| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,861.0 |
2,820.0 |
-41.0 |
-1.4% |
2,929.0 |
| High |
2,861.0 |
2,846.0 |
-15.0 |
-0.5% |
2,988.0 |
| Low |
2,804.0 |
2,806.0 |
2.0 |
0.1% |
2,840.0 |
| Close |
2,821.0 |
2,834.0 |
13.0 |
0.5% |
2,878.0 |
| Range |
57.0 |
40.0 |
-17.0 |
-29.8% |
148.0 |
| ATR |
67.6 |
65.6 |
-2.0 |
-2.9% |
0.0 |
| Volume |
1,248,706 |
1,338,766 |
90,060 |
7.2% |
5,390,725 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.7 |
2,931.3 |
2,856.0 |
|
| R3 |
2,908.7 |
2,891.3 |
2,845.0 |
|
| R2 |
2,868.7 |
2,868.7 |
2,841.3 |
|
| R1 |
2,851.3 |
2,851.3 |
2,837.7 |
2,860.0 |
| PP |
2,828.7 |
2,828.7 |
2,828.7 |
2,833.0 |
| S1 |
2,811.3 |
2,811.3 |
2,830.3 |
2,820.0 |
| S2 |
2,788.7 |
2,788.7 |
2,826.7 |
|
| S3 |
2,748.7 |
2,771.3 |
2,823.0 |
|
| S4 |
2,708.7 |
2,731.3 |
2,812.0 |
|
|
| 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 |
2,958.0 |
2,804.0 |
154.0 |
5.4% |
52.8 |
1.9% |
19% |
False |
False |
1,411,194 |
| 10 |
3,000.0 |
2,804.0 |
196.0 |
6.9% |
51.8 |
1.8% |
15% |
False |
False |
1,258,034 |
| 20 |
3,052.0 |
2,804.0 |
248.0 |
8.8% |
60.8 |
2.1% |
12% |
False |
False |
1,194,032 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
16.2% |
61.2 |
2.2% |
52% |
False |
False |
617,915 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
16.2% |
69.3 |
2.4% |
52% |
False |
False |
414,818 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
23.5% |
66.5 |
2.3% |
36% |
False |
False |
311,697 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.8% |
60.4 |
2.1% |
28% |
False |
False |
249,433 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.8% |
54.2 |
1.9% |
28% |
False |
False |
207,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.0 |
|
2.618 |
2,950.7 |
|
1.618 |
2,910.7 |
|
1.000 |
2,886.0 |
|
0.618 |
2,870.7 |
|
HIGH |
2,846.0 |
|
0.618 |
2,830.7 |
|
0.500 |
2,826.0 |
|
0.382 |
2,821.3 |
|
LOW |
2,806.0 |
|
0.618 |
2,781.3 |
|
1.000 |
2,766.0 |
|
1.618 |
2,741.3 |
|
2.618 |
2,701.3 |
|
4.250 |
2,636.0 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.3 |
2,861.5 |
| PP |
2,828.7 |
2,852.3 |
| S1 |
2,826.0 |
2,843.2 |
|