| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,052.75 |
2,064.00 |
11.25 |
0.5% |
2,030.25 |
| High |
2,067.00 |
2,071.50 |
4.50 |
0.2% |
2,067.00 |
| Low |
2,035.25 |
2,054.25 |
19.00 |
0.9% |
2,019.25 |
| Close |
2,065.00 |
2,057.50 |
-7.50 |
-0.4% |
2,065.00 |
| Range |
31.75 |
17.25 |
-14.50 |
-45.7% |
47.75 |
| ATR |
24.85 |
24.31 |
-0.54 |
-2.2% |
0.00 |
| Volume |
2,051,323 |
1,380,117 |
-671,206 |
-32.7% |
7,872,036 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.75 |
2,102.50 |
2,067.00 |
|
| R3 |
2,095.50 |
2,085.25 |
2,062.25 |
|
| R2 |
2,078.25 |
2,078.25 |
2,060.75 |
|
| R1 |
2,068.00 |
2,068.00 |
2,059.00 |
2,064.50 |
| PP |
2,061.00 |
2,061.00 |
2,061.00 |
2,059.50 |
| S1 |
2,050.75 |
2,050.75 |
2,056.00 |
2,047.25 |
| S2 |
2,043.75 |
2,043.75 |
2,054.25 |
|
| S3 |
2,026.50 |
2,033.50 |
2,052.75 |
|
| S4 |
2,009.25 |
2,016.25 |
2,048.00 |
|
|
| 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 |
2,071.50 |
2,019.25 |
52.25 |
2.5% |
21.75 |
1.1% |
73% |
True |
False |
1,668,863 |
| 10 |
2,071.50 |
2,012.25 |
59.25 |
2.9% |
19.75 |
1.0% |
76% |
True |
False |
1,510,786 |
| 20 |
2,071.50 |
1,958.00 |
113.50 |
5.5% |
21.75 |
1.1% |
88% |
True |
False |
1,401,858 |
| 40 |
2,071.50 |
1,794.50 |
277.00 |
13.5% |
28.25 |
1.4% |
95% |
True |
False |
708,811 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.5% |
35.25 |
1.7% |
95% |
True |
False |
474,452 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.5% |
34.50 |
1.7% |
95% |
True |
False |
356,225 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.4% |
33.00 |
1.6% |
89% |
False |
False |
285,025 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.6% |
30.75 |
1.5% |
87% |
False |
False |
237,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.75 |
|
2.618 |
2,116.75 |
|
1.618 |
2,099.50 |
|
1.000 |
2,088.75 |
|
0.618 |
2,082.25 |
|
HIGH |
2,071.50 |
|
0.618 |
2,065.00 |
|
0.500 |
2,063.00 |
|
0.382 |
2,060.75 |
|
LOW |
2,054.25 |
|
0.618 |
2,043.50 |
|
1.000 |
2,037.00 |
|
1.618 |
2,026.25 |
|
2.618 |
2,009.00 |
|
4.250 |
1,981.00 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.00 |
2,056.00 |
| PP |
2,061.00 |
2,054.75 |
| S1 |
2,059.25 |
2,053.50 |
|