| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,059.75 |
2,034.50 |
-25.25 |
-1.2% |
2,064.00 |
| High |
2,062.00 |
2,054.25 |
-7.75 |
-0.4% |
2,071.50 |
| Low |
2,026.00 |
2,030.25 |
4.25 |
0.2% |
2,026.00 |
| Close |
2,035.00 |
2,040.75 |
5.75 |
0.3% |
2,040.75 |
| Range |
36.00 |
24.00 |
-12.00 |
-33.3% |
45.50 |
| ATR |
25.16 |
25.07 |
-0.08 |
-0.3% |
0.00 |
| Volume |
2,052,195 |
1,768,420 |
-283,775 |
-13.8% |
8,922,819 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.75 |
2,101.25 |
2,054.00 |
|
| R3 |
2,089.75 |
2,077.25 |
2,047.25 |
|
| R2 |
2,065.75 |
2,065.75 |
2,045.25 |
|
| R1 |
2,053.25 |
2,053.25 |
2,043.00 |
2,059.50 |
| PP |
2,041.75 |
2,041.75 |
2,041.75 |
2,045.00 |
| S1 |
2,029.25 |
2,029.25 |
2,038.50 |
2,035.50 |
| S2 |
2,017.75 |
2,017.75 |
2,036.25 |
|
| S3 |
1,993.75 |
2,005.25 |
2,034.25 |
|
| S4 |
1,969.75 |
1,981.25 |
2,027.50 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.50 |
2,157.25 |
2,065.75 |
|
| R3 |
2,137.00 |
2,111.75 |
2,053.25 |
|
| R2 |
2,091.50 |
2,091.50 |
2,049.00 |
|
| R1 |
2,066.25 |
2,066.25 |
2,045.00 |
2,056.00 |
| PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,041.00 |
| S1 |
2,020.75 |
2,020.75 |
2,036.50 |
2,010.50 |
| S2 |
2,000.50 |
2,000.50 |
2,032.50 |
|
| S3 |
1,955.00 |
1,975.25 |
2,028.25 |
|
| S4 |
1,909.50 |
1,929.75 |
2,015.75 |
|
|
| 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 |
2,026.00 |
45.50 |
2.2% |
24.75 |
1.2% |
32% |
False |
False |
1,784,563 |
| 10 |
2,071.50 |
2,019.25 |
52.25 |
2.6% |
23.50 |
1.1% |
41% |
False |
False |
1,679,485 |
| 20 |
2,071.50 |
1,978.00 |
93.50 |
4.6% |
22.00 |
1.1% |
67% |
False |
False |
1,699,905 |
| 40 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
26.25 |
1.3% |
89% |
False |
False |
896,395 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
33.75 |
1.7% |
89% |
False |
False |
599,890 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
34.00 |
1.7% |
89% |
False |
False |
450,482 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
33.00 |
1.6% |
83% |
False |
False |
360,446 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
31.00 |
1.5% |
82% |
False |
False |
300,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.25 |
|
2.618 |
2,117.00 |
|
1.618 |
2,093.00 |
|
1.000 |
2,078.25 |
|
0.618 |
2,069.00 |
|
HIGH |
2,054.25 |
|
0.618 |
2,045.00 |
|
0.500 |
2,042.25 |
|
0.382 |
2,039.50 |
|
LOW |
2,030.25 |
|
0.618 |
2,015.50 |
|
1.000 |
2,006.25 |
|
1.618 |
1,991.50 |
|
2.618 |
1,967.50 |
|
4.250 |
1,928.25 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.25 |
2,044.00 |
| PP |
2,041.75 |
2,043.00 |
| S1 |
2,041.25 |
2,041.75 |
|