| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,031.75 |
2,024.00 |
-7.75 |
-0.4% |
2,055.50 |
| High |
2,048.00 |
2,050.00 |
2.00 |
0.1% |
2,063.50 |
| Low |
2,024.25 |
2,021.25 |
-3.00 |
-0.1% |
2,018.00 |
| Close |
2,026.25 |
2,047.50 |
21.25 |
1.0% |
2,032.50 |
| Range |
23.75 |
28.75 |
5.00 |
21.1% |
45.50 |
| ATR |
24.53 |
24.83 |
0.30 |
1.2% |
0.00 |
| Volume |
2,715 |
1,657 |
-1,058 |
-39.0% |
13,905 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.75 |
2,115.50 |
2,063.25 |
|
| R3 |
2,097.00 |
2,086.75 |
2,055.50 |
|
| R2 |
2,068.25 |
2,068.25 |
2,052.75 |
|
| R1 |
2,058.00 |
2,058.00 |
2,050.25 |
2,063.00 |
| PP |
2,039.50 |
2,039.50 |
2,039.50 |
2,042.25 |
| S1 |
2,029.25 |
2,029.25 |
2,044.75 |
2,034.50 |
| S2 |
2,010.75 |
2,010.75 |
2,042.25 |
|
| S3 |
1,982.00 |
2,000.50 |
2,039.50 |
|
| S4 |
1,953.25 |
1,971.75 |
2,031.75 |
|
|
| 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 |
1.7% |
27.25 |
1.3% |
83% |
False |
False |
2,578 |
| 10 |
2,063.50 |
2,018.00 |
45.50 |
2.2% |
23.50 |
1.1% |
65% |
False |
False |
2,749 |
| 20 |
2,063.50 |
1,988.00 |
75.50 |
3.7% |
21.75 |
1.1% |
79% |
False |
False |
1,953 |
| 40 |
2,063.50 |
1,850.00 |
213.50 |
10.4% |
25.00 |
1.2% |
93% |
False |
False |
1,153 |
| 60 |
2,063.50 |
1,787.50 |
276.00 |
13.5% |
32.00 |
1.6% |
94% |
False |
False |
927 |
| 80 |
2,063.50 |
1,787.50 |
276.00 |
13.5% |
33.00 |
1.6% |
94% |
False |
False |
901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.25 |
|
2.618 |
2,125.25 |
|
1.618 |
2,096.50 |
|
1.000 |
2,078.75 |
|
0.618 |
2,067.75 |
|
HIGH |
2,050.00 |
|
0.618 |
2,039.00 |
|
0.500 |
2,035.50 |
|
0.382 |
2,032.25 |
|
LOW |
2,021.25 |
|
0.618 |
2,003.50 |
|
1.000 |
1,992.50 |
|
1.618 |
1,974.75 |
|
2.618 |
1,946.00 |
|
4.250 |
1,899.00 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.50 |
2,043.50 |
| PP |
2,039.50 |
2,039.50 |
| S1 |
2,035.50 |
2,035.50 |
|