| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,820.0 |
2,841.0 |
21.0 |
0.7% |
2,929.0 |
| High |
2,846.0 |
2,854.0 |
8.0 |
0.3% |
2,988.0 |
| Low |
2,806.0 |
2,775.0 |
-31.0 |
-1.1% |
2,840.0 |
| Close |
2,834.0 |
2,794.0 |
-40.0 |
-1.4% |
2,878.0 |
| Range |
40.0 |
79.0 |
39.0 |
97.5% |
148.0 |
| ATR |
65.6 |
66.6 |
1.0 |
1.5% |
0.0 |
| Volume |
1,338,766 |
1,217,212 |
-121,554 |
-9.1% |
5,390,725 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.7 |
2,998.3 |
2,837.5 |
|
| R3 |
2,965.7 |
2,919.3 |
2,815.7 |
|
| R2 |
2,886.7 |
2,886.7 |
2,808.5 |
|
| R1 |
2,840.3 |
2,840.3 |
2,801.2 |
2,824.0 |
| PP |
2,807.7 |
2,807.7 |
2,807.7 |
2,799.5 |
| S1 |
2,761.3 |
2,761.3 |
2,786.8 |
2,745.0 |
| S2 |
2,728.7 |
2,728.7 |
2,779.5 |
|
| S3 |
2,649.7 |
2,682.3 |
2,772.3 |
|
| S4 |
2,570.7 |
2,603.3 |
2,750.6 |
|
|
| 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 |
2,919.0 |
2,775.0 |
144.0 |
5.2% |
61.2 |
2.2% |
13% |
False |
True |
1,287,009 |
| 10 |
3,000.0 |
2,775.0 |
225.0 |
8.1% |
53.4 |
1.9% |
8% |
False |
True |
1,269,849 |
| 20 |
3,052.0 |
2,775.0 |
277.0 |
9.9% |
61.9 |
2.2% |
7% |
False |
True |
1,245,013 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
16.4% |
60.8 |
2.2% |
44% |
False |
False |
648,283 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
16.4% |
69.3 |
2.5% |
44% |
False |
False |
435,098 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
23.8% |
66.8 |
2.4% |
30% |
False |
False |
326,912 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
30.2% |
61.0 |
2.2% |
24% |
False |
False |
261,605 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
30.2% |
54.7 |
2.0% |
24% |
False |
False |
218,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.8 |
|
2.618 |
3,060.8 |
|
1.618 |
2,981.8 |
|
1.000 |
2,933.0 |
|
0.618 |
2,902.8 |
|
HIGH |
2,854.0 |
|
0.618 |
2,823.8 |
|
0.500 |
2,814.5 |
|
0.382 |
2,805.2 |
|
LOW |
2,775.0 |
|
0.618 |
2,726.2 |
|
1.000 |
2,696.0 |
|
1.618 |
2,647.2 |
|
2.618 |
2,568.2 |
|
4.250 |
2,439.3 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.5 |
2,818.0 |
| PP |
2,807.7 |
2,810.0 |
| S1 |
2,800.8 |
2,802.0 |
|