| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,041.00 |
2,032.50 |
-8.50 |
-0.4% |
2,064.00 |
| High |
2,056.50 |
2,058.50 |
2.00 |
0.1% |
2,071.50 |
| Low |
2,032.50 |
2,029.25 |
-3.25 |
-0.2% |
2,026.00 |
| Close |
2,034.50 |
2,055.75 |
21.25 |
1.0% |
2,040.75 |
| Range |
24.00 |
29.25 |
5.25 |
21.9% |
45.50 |
| ATR |
25.00 |
25.30 |
0.30 |
1.2% |
0.00 |
| Volume |
1,679,757 |
1,831,285 |
151,528 |
9.0% |
8,922,819 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.50 |
2,125.00 |
2,071.75 |
|
| R3 |
2,106.25 |
2,095.75 |
2,063.75 |
|
| R2 |
2,077.00 |
2,077.00 |
2,061.00 |
|
| R1 |
2,066.50 |
2,066.50 |
2,058.50 |
2,071.75 |
| PP |
2,047.75 |
2,047.75 |
2,047.75 |
2,050.50 |
| S1 |
2,037.25 |
2,037.25 |
2,053.00 |
2,042.50 |
| S2 |
2,018.50 |
2,018.50 |
2,050.50 |
|
| S3 |
1,989.25 |
2,008.00 |
2,047.75 |
|
| S4 |
1,960.00 |
1,978.75 |
2,039.75 |
|
|
| 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% |
27.75 |
1.3% |
83% |
False |
False |
1,845,251 |
| 10 |
2,071.50 |
2,026.00 |
45.50 |
2.2% |
24.00 |
1.2% |
65% |
False |
False |
1,784,858 |
| 20 |
2,071.50 |
1,995.00 |
76.50 |
3.7% |
22.25 |
1.1% |
79% |
False |
False |
1,701,438 |
| 40 |
2,071.50 |
1,855.00 |
216.50 |
10.5% |
25.50 |
1.2% |
93% |
False |
False |
983,361 |
| 60 |
2,071.50 |
1,794.50 |
277.00 |
13.5% |
32.50 |
1.6% |
94% |
False |
False |
658,213 |
| 80 |
2,071.50 |
1,794.50 |
277.00 |
13.5% |
33.75 |
1.6% |
94% |
False |
False |
494,355 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.4% |
32.75 |
1.6% |
88% |
False |
False |
395,550 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
31.25 |
1.5% |
87% |
False |
False |
329,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.75 |
|
2.618 |
2,135.00 |
|
1.618 |
2,105.75 |
|
1.000 |
2,087.75 |
|
0.618 |
2,076.50 |
|
HIGH |
2,058.50 |
|
0.618 |
2,047.25 |
|
0.500 |
2,044.00 |
|
0.382 |
2,040.50 |
|
LOW |
2,029.25 |
|
0.618 |
2,011.25 |
|
1.000 |
2,000.00 |
|
1.618 |
1,982.00 |
|
2.618 |
1,952.75 |
|
4.250 |
1,905.00 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.75 |
2,051.75 |
| PP |
2,047.75 |
2,047.75 |
| S1 |
2,044.00 |
2,044.00 |
|