| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,102.2 |
1,126.7 |
24.5 |
2.2% |
1,113.3 |
| High |
1,128.2 |
1,130.1 |
1.9 |
0.2% |
1,116.8 |
| Low |
1,101.6 |
1,121.9 |
20.3 |
1.8% |
1,083.5 |
| Close |
1,127.4 |
1,124.6 |
-2.8 |
-0.2% |
1,094.1 |
| Range |
26.6 |
8.2 |
-18.4 |
-69.2% |
33.3 |
| ATR |
18.5 |
17.7 |
-0.7 |
-4.0% |
0.0 |
| Volume |
101,537 |
79,133 |
-22,404 |
-22.1% |
413,393 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,150.3 |
1,145.5 |
1,129.0 |
|
| R3 |
1,142.0 |
1,137.3 |
1,126.8 |
|
| R2 |
1,133.8 |
1,133.8 |
1,126.0 |
|
| R1 |
1,129.3 |
1,129.3 |
1,125.3 |
1,127.3 |
| PP |
1,125.5 |
1,125.5 |
1,125.5 |
1,124.5 |
| S1 |
1,121.0 |
1,121.0 |
1,123.8 |
1,119.3 |
| S2 |
1,117.3 |
1,117.3 |
1,123.0 |
|
| S3 |
1,109.3 |
1,112.8 |
1,122.3 |
|
| S4 |
1,101.0 |
1,104.5 |
1,120.0 |
|
|
| 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 |
1,130.1 |
1,086.7 |
43.4 |
3.9% |
18.0 |
1.6% |
87% |
True |
False |
89,139 |
| 10 |
1,130.1 |
1,083.5 |
46.6 |
4.1% |
17.3 |
1.5% |
88% |
True |
False |
87,555 |
| 20 |
1,130.1 |
1,059.5 |
70.6 |
6.3% |
17.8 |
1.6% |
92% |
True |
False |
89,030 |
| 40 |
1,130.1 |
992.4 |
137.7 |
12.2% |
17.0 |
1.5% |
96% |
True |
False |
63,146 |
| 60 |
1,130.1 |
945.2 |
184.9 |
16.4% |
14.8 |
1.3% |
97% |
True |
False |
42,102 |
| 80 |
1,158.6 |
945.2 |
213.4 |
19.0% |
12.8 |
1.1% |
84% |
False |
False |
31,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,165.0 |
|
2.618 |
1,151.5 |
|
1.618 |
1,143.3 |
|
1.000 |
1,138.3 |
|
0.618 |
1,135.3 |
|
HIGH |
1,130.0 |
|
0.618 |
1,127.0 |
|
0.500 |
1,126.0 |
|
0.382 |
1,125.0 |
|
LOW |
1,122.0 |
|
0.618 |
1,116.8 |
|
1.000 |
1,113.8 |
|
1.618 |
1,108.8 |
|
2.618 |
1,100.5 |
|
4.250 |
1,087.0 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.0 |
1,119.3 |
| PP |
1,125.5 |
1,113.8 |
| S1 |
1,125.0 |
1,108.5 |
|