| 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 |
1,241.8 |
1,241.8 |
0.0 |
0.0% |
1,223.0 |
| High |
1,244.6 |
1,260.9 |
16.3 |
1.3% |
1,245.0 |
| Low |
1,231.0 |
1,241.6 |
10.6 |
0.9% |
1,215.7 |
| Close |
1,243.8 |
1,258.0 |
14.2 |
1.1% |
1,243.8 |
| Range |
13.6 |
19.3 |
5.7 |
41.9% |
29.3 |
| ATR |
21.8 |
21.6 |
-0.2 |
-0.8% |
0.0 |
| Volume |
132,368 |
160,928 |
28,560 |
21.6% |
705,257 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.4 |
1,304.0 |
1,268.6 |
|
| R3 |
1,292.1 |
1,284.7 |
1,263.3 |
|
| R2 |
1,272.8 |
1,272.8 |
1,261.5 |
|
| R1 |
1,265.4 |
1,265.4 |
1,259.8 |
1,269.1 |
| PP |
1,253.5 |
1,253.5 |
1,253.5 |
1,255.4 |
| S1 |
1,246.1 |
1,246.1 |
1,256.2 |
1,249.8 |
| S2 |
1,234.2 |
1,234.2 |
1,254.5 |
|
| S3 |
1,214.9 |
1,226.8 |
1,252.7 |
|
| S4 |
1,195.6 |
1,207.5 |
1,247.4 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.7 |
1,312.6 |
1,259.9 |
|
| R3 |
1,293.4 |
1,283.3 |
1,251.9 |
|
| R2 |
1,264.1 |
1,264.1 |
1,249.2 |
|
| R1 |
1,254.0 |
1,254.0 |
1,246.5 |
1,259.1 |
| PP |
1,234.8 |
1,234.8 |
1,234.8 |
1,237.4 |
| S1 |
1,224.7 |
1,224.7 |
1,241.1 |
1,229.8 |
| S2 |
1,205.5 |
1,205.5 |
1,238.4 |
|
| S3 |
1,176.2 |
1,195.4 |
1,235.7 |
|
| S4 |
1,146.9 |
1,166.1 |
1,227.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.9 |
1,216.0 |
44.9 |
3.6% |
18.7 |
1.5% |
94% |
True |
False |
155,025 |
| 10 |
1,260.9 |
1,210.3 |
50.6 |
4.0% |
19.6 |
1.6% |
94% |
True |
False |
156,608 |
| 20 |
1,273.0 |
1,207.7 |
65.3 |
5.2% |
20.6 |
1.6% |
77% |
False |
False |
101,493 |
| 40 |
1,287.8 |
1,192.1 |
95.7 |
7.6% |
23.1 |
1.8% |
69% |
False |
False |
58,290 |
| 60 |
1,287.8 |
1,071.8 |
216.0 |
17.2% |
21.8 |
1.7% |
86% |
False |
False |
41,003 |
| 80 |
1,287.8 |
1,048.3 |
239.5 |
19.0% |
19.6 |
1.6% |
88% |
False |
False |
31,302 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
18.7 |
1.5% |
88% |
False |
False |
25,536 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
17.6 |
1.4% |
88% |
False |
False |
21,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.9 |
|
2.618 |
1,311.4 |
|
1.618 |
1,292.1 |
|
1.000 |
1,280.2 |
|
0.618 |
1,272.8 |
|
HIGH |
1,260.9 |
|
0.618 |
1,253.5 |
|
0.500 |
1,251.3 |
|
0.382 |
1,249.0 |
|
LOW |
1,241.6 |
|
0.618 |
1,229.7 |
|
1.000 |
1,222.3 |
|
1.618 |
1,210.4 |
|
2.618 |
1,191.1 |
|
4.250 |
1,159.6 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.8 |
1,252.8 |
| PP |
1,253.5 |
1,247.6 |
| S1 |
1,251.3 |
1,242.5 |
|