| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,051.00 |
2,024.50 |
-26.50 |
-1.3% |
2,055.50 |
| High |
2,053.50 |
2,045.75 |
-7.75 |
-0.4% |
2,063.50 |
| Low |
2,018.00 |
2,022.25 |
4.25 |
0.2% |
2,018.00 |
| Close |
2,026.75 |
2,032.50 |
5.75 |
0.3% |
2,032.50 |
| Range |
35.50 |
23.50 |
-12.00 |
-33.8% |
45.50 |
| ATR |
24.67 |
24.59 |
-0.08 |
-0.3% |
0.00 |
| Volume |
3,847 |
1,531 |
-2,316 |
-60.2% |
13,905 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.00 |
2,091.75 |
2,045.50 |
|
| R3 |
2,080.50 |
2,068.25 |
2,039.00 |
|
| R2 |
2,057.00 |
2,057.00 |
2,036.75 |
|
| R1 |
2,044.75 |
2,044.75 |
2,034.75 |
2,051.00 |
| PP |
2,033.50 |
2,033.50 |
2,033.50 |
2,036.50 |
| S1 |
2,021.25 |
2,021.25 |
2,030.25 |
2,027.50 |
| S2 |
2,010.00 |
2,010.00 |
2,028.25 |
|
| S3 |
1,986.50 |
1,997.75 |
2,026.00 |
|
| S4 |
1,963.00 |
1,974.25 |
2,019.50 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.50 |
2,149.00 |
2,057.50 |
|
| R3 |
2,129.00 |
2,103.50 |
2,045.00 |
|
| R2 |
2,083.50 |
2,083.50 |
2,040.75 |
|
| R1 |
2,058.00 |
2,058.00 |
2,036.75 |
2,048.00 |
| PP |
2,038.00 |
2,038.00 |
2,038.00 |
2,033.00 |
| S1 |
2,012.50 |
2,012.50 |
2,028.25 |
2,002.50 |
| S2 |
1,992.50 |
1,992.50 |
2,024.25 |
|
| S3 |
1,947.00 |
1,967.00 |
2,020.00 |
|
| S4 |
1,901.50 |
1,921.50 |
2,007.50 |
|
|
| 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 |
2,018.00 |
45.50 |
2.2% |
24.25 |
1.2% |
32% |
False |
False |
2,781 |
| 10 |
2,063.50 |
2,011.50 |
52.00 |
2.6% |
23.00 |
1.1% |
40% |
False |
False |
2,618 |
| 20 |
2,063.50 |
1,971.25 |
92.25 |
4.5% |
21.50 |
1.1% |
66% |
False |
False |
1,786 |
| 40 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
25.50 |
1.3% |
89% |
False |
False |
1,055 |
| 60 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
33.00 |
1.6% |
89% |
False |
False |
870 |
| 80 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
33.25 |
1.6% |
89% |
False |
False |
853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.50 |
|
2.618 |
2,107.25 |
|
1.618 |
2,083.75 |
|
1.000 |
2,069.25 |
|
0.618 |
2,060.25 |
|
HIGH |
2,045.75 |
|
0.618 |
2,036.75 |
|
0.500 |
2,034.00 |
|
0.382 |
2,031.25 |
|
LOW |
2,022.25 |
|
0.618 |
2,007.75 |
|
1.000 |
1,998.75 |
|
1.618 |
1,984.25 |
|
2.618 |
1,960.75 |
|
4.250 |
1,922.50 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.00 |
2,035.75 |
| PP |
2,033.50 |
2,034.75 |
| S1 |
2,033.00 |
2,033.50 |
|