| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,904.0 |
2,888.0 |
-16.0 |
-0.6% |
2,929.0 |
| High |
2,905.0 |
2,919.0 |
14.0 |
0.5% |
2,988.0 |
| Low |
2,840.0 |
2,854.0 |
14.0 |
0.5% |
2,840.0 |
| Close |
2,878.0 |
2,881.0 |
3.0 |
0.1% |
2,878.0 |
| Range |
65.0 |
65.0 |
0.0 |
0.0% |
148.0 |
| ATR |
67.0 |
66.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,154,379 |
1,475,985 |
321,606 |
27.9% |
5,390,725 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.7 |
3,045.3 |
2,916.8 |
|
| R3 |
3,014.7 |
2,980.3 |
2,898.9 |
|
| R2 |
2,949.7 |
2,949.7 |
2,892.9 |
|
| R1 |
2,915.3 |
2,915.3 |
2,887.0 |
2,900.0 |
| PP |
2,884.7 |
2,884.7 |
2,884.7 |
2,877.0 |
| S1 |
2,850.3 |
2,850.3 |
2,875.0 |
2,835.0 |
| S2 |
2,819.7 |
2,819.7 |
2,869.1 |
|
| S3 |
2,754.7 |
2,785.3 |
2,863.1 |
|
| S4 |
2,689.7 |
2,720.3 |
2,845.3 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346.0 |
3,260.0 |
2,959.4 |
|
| R3 |
3,198.0 |
3,112.0 |
2,918.7 |
|
| R2 |
3,050.0 |
3,050.0 |
2,905.1 |
|
| R1 |
2,964.0 |
2,964.0 |
2,891.6 |
2,933.0 |
| PP |
2,902.0 |
2,902.0 |
2,902.0 |
2,886.5 |
| S1 |
2,816.0 |
2,816.0 |
2,864.4 |
2,785.0 |
| S2 |
2,754.0 |
2,754.0 |
2,850.9 |
|
| S3 |
2,606.0 |
2,668.0 |
2,837.3 |
|
| S4 |
2,458.0 |
2,520.0 |
2,796.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,988.0 |
2,840.0 |
148.0 |
5.1% |
51.6 |
1.8% |
28% |
False |
False |
1,373,342 |
| 10 |
3,012.0 |
2,840.0 |
172.0 |
6.0% |
52.9 |
1.8% |
24% |
False |
False |
1,238,325 |
| 20 |
3,052.0 |
2,840.0 |
212.0 |
7.4% |
60.2 |
2.1% |
19% |
False |
False |
1,081,495 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.9% |
63.6 |
2.2% |
63% |
False |
False |
554,306 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.9% |
70.7 |
2.5% |
63% |
False |
False |
371,761 |
| 80 |
3,310.0 |
2,594.0 |
716.0 |
24.9% |
66.4 |
2.3% |
40% |
False |
False |
279,354 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.3% |
60.2 |
2.1% |
34% |
False |
False |
223,560 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.3% |
53.7 |
1.9% |
34% |
False |
False |
186,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,195.3 |
|
2.618 |
3,089.2 |
|
1.618 |
3,024.2 |
|
1.000 |
2,984.0 |
|
0.618 |
2,959.2 |
|
HIGH |
2,919.0 |
|
0.618 |
2,894.2 |
|
0.500 |
2,886.5 |
|
0.382 |
2,878.8 |
|
LOW |
2,854.0 |
|
0.618 |
2,813.8 |
|
1.000 |
2,789.0 |
|
1.618 |
2,748.8 |
|
2.618 |
2,683.8 |
|
4.250 |
2,577.8 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.5 |
2,899.0 |
| PP |
2,884.7 |
2,893.0 |
| S1 |
2,882.8 |
2,887.0 |
|