| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,087.1 |
1,102.2 |
15.1 |
1.4% |
1,113.3 |
| High |
1,104.6 |
1,128.2 |
23.6 |
2.1% |
1,116.8 |
| Low |
1,086.7 |
1,101.6 |
14.9 |
1.4% |
1,083.5 |
| Close |
1,102.9 |
1,127.4 |
24.5 |
2.2% |
1,094.1 |
| Range |
17.9 |
26.6 |
8.7 |
48.6% |
33.3 |
| ATR |
17.9 |
18.5 |
0.6 |
3.5% |
0.0 |
| Volume |
89,580 |
101,537 |
11,957 |
13.3% |
413,393 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.8 |
1,189.8 |
1,142.0 |
|
| R3 |
1,172.3 |
1,163.3 |
1,134.8 |
|
| R2 |
1,145.8 |
1,145.8 |
1,132.3 |
|
| R1 |
1,136.5 |
1,136.5 |
1,129.8 |
1,141.0 |
| PP |
1,119.0 |
1,119.0 |
1,119.0 |
1,121.3 |
| S1 |
1,110.0 |
1,110.0 |
1,125.0 |
1,114.5 |
| S2 |
1,092.5 |
1,092.5 |
1,122.5 |
|
| S3 |
1,065.8 |
1,083.3 |
1,120.0 |
|
| S4 |
1,039.3 |
1,056.8 |
1,112.8 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.0 |
1,179.3 |
1,112.5 |
|
| R3 |
1,164.8 |
1,146.0 |
1,103.3 |
|
| R2 |
1,131.5 |
1,131.5 |
1,100.3 |
|
| R1 |
1,112.8 |
1,112.8 |
1,097.3 |
1,105.5 |
| PP |
1,098.3 |
1,098.3 |
1,098.3 |
1,094.5 |
| S1 |
1,079.5 |
1,079.5 |
1,091.0 |
1,072.3 |
| S2 |
1,064.8 |
1,064.8 |
1,088.0 |
|
| S3 |
1,031.5 |
1,046.3 |
1,085.0 |
|
| S4 |
998.3 |
1,012.8 |
1,075.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,128.2 |
1,083.5 |
44.7 |
4.0% |
20.8 |
1.8% |
98% |
True |
False |
92,339 |
| 10 |
1,128.2 |
1,083.5 |
44.7 |
4.0% |
17.8 |
1.6% |
98% |
True |
False |
88,486 |
| 20 |
1,128.2 |
1,054.2 |
74.0 |
6.6% |
18.3 |
1.6% |
99% |
True |
False |
92,317 |
| 40 |
1,128.2 |
992.4 |
135.8 |
12.0% |
17.0 |
1.5% |
99% |
True |
False |
61,170 |
| 60 |
1,128.2 |
945.2 |
183.0 |
16.2% |
15.3 |
1.3% |
100% |
True |
False |
40,784 |
| 80 |
1,158.6 |
945.2 |
213.4 |
18.9% |
12.8 |
1.1% |
85% |
False |
False |
30,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,241.3 |
|
2.618 |
1,197.8 |
|
1.618 |
1,171.3 |
|
1.000 |
1,154.8 |
|
0.618 |
1,144.8 |
|
HIGH |
1,128.3 |
|
0.618 |
1,118.0 |
|
0.500 |
1,115.0 |
|
0.382 |
1,111.8 |
|
LOW |
1,101.5 |
|
0.618 |
1,085.3 |
|
1.000 |
1,075.0 |
|
1.618 |
1,058.5 |
|
2.618 |
1,032.0 |
|
4.250 |
988.5 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.3 |
1,120.8 |
| PP |
1,119.0 |
1,114.0 |
| S1 |
1,115.0 |
1,107.5 |
|