| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,841.0 |
2,805.0 |
-36.0 |
-1.3% |
2,888.0 |
| High |
2,854.0 |
2,851.0 |
-3.0 |
-0.1% |
2,919.0 |
| Low |
2,775.0 |
2,800.0 |
25.0 |
0.9% |
2,775.0 |
| Close |
2,794.0 |
2,838.0 |
44.0 |
1.6% |
2,838.0 |
| Range |
79.0 |
51.0 |
-28.0 |
-35.4% |
144.0 |
| ATR |
66.6 |
65.9 |
-0.7 |
-1.0% |
0.0 |
| Volume |
1,217,212 |
1,187,836 |
-29,376 |
-2.4% |
6,468,505 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.7 |
2,961.3 |
2,866.1 |
|
| R3 |
2,931.7 |
2,910.3 |
2,852.0 |
|
| R2 |
2,880.7 |
2,880.7 |
2,847.4 |
|
| R1 |
2,859.3 |
2,859.3 |
2,842.7 |
2,870.0 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,835.0 |
| S1 |
2,808.3 |
2,808.3 |
2,833.3 |
2,819.0 |
| S2 |
2,778.7 |
2,778.7 |
2,828.7 |
|
| S3 |
2,727.7 |
2,757.3 |
2,824.0 |
|
| S4 |
2,676.7 |
2,706.3 |
2,810.0 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,276.0 |
3,201.0 |
2,917.2 |
|
| R3 |
3,132.0 |
3,057.0 |
2,877.6 |
|
| R2 |
2,988.0 |
2,988.0 |
2,864.4 |
|
| R1 |
2,913.0 |
2,913.0 |
2,851.2 |
2,878.5 |
| PP |
2,844.0 |
2,844.0 |
2,844.0 |
2,826.8 |
| S1 |
2,769.0 |
2,769.0 |
2,824.8 |
2,734.5 |
| S2 |
2,700.0 |
2,700.0 |
2,811.6 |
|
| S3 |
2,556.0 |
2,625.0 |
2,798.4 |
|
| S4 |
2,412.0 |
2,481.0 |
2,758.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,919.0 |
2,775.0 |
144.0 |
5.1% |
58.4 |
2.1% |
44% |
False |
False |
1,293,701 |
| 10 |
2,988.0 |
2,775.0 |
213.0 |
7.5% |
53.2 |
1.9% |
30% |
False |
False |
1,277,679 |
| 20 |
3,052.0 |
2,775.0 |
277.0 |
9.8% |
62.1 |
2.2% |
23% |
False |
False |
1,280,987 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
16.1% |
59.8 |
2.1% |
53% |
False |
False |
677,845 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
16.1% |
68.2 |
2.4% |
53% |
False |
False |
454,856 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
23.5% |
67.3 |
2.4% |
37% |
False |
False |
341,759 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.8% |
60.9 |
2.1% |
29% |
False |
False |
273,483 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.8% |
54.9 |
1.9% |
29% |
False |
False |
227,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.8 |
|
2.618 |
2,984.5 |
|
1.618 |
2,933.5 |
|
1.000 |
2,902.0 |
|
0.618 |
2,882.5 |
|
HIGH |
2,851.0 |
|
0.618 |
2,831.5 |
|
0.500 |
2,825.5 |
|
0.382 |
2,819.5 |
|
LOW |
2,800.0 |
|
0.618 |
2,768.5 |
|
1.000 |
2,749.0 |
|
1.618 |
2,717.5 |
|
2.618 |
2,666.5 |
|
4.250 |
2,583.3 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.8 |
2,830.2 |
| PP |
2,829.7 |
2,822.3 |
| S1 |
2,825.5 |
2,814.5 |
|