| 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 |
2,034.50 |
2,041.00 |
6.50 |
0.3% |
2,064.00 |
| High |
2,054.25 |
2,056.50 |
2.25 |
0.1% |
2,071.50 |
| Low |
2,030.25 |
2,032.50 |
2.25 |
0.1% |
2,026.00 |
| Close |
2,040.75 |
2,034.50 |
-6.25 |
-0.3% |
2,040.75 |
| Range |
24.00 |
24.00 |
0.00 |
0.0% |
45.50 |
| ATR |
25.07 |
25.00 |
-0.08 |
-0.3% |
0.00 |
| Volume |
1,768,420 |
1,679,757 |
-88,663 |
-5.0% |
8,922,819 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.25 |
2,097.75 |
2,047.75 |
|
| R3 |
2,089.25 |
2,073.75 |
2,041.00 |
|
| R2 |
2,065.25 |
2,065.25 |
2,039.00 |
|
| R1 |
2,049.75 |
2,049.75 |
2,036.75 |
2,045.50 |
| PP |
2,041.25 |
2,041.25 |
2,041.25 |
2,039.00 |
| S1 |
2,025.75 |
2,025.75 |
2,032.25 |
2,021.50 |
| S2 |
2,017.25 |
2,017.25 |
2,030.00 |
|
| S3 |
1,993.25 |
2,001.75 |
2,028.00 |
|
| S4 |
1,969.25 |
1,977.75 |
2,021.25 |
|
|
| 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 |
2,062.00 |
2,026.00 |
36.00 |
1.8% |
26.25 |
1.3% |
24% |
False |
False |
1,844,491 |
| 10 |
2,071.50 |
2,019.25 |
52.25 |
2.6% |
24.00 |
1.2% |
29% |
False |
False |
1,756,677 |
| 20 |
2,071.50 |
1,995.00 |
76.50 |
3.8% |
21.50 |
1.1% |
52% |
False |
False |
1,692,463 |
| 40 |
2,071.50 |
1,814.25 |
257.25 |
12.6% |
25.75 |
1.3% |
86% |
False |
False |
937,952 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
33.00 |
1.6% |
87% |
False |
False |
627,813 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.6% |
34.00 |
1.7% |
87% |
False |
False |
471,471 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
33.00 |
1.6% |
81% |
False |
False |
377,242 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
31.00 |
1.5% |
80% |
False |
False |
314,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,158.50 |
|
2.618 |
2,119.25 |
|
1.618 |
2,095.25 |
|
1.000 |
2,080.50 |
|
0.618 |
2,071.25 |
|
HIGH |
2,056.50 |
|
0.618 |
2,047.25 |
|
0.500 |
2,044.50 |
|
0.382 |
2,041.75 |
|
LOW |
2,032.50 |
|
0.618 |
2,017.75 |
|
1.000 |
2,008.50 |
|
1.618 |
1,993.75 |
|
2.618 |
1,969.75 |
|
4.250 |
1,930.50 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.50 |
2,044.00 |
| PP |
2,041.25 |
2,040.75 |
| S1 |
2,037.75 |
2,037.75 |
|