| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,233.1 |
1,225.8 |
-7.3 |
-0.6% |
1,219.2 |
| High |
1,234.4 |
1,246.2 |
11.8 |
1.0% |
1,246.8 |
| Low |
1,219.0 |
1,225.8 |
6.8 |
0.6% |
1,211.8 |
| Close |
1,225.2 |
1,238.9 |
13.7 |
1.1% |
1,224.9 |
| Range |
15.4 |
20.4 |
5.0 |
32.5% |
35.0 |
| ATR |
21.0 |
21.0 |
0.0 |
0.0% |
0.0 |
| Volume |
1,852 |
5,039 |
3,187 |
172.1% |
20,043 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.2 |
1,288.9 |
1,250.1 |
|
| R3 |
1,277.8 |
1,268.5 |
1,244.5 |
|
| R2 |
1,257.4 |
1,257.4 |
1,242.6 |
|
| R1 |
1,248.1 |
1,248.1 |
1,240.8 |
1,252.8 |
| PP |
1,237.0 |
1,237.0 |
1,237.0 |
1,239.3 |
| S1 |
1,227.7 |
1,227.7 |
1,237.0 |
1,232.4 |
| S2 |
1,216.6 |
1,216.6 |
1,235.2 |
|
| S3 |
1,196.2 |
1,207.3 |
1,233.3 |
|
| S4 |
1,175.8 |
1,186.9 |
1,227.7 |
|
|
| 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 |
1,246.2 |
1,211.8 |
34.4 |
2.8% |
18.3 |
1.5% |
79% |
True |
False |
4,018 |
| 10 |
1,246.8 |
1,211.8 |
35.0 |
2.8% |
17.8 |
1.4% |
77% |
False |
False |
3,573 |
| 20 |
1,286.0 |
1,211.8 |
74.2 |
6.0% |
21.1 |
1.7% |
37% |
False |
False |
3,985 |
| 40 |
1,286.0 |
1,183.1 |
102.9 |
8.3% |
22.4 |
1.8% |
54% |
False |
False |
3,371 |
| 60 |
1,286.0 |
1,074.0 |
212.0 |
17.1% |
19.6 |
1.6% |
78% |
False |
False |
2,780 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
17.4 |
1.4% |
80% |
False |
False |
2,223 |
| 100 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
15.7 |
1.3% |
80% |
False |
False |
1,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.9 |
|
2.618 |
1,299.6 |
|
1.618 |
1,279.2 |
|
1.000 |
1,266.6 |
|
0.618 |
1,258.8 |
|
HIGH |
1,246.2 |
|
0.618 |
1,238.4 |
|
0.500 |
1,236.0 |
|
0.382 |
1,233.6 |
|
LOW |
1,225.8 |
|
0.618 |
1,213.2 |
|
1.000 |
1,205.4 |
|
1.618 |
1,192.8 |
|
2.618 |
1,172.4 |
|
4.250 |
1,139.1 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.9 |
1,236.7 |
| PP |
1,237.0 |
1,234.4 |
| S1 |
1,236.0 |
1,232.2 |
|