| 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 |
1,241.8 |
1,259.8 |
18.0 |
1.4% |
1,223.0 |
| High |
1,260.9 |
1,264.7 |
3.8 |
0.3% |
1,245.0 |
| Low |
1,241.6 |
1,253.0 |
11.4 |
0.9% |
1,215.7 |
| Close |
1,258.0 |
1,260.9 |
2.9 |
0.2% |
1,243.8 |
| Range |
19.3 |
11.7 |
-7.6 |
-39.4% |
29.3 |
| ATR |
21.6 |
20.9 |
-0.7 |
-3.3% |
0.0 |
| Volume |
160,928 |
157,241 |
-3,687 |
-2.3% |
705,257 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.6 |
1,289.5 |
1,267.3 |
|
| R3 |
1,282.9 |
1,277.8 |
1,264.1 |
|
| R2 |
1,271.2 |
1,271.2 |
1,263.0 |
|
| R1 |
1,266.1 |
1,266.1 |
1,262.0 |
1,268.7 |
| PP |
1,259.5 |
1,259.5 |
1,259.5 |
1,260.8 |
| S1 |
1,254.4 |
1,254.4 |
1,259.8 |
1,257.0 |
| S2 |
1,247.8 |
1,247.8 |
1,258.8 |
|
| S3 |
1,236.1 |
1,242.7 |
1,257.7 |
|
| S4 |
1,224.4 |
1,231.0 |
1,254.5 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.7 |
1,312.6 |
1,259.9 |
|
| R3 |
1,293.4 |
1,283.3 |
1,251.9 |
|
| R2 |
1,264.1 |
1,264.1 |
1,249.2 |
|
| R1 |
1,254.0 |
1,254.0 |
1,246.5 |
1,259.1 |
| PP |
1,234.8 |
1,234.8 |
1,234.8 |
1,237.4 |
| S1 |
1,224.7 |
1,224.7 |
1,241.1 |
1,229.8 |
| S2 |
1,205.5 |
1,205.5 |
1,238.4 |
|
| S3 |
1,176.2 |
1,195.4 |
1,235.7 |
|
| S4 |
1,146.9 |
1,166.1 |
1,227.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.7 |
1,217.2 |
47.5 |
3.8% |
16.4 |
1.3% |
92% |
True |
False |
155,056 |
| 10 |
1,264.7 |
1,210.3 |
54.4 |
4.3% |
17.9 |
1.4% |
93% |
True |
False |
152,397 |
| 20 |
1,273.0 |
1,207.7 |
65.3 |
5.2% |
19.6 |
1.6% |
81% |
False |
False |
107,750 |
| 40 |
1,287.8 |
1,192.1 |
95.7 |
7.6% |
23.0 |
1.8% |
72% |
False |
False |
62,077 |
| 60 |
1,287.8 |
1,076.9 |
210.9 |
16.7% |
21.6 |
1.7% |
87% |
False |
False |
43,478 |
| 80 |
1,287.8 |
1,048.3 |
239.5 |
19.0% |
19.7 |
1.6% |
89% |
False |
False |
33,255 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
18.6 |
1.5% |
89% |
False |
False |
27,090 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
17.6 |
1.4% |
89% |
False |
False |
22,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.4 |
|
2.618 |
1,295.3 |
|
1.618 |
1,283.6 |
|
1.000 |
1,276.4 |
|
0.618 |
1,271.9 |
|
HIGH |
1,264.7 |
|
0.618 |
1,260.2 |
|
0.500 |
1,258.9 |
|
0.382 |
1,257.5 |
|
LOW |
1,253.0 |
|
0.618 |
1,245.8 |
|
1.000 |
1,241.3 |
|
1.618 |
1,234.1 |
|
2.618 |
1,222.4 |
|
4.250 |
1,203.3 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.2 |
1,256.6 |
| PP |
1,259.5 |
1,252.2 |
| S1 |
1,258.9 |
1,247.9 |
|