| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,124.5 |
1,120.8 |
-3.7 |
-0.3% |
1,094.2 |
| High |
1,129.2 |
1,137.2 |
8.0 |
0.7% |
1,130.1 |
| Low |
1,120.8 |
1,117.6 |
-3.2 |
-0.3% |
1,086.7 |
| Close |
1,128.1 |
1,135.8 |
7.7 |
0.7% |
1,128.1 |
| Range |
8.4 |
19.6 |
11.2 |
133.3% |
43.4 |
| ATR |
17.1 |
17.3 |
0.2 |
1.1% |
0.0 |
| Volume |
66,394 |
69,712 |
3,318 |
5.0% |
430,644 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,189.0 |
1,182.0 |
1,146.5 |
|
| R3 |
1,169.5 |
1,162.5 |
1,141.3 |
|
| R2 |
1,149.8 |
1,149.8 |
1,139.5 |
|
| R1 |
1,142.8 |
1,142.8 |
1,137.5 |
1,146.3 |
| PP |
1,130.3 |
1,130.3 |
1,130.3 |
1,132.0 |
| S1 |
1,123.3 |
1,123.3 |
1,134.0 |
1,126.8 |
| S2 |
1,110.5 |
1,110.5 |
1,132.3 |
|
| S3 |
1,091.0 |
1,103.5 |
1,130.5 |
|
| S4 |
1,071.5 |
1,084.0 |
1,125.0 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.3 |
1,230.0 |
1,152.0 |
|
| R3 |
1,201.8 |
1,186.8 |
1,140.0 |
|
| R2 |
1,158.3 |
1,158.3 |
1,136.0 |
|
| R1 |
1,143.3 |
1,143.3 |
1,132.0 |
1,150.8 |
| PP |
1,115.0 |
1,115.0 |
1,115.0 |
1,118.8 |
| S1 |
1,099.8 |
1,099.8 |
1,124.0 |
1,107.5 |
| S2 |
1,071.5 |
1,071.5 |
1,120.3 |
|
| S3 |
1,028.3 |
1,056.5 |
1,116.3 |
|
| S4 |
984.8 |
1,013.0 |
1,104.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,137.2 |
1,086.7 |
50.5 |
4.4% |
16.3 |
1.4% |
97% |
True |
False |
81,271 |
| 10 |
1,137.2 |
1,083.5 |
53.7 |
4.7% |
17.0 |
1.5% |
97% |
True |
False |
84,764 |
| 20 |
1,137.2 |
1,059.5 |
77.7 |
6.8% |
17.0 |
1.5% |
98% |
True |
False |
84,786 |
| 40 |
1,137.2 |
997.1 |
140.1 |
12.3% |
17.0 |
1.5% |
99% |
True |
False |
66,547 |
| 60 |
1,137.2 |
945.2 |
192.0 |
16.9% |
14.8 |
1.3% |
99% |
True |
False |
44,370 |
| 80 |
1,158.6 |
945.2 |
213.4 |
18.8% |
13.0 |
1.1% |
89% |
False |
False |
33,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.5 |
|
2.618 |
1,188.5 |
|
1.618 |
1,169.0 |
|
1.000 |
1,156.8 |
|
0.618 |
1,149.3 |
|
HIGH |
1,137.3 |
|
0.618 |
1,129.8 |
|
0.500 |
1,127.5 |
|
0.382 |
1,125.0 |
|
LOW |
1,117.5 |
|
0.618 |
1,105.5 |
|
1.000 |
1,098.0 |
|
1.618 |
1,086.0 |
|
2.618 |
1,066.3 |
|
4.250 |
1,034.3 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,133.0 |
1,133.0 |
| PP |
1,130.3 |
1,130.3 |
| S1 |
1,127.5 |
1,127.5 |
|