| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,805.0 |
2,838.0 |
33.0 |
1.2% |
2,888.0 |
| High |
2,851.0 |
2,876.0 |
25.0 |
0.9% |
2,919.0 |
| Low |
2,800.0 |
2,811.0 |
11.0 |
0.4% |
2,775.0 |
| Close |
2,838.0 |
2,856.0 |
18.0 |
0.6% |
2,838.0 |
| Range |
51.0 |
65.0 |
14.0 |
27.5% |
144.0 |
| ATR |
65.9 |
65.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,187,836 |
1,332,824 |
144,988 |
12.2% |
6,468,505 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
3,014.3 |
2,891.8 |
|
| R3 |
2,977.7 |
2,949.3 |
2,873.9 |
|
| R2 |
2,912.7 |
2,912.7 |
2,867.9 |
|
| R1 |
2,884.3 |
2,884.3 |
2,862.0 |
2,898.5 |
| PP |
2,847.7 |
2,847.7 |
2,847.7 |
2,854.8 |
| S1 |
2,819.3 |
2,819.3 |
2,850.0 |
2,833.5 |
| S2 |
2,782.7 |
2,782.7 |
2,844.1 |
|
| S3 |
2,717.7 |
2,754.3 |
2,838.1 |
|
| S4 |
2,652.7 |
2,689.3 |
2,820.3 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,276.0 |
3,201.0 |
2,917.2 |
|
| R3 |
3,132.0 |
3,057.0 |
2,877.6 |
|
| R2 |
2,988.0 |
2,988.0 |
2,864.4 |
|
| R1 |
2,913.0 |
2,913.0 |
2,851.2 |
2,878.5 |
| PP |
2,844.0 |
2,844.0 |
2,844.0 |
2,826.8 |
| S1 |
2,769.0 |
2,769.0 |
2,824.8 |
2,734.5 |
| S2 |
2,700.0 |
2,700.0 |
2,811.6 |
|
| S3 |
2,556.0 |
2,625.0 |
2,798.4 |
|
| S4 |
2,412.0 |
2,481.0 |
2,758.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,876.0 |
2,775.0 |
101.0 |
3.5% |
58.4 |
2.0% |
80% |
True |
False |
1,265,068 |
| 10 |
2,988.0 |
2,775.0 |
213.0 |
7.5% |
55.0 |
1.9% |
38% |
False |
False |
1,319,205 |
| 20 |
3,039.0 |
2,775.0 |
264.0 |
9.2% |
55.6 |
1.9% |
31% |
False |
False |
1,311,834 |
| 40 |
3,052.0 |
2,621.0 |
431.0 |
15.1% |
59.4 |
2.1% |
55% |
False |
False |
711,010 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
16.0% |
67.6 |
2.4% |
57% |
False |
False |
477,053 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
23.3% |
67.5 |
2.4% |
39% |
False |
False |
358,393 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
61.5 |
2.2% |
31% |
False |
False |
286,811 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.6% |
55.4 |
1.9% |
31% |
False |
False |
239,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,152.3 |
|
2.618 |
3,046.2 |
|
1.618 |
2,981.2 |
|
1.000 |
2,941.0 |
|
0.618 |
2,916.2 |
|
HIGH |
2,876.0 |
|
0.618 |
2,851.2 |
|
0.500 |
2,843.5 |
|
0.382 |
2,835.8 |
|
LOW |
2,811.0 |
|
0.618 |
2,770.8 |
|
1.000 |
2,746.0 |
|
1.618 |
2,705.8 |
|
2.618 |
2,640.8 |
|
4.250 |
2,534.8 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,851.8 |
2,845.8 |
| PP |
2,847.7 |
2,835.7 |
| S1 |
2,843.5 |
2,825.5 |
|