| 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 |
2,055.50 |
2,042.00 |
-13.50 |
-0.7% |
2,030.25 |
| High |
2,055.50 |
2,060.50 |
5.00 |
0.2% |
2,067.00 |
| Low |
2,034.25 |
2,035.00 |
0.75 |
0.0% |
2,019.25 |
| Close |
2,038.75 |
2,060.25 |
21.50 |
1.1% |
2,065.00 |
| Range |
21.25 |
25.50 |
4.25 |
20.0% |
47.75 |
| ATR |
24.23 |
24.32 |
0.09 |
0.4% |
0.00 |
| Volume |
1,827,488 |
1,894,599 |
67,111 |
3.7% |
7,872,036 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.50 |
2,119.75 |
2,074.25 |
|
| R3 |
2,103.00 |
2,094.25 |
2,067.25 |
|
| R2 |
2,077.50 |
2,077.50 |
2,065.00 |
|
| R1 |
2,068.75 |
2,068.75 |
2,062.50 |
2,073.00 |
| PP |
2,052.00 |
2,052.00 |
2,052.00 |
2,054.00 |
| S1 |
2,043.25 |
2,043.25 |
2,058.00 |
2,047.50 |
| S2 |
2,026.50 |
2,026.50 |
2,055.50 |
|
| S3 |
2,001.00 |
2,017.75 |
2,053.25 |
|
| S4 |
1,975.50 |
1,992.25 |
2,046.25 |
|
|
| 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 |
2,034.25 |
37.25 |
1.8% |
21.75 |
1.1% |
70% |
False |
False |
1,777,967 |
| 10 |
2,071.50 |
2,012.25 |
59.25 |
2.9% |
21.25 |
1.0% |
81% |
False |
False |
1,605,549 |
| 20 |
2,071.50 |
1,958.00 |
113.50 |
5.5% |
22.00 |
1.1% |
90% |
False |
False |
1,576,260 |
| 40 |
2,071.50 |
1,794.50 |
277.00 |
13.4% |
26.75 |
1.3% |
96% |
False |
False |
801,483 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.4% |
34.00 |
1.7% |
96% |
False |
False |
536,315 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.4% |
34.25 |
1.7% |
96% |
False |
False |
402,734 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.4% |
33.00 |
1.6% |
90% |
False |
False |
322,244 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.6% |
31.00 |
1.5% |
88% |
False |
False |
268,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.00 |
|
2.618 |
2,127.25 |
|
1.618 |
2,101.75 |
|
1.000 |
2,086.00 |
|
0.618 |
2,076.25 |
|
HIGH |
2,060.50 |
|
0.618 |
2,050.75 |
|
0.500 |
2,047.75 |
|
0.382 |
2,044.75 |
|
LOW |
2,035.00 |
|
0.618 |
2,019.25 |
|
1.000 |
2,009.50 |
|
1.618 |
1,993.75 |
|
2.618 |
1,968.25 |
|
4.250 |
1,926.50 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.00 |
2,057.75 |
| PP |
2,052.00 |
2,055.25 |
| S1 |
2,047.75 |
2,053.00 |
|