| 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 |
2,055.50 |
2,052.75 |
-2.75 |
-0.1% |
2,030.25 |
| High |
2,059.75 |
2,067.00 |
7.25 |
0.4% |
2,067.00 |
| Low |
2,047.25 |
2,035.25 |
-12.00 |
-0.6% |
2,019.25 |
| Close |
2,051.50 |
2,065.00 |
13.50 |
0.7% |
2,065.00 |
| Range |
12.50 |
31.75 |
19.25 |
154.0% |
47.75 |
| ATR |
24.32 |
24.85 |
0.53 |
2.2% |
0.00 |
| Volume |
1,736,311 |
2,051,323 |
315,012 |
18.1% |
7,872,036 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.00 |
2,139.75 |
2,082.50 |
|
| R3 |
2,119.25 |
2,108.00 |
2,073.75 |
|
| R2 |
2,087.50 |
2,087.50 |
2,070.75 |
|
| R1 |
2,076.25 |
2,076.25 |
2,068.00 |
2,082.00 |
| PP |
2,055.75 |
2,055.75 |
2,055.75 |
2,058.50 |
| S1 |
2,044.50 |
2,044.50 |
2,062.00 |
2,050.00 |
| S2 |
2,024.00 |
2,024.00 |
2,059.25 |
|
| S3 |
1,992.25 |
2,012.75 |
2,056.25 |
|
| S4 |
1,960.50 |
1,981.00 |
2,047.50 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,177.00 |
2,091.25 |
|
| R3 |
2,146.00 |
2,129.25 |
2,078.25 |
|
| R2 |
2,098.25 |
2,098.25 |
2,073.75 |
|
| R1 |
2,081.50 |
2,081.50 |
2,069.50 |
2,090.00 |
| PP |
2,050.50 |
2,050.50 |
2,050.50 |
2,054.50 |
| S1 |
2,033.75 |
2,033.75 |
2,060.50 |
2,042.00 |
| S2 |
2,002.75 |
2,002.75 |
2,056.25 |
|
| S3 |
1,955.00 |
1,986.00 |
2,051.75 |
|
| S4 |
1,907.25 |
1,938.25 |
2,038.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.00 |
2,019.25 |
47.75 |
2.3% |
22.00 |
1.1% |
96% |
True |
False |
1,574,407 |
| 10 |
2,067.00 |
2,012.25 |
54.75 |
2.7% |
19.50 |
0.9% |
96% |
True |
False |
1,550,341 |
| 20 |
2,067.00 |
1,958.00 |
109.00 |
5.3% |
22.00 |
1.1% |
98% |
True |
False |
1,336,238 |
| 40 |
2,067.00 |
1,794.50 |
272.50 |
13.2% |
28.75 |
1.4% |
99% |
True |
False |
674,510 |
| 60 |
2,067.00 |
1,794.50 |
272.50 |
13.2% |
35.50 |
1.7% |
99% |
True |
False |
451,542 |
| 80 |
2,081.25 |
1,794.50 |
286.75 |
13.9% |
34.75 |
1.7% |
94% |
False |
False |
338,976 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.3% |
33.00 |
1.6% |
91% |
False |
False |
271,228 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.6% |
30.75 |
1.5% |
90% |
False |
False |
226,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.00 |
|
2.618 |
2,150.00 |
|
1.618 |
2,118.25 |
|
1.000 |
2,098.75 |
|
0.618 |
2,086.50 |
|
HIGH |
2,067.00 |
|
0.618 |
2,054.75 |
|
0.500 |
2,051.00 |
|
0.382 |
2,047.50 |
|
LOW |
2,035.25 |
|
0.618 |
2,015.75 |
|
1.000 |
2,003.50 |
|
1.618 |
1,984.00 |
|
2.618 |
1,952.25 |
|
4.250 |
1,900.25 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.50 |
2,060.50 |
| PP |
2,055.75 |
2,055.75 |
| S1 |
2,051.00 |
2,051.00 |
|