| 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 |
2,033.25 |
2,051.00 |
17.75 |
0.9% |
2,023.00 |
| High |
2,052.25 |
2,053.50 |
1.25 |
0.1% |
2,059.00 |
| Low |
2,027.25 |
2,018.00 |
-9.25 |
-0.5% |
2,011.50 |
| Close |
2,052.00 |
2,026.75 |
-25.25 |
-1.2% |
2,057.25 |
| Range |
25.00 |
35.50 |
10.50 |
42.0% |
47.50 |
| ATR |
23.84 |
24.67 |
0.83 |
3.5% |
0.00 |
| Volume |
3,142 |
3,847 |
705 |
22.4% |
12,281 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.25 |
2,118.50 |
2,046.25 |
|
| R3 |
2,103.75 |
2,083.00 |
2,036.50 |
|
| R2 |
2,068.25 |
2,068.25 |
2,033.25 |
|
| R1 |
2,047.50 |
2,047.50 |
2,030.00 |
2,040.00 |
| PP |
2,032.75 |
2,032.75 |
2,032.75 |
2,029.00 |
| S1 |
2,012.00 |
2,012.00 |
2,023.50 |
2,004.50 |
| S2 |
1,997.25 |
1,997.25 |
2,020.25 |
|
| S3 |
1,961.75 |
1,976.50 |
2,017.00 |
|
| S4 |
1,926.25 |
1,941.00 |
2,007.25 |
|
|
| 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 |
2,063.50 |
2,018.00 |
45.50 |
2.2% |
26.00 |
1.3% |
19% |
False |
True |
3,314 |
| 10 |
2,063.50 |
2,004.50 |
59.00 |
2.9% |
22.25 |
1.1% |
38% |
False |
False |
2,565 |
| 20 |
2,063.50 |
1,950.50 |
113.00 |
5.6% |
22.50 |
1.1% |
67% |
False |
False |
1,731 |
| 40 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
26.00 |
1.3% |
87% |
False |
False |
1,028 |
| 60 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
33.50 |
1.6% |
87% |
False |
False |
857 |
| 80 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
33.50 |
1.7% |
87% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.50 |
|
2.618 |
2,146.50 |
|
1.618 |
2,111.00 |
|
1.000 |
2,089.00 |
|
0.618 |
2,075.50 |
|
HIGH |
2,053.50 |
|
0.618 |
2,040.00 |
|
0.500 |
2,035.75 |
|
0.382 |
2,031.50 |
|
LOW |
2,018.00 |
|
0.618 |
1,996.00 |
|
1.000 |
1,982.50 |
|
1.618 |
1,960.50 |
|
2.618 |
1,925.00 |
|
4.250 |
1,867.00 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.75 |
2,035.75 |
| PP |
2,032.75 |
2,032.75 |
| S1 |
2,029.75 |
2,029.75 |
|