| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,223.0 |
1,217.1 |
-5.9 |
-0.5% |
1,217.8 |
| High |
1,224.1 |
1,238.8 |
14.7 |
1.2% |
1,246.8 |
| Low |
1,215.7 |
1,216.0 |
0.3 |
0.0% |
1,207.7 |
| Close |
1,219.3 |
1,229.6 |
10.3 |
0.8% |
1,223.5 |
| Range |
8.4 |
22.8 |
14.4 |
171.4% |
39.1 |
| ATR |
23.0 |
23.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
91,057 |
157,086 |
66,029 |
72.5% |
788,733 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.5 |
1,285.9 |
1,242.1 |
|
| R3 |
1,273.7 |
1,263.1 |
1,235.9 |
|
| R2 |
1,250.9 |
1,250.9 |
1,233.8 |
|
| R1 |
1,240.3 |
1,240.3 |
1,231.7 |
1,245.6 |
| PP |
1,228.1 |
1,228.1 |
1,228.1 |
1,230.8 |
| S1 |
1,217.5 |
1,217.5 |
1,227.5 |
1,222.8 |
| S2 |
1,205.3 |
1,205.3 |
1,225.4 |
|
| S3 |
1,182.5 |
1,194.7 |
1,223.3 |
|
| S4 |
1,159.7 |
1,171.9 |
1,217.1 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.3 |
1,322.5 |
1,245.0 |
|
| R3 |
1,304.2 |
1,283.4 |
1,234.3 |
|
| R2 |
1,265.1 |
1,265.1 |
1,230.7 |
|
| R1 |
1,244.3 |
1,244.3 |
1,227.1 |
1,254.7 |
| PP |
1,226.0 |
1,226.0 |
1,226.0 |
1,231.2 |
| S1 |
1,205.2 |
1,205.2 |
1,219.9 |
1,215.6 |
| S2 |
1,186.9 |
1,186.9 |
1,216.3 |
|
| S3 |
1,147.8 |
1,166.1 |
1,212.7 |
|
| S4 |
1,108.7 |
1,127.0 |
1,202.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.8 |
1,210.3 |
36.5 |
3.0% |
19.4 |
1.6% |
53% |
False |
False |
149,739 |
| 10 |
1,262.2 |
1,207.7 |
54.5 |
4.4% |
20.8 |
1.7% |
40% |
False |
False |
123,446 |
| 20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
22.7 |
1.8% |
27% |
False |
False |
76,253 |
| 40 |
1,287.8 |
1,165.6 |
122.2 |
9.9% |
24.6 |
2.0% |
52% |
False |
False |
43,509 |
| 60 |
1,287.8 |
1,071.8 |
216.0 |
17.6% |
21.6 |
1.8% |
73% |
False |
False |
30,953 |
| 80 |
1,287.8 |
1,048.3 |
239.5 |
19.5% |
19.4 |
1.6% |
76% |
False |
False |
23,666 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
18.3 |
1.5% |
76% |
False |
False |
19,485 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
17.5 |
1.4% |
76% |
False |
False |
16,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.7 |
|
2.618 |
1,298.5 |
|
1.618 |
1,275.7 |
|
1.000 |
1,261.6 |
|
0.618 |
1,252.9 |
|
HIGH |
1,238.8 |
|
0.618 |
1,230.1 |
|
0.500 |
1,227.4 |
|
0.382 |
1,224.7 |
|
LOW |
1,216.0 |
|
0.618 |
1,201.9 |
|
1.000 |
1,193.2 |
|
1.618 |
1,179.1 |
|
2.618 |
1,156.3 |
|
4.250 |
1,119.1 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.9 |
1,227.9 |
| PP |
1,228.1 |
1,226.2 |
| S1 |
1,227.4 |
1,224.6 |
|