| 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 |
2,043.75 |
2,055.50 |
11.75 |
0.6% |
2,023.00 |
| High |
2,059.00 |
2,063.50 |
4.50 |
0.2% |
2,059.00 |
| Low |
2,027.50 |
2,046.75 |
19.25 |
0.9% |
2,011.50 |
| Close |
2,057.25 |
2,049.50 |
-7.75 |
-0.4% |
2,057.25 |
| Range |
31.50 |
16.75 |
-14.75 |
-46.8% |
47.50 |
| ATR |
24.35 |
23.81 |
-0.54 |
-2.2% |
0.00 |
| Volume |
4,199 |
2,605 |
-1,594 |
-38.0% |
12,281 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.50 |
2,093.25 |
2,058.75 |
|
| R3 |
2,086.75 |
2,076.50 |
2,054.00 |
|
| R2 |
2,070.00 |
2,070.00 |
2,052.50 |
|
| R1 |
2,059.75 |
2,059.75 |
2,051.00 |
2,056.50 |
| PP |
2,053.25 |
2,053.25 |
2,053.25 |
2,051.50 |
| S1 |
2,043.00 |
2,043.00 |
2,048.00 |
2,039.75 |
| S2 |
2,036.50 |
2,036.50 |
2,046.50 |
|
| S3 |
2,019.75 |
2,026.25 |
2,045.00 |
|
| S4 |
2,003.00 |
2,009.50 |
2,040.25 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.00 |
2,168.75 |
2,083.50 |
|
| R3 |
2,137.50 |
2,121.25 |
2,070.25 |
|
| R2 |
2,090.00 |
2,090.00 |
2,066.00 |
|
| R1 |
2,073.75 |
2,073.75 |
2,061.50 |
2,082.00 |
| PP |
2,042.50 |
2,042.50 |
2,042.50 |
2,046.75 |
| S1 |
2,026.25 |
2,026.25 |
2,053.00 |
2,034.50 |
| S2 |
1,995.00 |
1,995.00 |
2,048.50 |
|
| S3 |
1,947.50 |
1,978.75 |
2,044.25 |
|
| S4 |
1,900.00 |
1,931.25 |
2,031.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,063.50 |
2,011.50 |
52.00 |
2.5% |
21.50 |
1.0% |
73% |
True |
False |
2,795 |
| 10 |
2,063.50 |
2,004.50 |
59.00 |
2.9% |
19.50 |
0.9% |
76% |
True |
False |
2,037 |
| 20 |
2,063.50 |
1,950.50 |
113.00 |
5.5% |
21.25 |
1.0% |
88% |
True |
False |
1,292 |
| 40 |
2,063.50 |
1,787.50 |
276.00 |
13.5% |
27.50 |
1.3% |
95% |
True |
False |
806 |
| 60 |
2,063.50 |
1,787.50 |
276.00 |
13.5% |
34.50 |
1.7% |
95% |
True |
False |
794 |
| 80 |
2,063.50 |
1,787.50 |
276.00 |
13.5% |
33.75 |
1.6% |
95% |
True |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.75 |
|
2.618 |
2,107.25 |
|
1.618 |
2,090.50 |
|
1.000 |
2,080.25 |
|
0.618 |
2,073.75 |
|
HIGH |
2,063.50 |
|
0.618 |
2,057.00 |
|
0.500 |
2,055.00 |
|
0.382 |
2,053.25 |
|
LOW |
2,046.75 |
|
0.618 |
2,036.50 |
|
1.000 |
2,030.00 |
|
1.618 |
2,019.75 |
|
2.618 |
2,003.00 |
|
4.250 |
1,975.50 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.00 |
2,048.25 |
| PP |
2,053.25 |
2,046.75 |
| S1 |
2,051.50 |
2,045.50 |
|