| 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 |
1,236.0 |
1,223.5 |
-12.5 |
-1.0% |
1,219.2 |
| High |
1,237.9 |
1,225.2 |
-12.7 |
-1.0% |
1,246.8 |
| Low |
1,211.8 |
1,217.5 |
5.7 |
0.5% |
1,211.8 |
| Close |
1,224.9 |
1,220.7 |
-4.2 |
-0.3% |
1,224.9 |
| Range |
26.1 |
7.7 |
-18.4 |
-70.5% |
35.0 |
| ATR |
22.5 |
21.4 |
-1.1 |
-4.7% |
0.0 |
| Volume |
7,949 |
2,034 |
-5,915 |
-74.4% |
20,043 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.2 |
1,240.2 |
1,224.9 |
|
| R3 |
1,236.5 |
1,232.5 |
1,222.8 |
|
| R2 |
1,228.8 |
1,228.8 |
1,222.1 |
|
| R1 |
1,224.8 |
1,224.8 |
1,221.4 |
1,223.0 |
| PP |
1,221.1 |
1,221.1 |
1,221.1 |
1,220.2 |
| S1 |
1,217.1 |
1,217.1 |
1,220.0 |
1,215.3 |
| S2 |
1,213.4 |
1,213.4 |
1,219.3 |
|
| S3 |
1,205.7 |
1,209.4 |
1,218.6 |
|
| S4 |
1,198.0 |
1,201.7 |
1,216.5 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.8 |
1,313.9 |
1,244.2 |
|
| R3 |
1,297.8 |
1,278.9 |
1,234.5 |
|
| R2 |
1,262.8 |
1,262.8 |
1,231.3 |
|
| R1 |
1,243.9 |
1,243.9 |
1,228.1 |
1,253.4 |
| PP |
1,227.8 |
1,227.8 |
1,227.8 |
1,232.6 |
| S1 |
1,208.9 |
1,208.9 |
1,221.7 |
1,218.4 |
| S2 |
1,192.8 |
1,192.8 |
1,218.5 |
|
| S3 |
1,157.8 |
1,173.9 |
1,215.3 |
|
| S4 |
1,122.8 |
1,138.9 |
1,205.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.8 |
1,211.8 |
35.0 |
2.9% |
19.1 |
1.6% |
25% |
False |
False |
3,903 |
| 10 |
1,262.8 |
1,211.8 |
51.0 |
4.2% |
18.6 |
1.5% |
17% |
False |
False |
4,445 |
| 20 |
1,286.0 |
1,211.8 |
74.2 |
6.1% |
20.7 |
1.7% |
12% |
False |
False |
4,097 |
| 40 |
1,286.0 |
1,148.8 |
137.2 |
11.2% |
22.8 |
1.9% |
52% |
False |
False |
3,362 |
| 60 |
1,286.0 |
1,074.0 |
212.0 |
17.4% |
19.4 |
1.6% |
69% |
False |
False |
2,679 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.4% |
17.0 |
1.4% |
72% |
False |
False |
2,111 |
| 100 |
1,286.0 |
1,049.4 |
236.6 |
19.4% |
15.3 |
1.3% |
72% |
False |
False |
1,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,257.9 |
|
2.618 |
1,245.4 |
|
1.618 |
1,237.7 |
|
1.000 |
1,232.9 |
|
0.618 |
1,230.0 |
|
HIGH |
1,225.2 |
|
0.618 |
1,222.3 |
|
0.500 |
1,221.4 |
|
0.382 |
1,220.4 |
|
LOW |
1,217.5 |
|
0.618 |
1,212.7 |
|
1.000 |
1,209.8 |
|
1.618 |
1,205.0 |
|
2.618 |
1,197.3 |
|
4.250 |
1,184.8 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,221.4 |
1,227.7 |
| PP |
1,221.1 |
1,225.3 |
| S1 |
1,220.9 |
1,223.0 |
|