| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,888.0 |
2,861.0 |
-27.0 |
-0.9% |
2,929.0 |
| High |
2,919.0 |
2,861.0 |
-58.0 |
-2.0% |
2,988.0 |
| Low |
2,854.0 |
2,804.0 |
-50.0 |
-1.8% |
2,840.0 |
| Close |
2,881.0 |
2,821.0 |
-60.0 |
-2.1% |
2,878.0 |
| Range |
65.0 |
57.0 |
-8.0 |
-12.3% |
148.0 |
| ATR |
66.8 |
67.6 |
0.7 |
1.1% |
0.0 |
| Volume |
1,475,985 |
1,248,706 |
-227,279 |
-15.4% |
5,390,725 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.7 |
2,967.3 |
2,852.4 |
|
| R3 |
2,942.7 |
2,910.3 |
2,836.7 |
|
| R2 |
2,885.7 |
2,885.7 |
2,831.5 |
|
| R1 |
2,853.3 |
2,853.3 |
2,826.2 |
2,841.0 |
| PP |
2,828.7 |
2,828.7 |
2,828.7 |
2,822.5 |
| S1 |
2,796.3 |
2,796.3 |
2,815.8 |
2,784.0 |
| S2 |
2,771.7 |
2,771.7 |
2,810.6 |
|
| S3 |
2,714.7 |
2,739.3 |
2,805.3 |
|
| S4 |
2,657.7 |
2,682.3 |
2,789.7 |
|
|
| 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 |
2,804.0 |
184.0 |
6.5% |
54.6 |
1.9% |
9% |
False |
True |
1,396,716 |
| 10 |
3,012.0 |
2,804.0 |
208.0 |
7.4% |
53.8 |
1.9% |
8% |
False |
True |
1,261,432 |
| 20 |
3,052.0 |
2,804.0 |
248.0 |
8.8% |
60.8 |
2.2% |
7% |
False |
True |
1,138,572 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
16.2% |
63.4 |
2.2% |
50% |
False |
False |
585,330 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
16.2% |
69.9 |
2.5% |
50% |
False |
False |
392,570 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
23.6% |
66.6 |
2.4% |
34% |
False |
False |
294,963 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
60.2 |
2.1% |
27% |
False |
False |
236,045 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
30.0% |
54.0 |
1.9% |
27% |
False |
False |
196,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.3 |
|
2.618 |
3,010.2 |
|
1.618 |
2,953.2 |
|
1.000 |
2,918.0 |
|
0.618 |
2,896.2 |
|
HIGH |
2,861.0 |
|
0.618 |
2,839.2 |
|
0.500 |
2,832.5 |
|
0.382 |
2,825.8 |
|
LOW |
2,804.0 |
|
0.618 |
2,768.8 |
|
1.000 |
2,747.0 |
|
1.618 |
2,711.8 |
|
2.618 |
2,654.8 |
|
4.250 |
2,561.8 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.5 |
2,861.5 |
| PP |
2,828.7 |
2,848.0 |
| S1 |
2,824.8 |
2,834.5 |
|