| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,046.75 |
2,043.75 |
-3.00 |
-0.1% |
2,023.00 |
| High |
2,051.50 |
2,059.00 |
7.50 |
0.4% |
2,059.00 |
| Low |
2,039.50 |
2,027.50 |
-12.00 |
-0.6% |
2,011.50 |
| Close |
2,043.50 |
2,057.25 |
13.75 |
0.7% |
2,057.25 |
| Range |
12.00 |
31.50 |
19.50 |
162.5% |
47.50 |
| ATR |
23.80 |
24.35 |
0.55 |
2.3% |
0.00 |
| Volume |
2,867 |
4,199 |
1,332 |
46.5% |
12,281 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.50 |
2,131.25 |
2,074.50 |
|
| R3 |
2,111.00 |
2,099.75 |
2,066.00 |
|
| R2 |
2,079.50 |
2,079.50 |
2,063.00 |
|
| R1 |
2,068.25 |
2,068.25 |
2,060.25 |
2,074.00 |
| PP |
2,048.00 |
2,048.00 |
2,048.00 |
2,050.75 |
| S1 |
2,036.75 |
2,036.75 |
2,054.25 |
2,042.50 |
| S2 |
2,016.50 |
2,016.50 |
2,051.50 |
|
| S3 |
1,985.00 |
2,005.25 |
2,048.50 |
|
| S4 |
1,953.50 |
1,973.75 |
2,040.00 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.00 |
2,168.75 |
2,083.50 |
|
| R3 |
2,137.50 |
2,121.25 |
2,070.25 |
|
| R2 |
2,090.00 |
2,090.00 |
2,066.00 |
|
| R1 |
2,073.75 |
2,073.75 |
2,061.50 |
2,082.00 |
| PP |
2,042.50 |
2,042.50 |
2,042.50 |
2,046.75 |
| S1 |
2,026.25 |
2,026.25 |
2,053.00 |
2,034.50 |
| S2 |
1,995.00 |
1,995.00 |
2,048.50 |
|
| S3 |
1,947.50 |
1,978.75 |
2,044.25 |
|
| S4 |
1,900.00 |
1,931.25 |
2,031.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,059.00 |
2,011.50 |
47.50 |
2.3% |
21.50 |
1.0% |
96% |
True |
False |
2,456 |
| 10 |
2,059.00 |
2,004.50 |
54.50 |
2.6% |
19.25 |
0.9% |
97% |
True |
False |
1,889 |
| 20 |
2,059.00 |
1,950.50 |
108.50 |
5.3% |
21.50 |
1.0% |
98% |
True |
False |
1,168 |
| 40 |
2,059.00 |
1,787.50 |
271.50 |
13.2% |
28.00 |
1.4% |
99% |
True |
False |
742 |
| 60 |
2,059.00 |
1,787.50 |
271.50 |
13.2% |
35.00 |
1.7% |
99% |
True |
False |
777 |
| 80 |
2,069.50 |
1,787.50 |
282.00 |
13.7% |
33.75 |
1.6% |
96% |
False |
False |
683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.00 |
|
2.618 |
2,141.50 |
|
1.618 |
2,110.00 |
|
1.000 |
2,090.50 |
|
0.618 |
2,078.50 |
|
HIGH |
2,059.00 |
|
0.618 |
2,047.00 |
|
0.500 |
2,043.25 |
|
0.382 |
2,039.50 |
|
LOW |
2,027.50 |
|
0.618 |
2,008.00 |
|
1.000 |
1,996.00 |
|
1.618 |
1,976.50 |
|
2.618 |
1,945.00 |
|
4.250 |
1,893.50 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.50 |
2,052.50 |
| PP |
2,048.00 |
2,048.00 |
| S1 |
2,043.25 |
2,043.25 |
|