
1,054.2 |
62.6 |
5.7% |
18.0 |
1.6% |
78% |
False |
False |
94,851 |
| 40 |
1,116.8 |
973.0 |
143.8 |
13.0% |
16.8 |
1.5% |
90% |
False |
False |
58,632 |
| 60 |
1,116.8 |
945.2 |
171.6 |
15.6% |
15.0 |
1.4% |
92% |
False |
False |
39,092 |
| 80 |
1,158.6 |
945.2 |
213.4 |
19.3% |
12.5 |
1.1% |
74% |
False |
False |
29,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.8 |
|
2.618 |
1,151.5 |
|
1.618 |
1,133.5 |
|
1.000 |
1,122.5 |
|
0.618 |
1,115.8 |
|
HIGH |
1,104.5 |
|
0.618 |
1,097.8 |
|
0.500 |
1,095.8 |
|
0.382 |
1,093.5 |
|
LOW |
1,086.8 |
|
0.618 |
1,075.8 |
|
1.000 |
1,068.8 |
|
1.618 |
1,057.8 |
|
2.618 |
1,039.8 |
|
4.250 |
1,010.5 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,100.5 |
1,101.0 |
| PP |
1,098.0 |
1,099.3 |
| S1 |
1,095.8 |
1,097.5 |
|