| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,024.50 |
2,031.75 |
7.25 |
0.4% |
2,055.50 |
| High |
2,045.75 |
2,048.00 |
2.25 |
0.1% |
2,063.50 |
| Low |
2,022.25 |
2,024.25 |
2.00 |
0.1% |
2,018.00 |
| Close |
2,032.50 |
2,026.25 |
-6.25 |
-0.3% |
2,032.50 |
| Range |
23.50 |
23.75 |
0.25 |
1.1% |
45.50 |
| ATR |
24.59 |
24.53 |
-0.06 |
-0.2% |
0.00 |
| Volume |
1,531 |
2,715 |
1,184 |
77.3% |
13,905 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.00 |
2,089.00 |
2,039.25 |
|
| R3 |
2,080.25 |
2,065.25 |
2,032.75 |
|
| R2 |
2,056.50 |
2,056.50 |
2,030.50 |
|
| R1 |
2,041.50 |
2,041.50 |
2,028.50 |
2,037.00 |
| PP |
2,032.75 |
2,032.75 |
2,032.75 |
2,030.75 |
| S1 |
2,017.75 |
2,017.75 |
2,024.00 |
2,013.50 |
| S2 |
2,009.00 |
2,009.00 |
2,022.00 |
|
| S3 |
1,985.25 |
1,994.00 |
2,019.75 |
|
| S4 |
1,961.50 |
1,970.25 |
2,013.25 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.50 |
2,149.00 |
2,057.50 |
|
| R3 |
2,129.00 |
2,103.50 |
2,045.00 |
|
| R2 |
2,083.50 |
2,083.50 |
2,040.75 |
|
| R1 |
2,058.00 |
2,058.00 |
2,036.75 |
2,048.00 |
| PP |
2,038.00 |
2,038.00 |
2,038.00 |
2,033.00 |
| S1 |
2,012.50 |
2,012.50 |
2,028.25 |
2,002.50 |
| S2 |
1,992.50 |
1,992.50 |
2,024.25 |
|
| S3 |
1,947.00 |
1,967.00 |
2,020.00 |
|
| S4 |
1,901.50 |
1,921.50 |
2,007.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,053.50 |
2,018.00 |
35.50 |
1.8% |
25.75 |
1.3% |
23% |
False |
False |
2,803 |
| 10 |
2,063.50 |
2,011.50 |
52.00 |
2.6% |
23.50 |
1.2% |
28% |
False |
False |
2,799 |
| 20 |
2,063.50 |
1,988.00 |
75.50 |
3.7% |
21.00 |
1.0% |
51% |
False |
False |
1,905 |
| 40 |
2,063.50 |
1,807.00 |
256.50 |
12.7% |
25.25 |
1.2% |
85% |
False |
False |
1,116 |
| 60 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
32.50 |
1.6% |
87% |
False |
False |
909 |
| 80 |
2,063.50 |
1,787.50 |
276.00 |
13.6% |
33.25 |
1.6% |
87% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.00 |
|
2.618 |
2,110.25 |
|
1.618 |
2,086.50 |
|
1.000 |
2,071.75 |
|
0.618 |
2,062.75 |
|
HIGH |
2,048.00 |
|
0.618 |
2,039.00 |
|
0.500 |
2,036.00 |
|
0.382 |
2,033.25 |
|
LOW |
2,024.25 |
|
0.618 |
2,009.50 |
|
1.000 |
2,000.50 |
|
1.618 |
1,985.75 |
|
2.618 |
1,962.00 |
|
4.250 |
1,923.25 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.00 |
2,035.75 |
| PP |
2,032.75 |
2,032.50 |
| S1 |
2,029.50 |
2,029.50 |
|