| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,079.75 |
2,091.50 |
11.75 |
0.6% |
2,064.25 |
| High |
2,089.00 |
2,091.50 |
2.50 |
0.1% |
2,105.25 |
| Low |
2,075.00 |
2,071.00 |
-4.00 |
-0.2% |
2,058.50 |
| Close |
2,086.00 |
2,083.25 |
-2.75 |
-0.1% |
2,086.00 |
| Range |
14.00 |
20.50 |
6.50 |
46.4% |
46.75 |
| ATR |
22.36 |
22.22 |
-0.13 |
-0.6% |
0.00 |
| Volume |
1,497,994 |
1,280,888 |
-217,106 |
-14.5% |
7,566,457 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.50 |
2,133.75 |
2,094.50 |
|
| R3 |
2,123.00 |
2,113.25 |
2,089.00 |
|
| R2 |
2,102.50 |
2,102.50 |
2,087.00 |
|
| R1 |
2,092.75 |
2,092.75 |
2,085.25 |
2,087.50 |
| PP |
2,082.00 |
2,082.00 |
2,082.00 |
2,079.25 |
| S1 |
2,072.25 |
2,072.25 |
2,081.25 |
2,067.00 |
| S2 |
2,061.50 |
2,061.50 |
2,079.50 |
|
| S3 |
2,041.00 |
2,051.75 |
2,077.50 |
|
| S4 |
2,020.50 |
2,031.25 |
2,072.00 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.50 |
2,201.50 |
2,111.75 |
|
| R3 |
2,176.75 |
2,154.75 |
2,098.75 |
|
| R2 |
2,130.00 |
2,130.00 |
2,094.50 |
|
| R1 |
2,108.00 |
2,108.00 |
2,090.25 |
2,119.00 |
| PP |
2,083.25 |
2,083.25 |
2,083.25 |
2,088.75 |
| S1 |
2,061.25 |
2,061.25 |
2,081.75 |
2,072.25 |
| S2 |
2,036.50 |
2,036.50 |
2,077.50 |
|
| S3 |
1,989.75 |
2,014.50 |
2,073.25 |
|
| S4 |
1,943.00 |
1,967.75 |
2,060.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.25 |
2,071.00 |
34.25 |
1.6% |
18.50 |
0.9% |
36% |
False |
True |
1,489,400 |
| 10 |
2,105.25 |
2,029.25 |
76.00 |
3.6% |
20.00 |
1.0% |
71% |
False |
False |
1,490,990 |
| 20 |
2,105.25 |
2,019.25 |
86.00 |
4.1% |
22.00 |
1.1% |
74% |
False |
False |
1,623,834 |
| 40 |
2,105.25 |
1,911.75 |
193.50 |
9.3% |
22.75 |
1.1% |
89% |
False |
False |
1,308,474 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
27.75 |
1.3% |
93% |
False |
False |
875,362 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
93% |
False |
False |
657,680 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
93% |
False |
False |
526,315 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.25 |
1.5% |
93% |
False |
False |
438,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.50 |
|
2.618 |
2,145.25 |
|
1.618 |
2,124.75 |
|
1.000 |
2,112.00 |
|
0.618 |
2,104.25 |
|
HIGH |
2,091.50 |
|
0.618 |
2,083.75 |
|
0.500 |
2,081.25 |
|
0.382 |
2,078.75 |
|
LOW |
2,071.00 |
|
0.618 |
2,058.25 |
|
1.000 |
2,050.50 |
|
1.618 |
2,037.75 |
|
2.618 |
2,017.25 |
|
4.250 |
1,984.00 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.50 |
2,087.50 |
| PP |
2,082.00 |
2,086.00 |
| S1 |
2,081.25 |
2,084.75 |
|