| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,958.0 |
2,904.0 |
-54.0 |
-1.8% |
2,929.0 |
| High |
2,958.0 |
2,905.0 |
-53.0 |
-1.8% |
2,988.0 |
| Low |
2,921.0 |
2,840.0 |
-81.0 |
-2.8% |
2,840.0 |
| Close |
2,931.0 |
2,878.0 |
-53.0 |
-1.8% |
2,878.0 |
| Range |
37.0 |
65.0 |
28.0 |
75.7% |
148.0 |
| ATR |
65.1 |
67.0 |
1.8 |
2.8% |
0.0 |
| Volume |
1,838,138 |
1,154,379 |
-683,759 |
-37.2% |
5,390,725 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.3 |
3,038.7 |
2,913.8 |
|
| R3 |
3,004.3 |
2,973.7 |
2,895.9 |
|
| R2 |
2,939.3 |
2,939.3 |
2,889.9 |
|
| R1 |
2,908.7 |
2,908.7 |
2,884.0 |
2,891.5 |
| PP |
2,874.3 |
2,874.3 |
2,874.3 |
2,865.8 |
| S1 |
2,843.7 |
2,843.7 |
2,872.0 |
2,826.5 |
| S2 |
2,809.3 |
2,809.3 |
2,866.1 |
|
| S3 |
2,744.3 |
2,778.7 |
2,860.1 |
|
| S4 |
2,679.3 |
2,713.7 |
2,842.3 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346.0 |
3,260.0 |
2,959.4 |
|
| R3 |
3,198.0 |
3,112.0 |
2,918.7 |
|
| R2 |
3,050.0 |
3,050.0 |
2,905.1 |
|
| R1 |
2,964.0 |
2,964.0 |
2,891.6 |
2,933.0 |
| PP |
2,902.0 |
2,902.0 |
2,902.0 |
2,886.5 |
| S1 |
2,816.0 |
2,816.0 |
2,864.4 |
2,785.0 |
| S2 |
2,754.0 |
2,754.0 |
2,850.9 |
|
| S3 |
2,606.0 |
2,668.0 |
2,837.3 |
|
| S4 |
2,458.0 |
2,520.0 |
2,796.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,988.0 |
2,840.0 |
148.0 |
5.1% |
48.0 |
1.7% |
26% |
False |
True |
1,261,658 |
| 10 |
3,015.0 |
2,840.0 |
175.0 |
6.1% |
57.1 |
2.0% |
22% |
False |
True |
1,220,289 |
| 20 |
3,052.0 |
2,840.0 |
212.0 |
7.4% |
58.7 |
2.0% |
18% |
False |
True |
1,014,255 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.9% |
64.0 |
2.2% |
62% |
False |
False |
517,458 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.9% |
70.7 |
2.5% |
62% |
False |
False |
347,317 |
| 80 |
3,310.0 |
2,594.0 |
716.0 |
24.9% |
66.0 |
2.3% |
40% |
False |
False |
260,905 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.4% |
60.0 |
2.1% |
34% |
False |
False |
208,800 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.4% |
53.1 |
1.8% |
34% |
False |
False |
174,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.3 |
|
2.618 |
3,075.2 |
|
1.618 |
3,010.2 |
|
1.000 |
2,970.0 |
|
0.618 |
2,945.2 |
|
HIGH |
2,905.0 |
|
0.618 |
2,880.2 |
|
0.500 |
2,872.5 |
|
0.382 |
2,864.8 |
|
LOW |
2,840.0 |
|
0.618 |
2,799.8 |
|
1.000 |
2,775.0 |
|
1.618 |
2,734.8 |
|
2.618 |
2,669.8 |
|
4.250 |
2,563.8 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.2 |
2,914.0 |
| PP |
2,874.3 |
2,902.0 |
| S1 |
2,872.5 |
2,890.0 |
|