| 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 |
2,838.0 |
2,849.0 |
11.0 |
0.4% |
2,888.0 |
| High |
2,876.0 |
2,880.0 |
4.0 |
0.1% |
2,919.0 |
| Low |
2,811.0 |
2,828.0 |
17.0 |
0.6% |
2,775.0 |
| Close |
2,856.0 |
2,871.0 |
15.0 |
0.5% |
2,838.0 |
| Range |
65.0 |
52.0 |
-13.0 |
-20.0% |
144.0 |
| ATR |
65.8 |
64.8 |
-1.0 |
-1.5% |
0.0 |
| Volume |
1,332,824 |
1,745,331 |
412,507 |
30.9% |
6,468,505 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.7 |
2,995.3 |
2,899.6 |
|
| R3 |
2,963.7 |
2,943.3 |
2,885.3 |
|
| R2 |
2,911.7 |
2,911.7 |
2,880.5 |
|
| R1 |
2,891.3 |
2,891.3 |
2,875.8 |
2,901.5 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,864.8 |
| S1 |
2,839.3 |
2,839.3 |
2,866.2 |
2,849.5 |
| S2 |
2,807.7 |
2,807.7 |
2,861.5 |
|
| S3 |
2,755.7 |
2,787.3 |
2,856.7 |
|
| S4 |
2,703.7 |
2,735.3 |
2,842.4 |
|
|
| 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 |
2,880.0 |
2,775.0 |
105.0 |
3.7% |
57.4 |
2.0% |
91% |
True |
False |
1,364,393 |
| 10 |
2,988.0 |
2,775.0 |
213.0 |
7.4% |
56.0 |
2.0% |
45% |
False |
False |
1,380,555 |
| 20 |
3,039.0 |
2,775.0 |
264.0 |
9.2% |
54.7 |
1.9% |
36% |
False |
False |
1,338,059 |
| 40 |
3,052.0 |
2,717.0 |
335.0 |
11.7% |
59.2 |
2.1% |
46% |
False |
False |
754,413 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
16.0% |
66.6 |
2.3% |
60% |
False |
False |
506,105 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
23.2% |
67.0 |
2.3% |
42% |
False |
False |
380,208 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.4% |
61.7 |
2.1% |
33% |
False |
False |
304,265 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.4% |
55.7 |
1.9% |
33% |
False |
False |
253,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.0 |
|
2.618 |
3,016.1 |
|
1.618 |
2,964.1 |
|
1.000 |
2,932.0 |
|
0.618 |
2,912.1 |
|
HIGH |
2,880.0 |
|
0.618 |
2,860.1 |
|
0.500 |
2,854.0 |
|
0.382 |
2,847.9 |
|
LOW |
2,828.0 |
|
0.618 |
2,795.9 |
|
1.000 |
2,776.0 |
|
1.618 |
2,743.9 |
|
2.618 |
2,691.9 |
|
4.250 |
2,607.0 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,865.3 |
2,860.7 |
| PP |
2,859.7 |
2,850.3 |
| S1 |
2,854.0 |
2,840.0 |
|