| 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 |
1,241.0 |
1,241.5 |
0.5 |
0.0% |
1,221.7 |
| High |
1,242.8 |
1,258.7 |
15.9 |
1.3% |
1,242.9 |
| Low |
1,232.0 |
1,241.5 |
9.5 |
0.8% |
1,215.0 |
| Close |
1,242.5 |
1,256.7 |
14.2 |
1.1% |
1,242.5 |
| Range |
10.8 |
17.2 |
6.4 |
59.3% |
27.9 |
| ATR |
21.2 |
20.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
409 |
437 |
28 |
6.8% |
3,547 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.9 |
1,297.5 |
1,266.2 |
|
| R3 |
1,286.7 |
1,280.3 |
1,261.4 |
|
| R2 |
1,269.5 |
1,269.5 |
1,259.9 |
|
| R1 |
1,263.1 |
1,263.1 |
1,258.3 |
1,266.3 |
| PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,253.9 |
| S1 |
1,245.9 |
1,245.9 |
1,255.1 |
1,249.1 |
| S2 |
1,235.1 |
1,235.1 |
1,253.5 |
|
| S3 |
1,217.9 |
1,228.7 |
1,252.0 |
|
| S4 |
1,200.7 |
1,211.5 |
1,247.2 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.2 |
1,307.7 |
1,257.8 |
|
| R3 |
1,289.3 |
1,279.8 |
1,250.2 |
|
| R2 |
1,261.4 |
1,261.4 |
1,247.6 |
|
| R1 |
1,251.9 |
1,251.9 |
1,245.1 |
1,256.7 |
| PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,235.8 |
| S1 |
1,224.0 |
1,224.0 |
1,239.9 |
1,228.8 |
| S2 |
1,205.6 |
1,205.6 |
1,237.4 |
|
| S3 |
1,177.7 |
1,196.1 |
1,234.8 |
|
| S4 |
1,149.8 |
1,168.2 |
1,227.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,258.7 |
1,215.4 |
43.3 |
3.4% |
16.1 |
1.3% |
95% |
True |
False |
389 |
| 10 |
1,258.7 |
1,209.2 |
49.5 |
3.9% |
17.9 |
1.4% |
96% |
True |
False |
24,694 |
| 20 |
1,271.9 |
1,206.0 |
65.9 |
5.2% |
19.8 |
1.6% |
77% |
False |
False |
108,036 |
| 40 |
1,287.8 |
1,191.5 |
96.3 |
7.7% |
23.0 |
1.8% |
68% |
False |
False |
165,755 |
| 60 |
1,287.8 |
1,071.3 |
216.5 |
17.2% |
21.9 |
1.7% |
86% |
False |
False |
153,194 |
| 80 |
1,287.8 |
1,047.4 |
240.4 |
19.1% |
19.9 |
1.6% |
87% |
False |
False |
117,598 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
19.1 |
1.5% |
87% |
False |
False |
95,056 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
17.9 |
1.4% |
87% |
False |
False |
79,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,331.8 |
|
2.618 |
1,303.7 |
|
1.618 |
1,286.5 |
|
1.000 |
1,275.9 |
|
0.618 |
1,269.3 |
|
HIGH |
1,258.7 |
|
0.618 |
1,252.1 |
|
0.500 |
1,250.1 |
|
0.382 |
1,248.1 |
|
LOW |
1,241.5 |
|
0.618 |
1,230.9 |
|
1.000 |
1,224.3 |
|
1.618 |
1,213.7 |
|
2.618 |
1,196.5 |
|
4.250 |
1,168.4 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.5 |
1,251.7 |
| PP |
1,252.3 |
1,246.7 |
| S1 |
1,250.1 |
1,241.7 |
|