| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,136.3 |
1,136.0 |
-0.3 |
0.0% |
1,094.2 |
| High |
1,144.6 |
1,145.5 |
0.9 |
0.1% |
1,130.1 |
| Low |
1,132.2 |
1,132.4 |
0.2 |
0.0% |
1,086.7 |
| Close |
1,137.4 |
1,139.6 |
2.2 |
0.2% |
1,128.1 |
| Range |
12.4 |
13.1 |
0.7 |
5.6% |
43.4 |
| ATR |
16.9 |
16.6 |
-0.3 |
-1.6% |
0.0 |
| Volume |
75,003 |
73,336 |
-1,667 |
-2.2% |
430,644 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.5 |
1,172.3 |
1,146.8 |
|
| R3 |
1,165.3 |
1,159.0 |
1,143.3 |
|
| R2 |
1,152.3 |
1,152.3 |
1,142.0 |
|
| R1 |
1,146.0 |
1,146.0 |
1,140.8 |
1,149.0 |
| PP |
1,139.3 |
1,139.3 |
1,139.3 |
1,140.8 |
| S1 |
1,132.8 |
1,132.8 |
1,138.5 |
1,136.0 |
| S2 |
1,126.0 |
1,126.0 |
1,137.3 |
|
| S3 |
1,113.0 |
1,119.8 |
1,136.0 |
|
| S4 |
1,099.8 |
1,106.8 |
1,132.5 |
|
|
| 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 |
1,145.5 |
1,117.6 |
27.9 |
2.4% |
12.3 |
1.1% |
79% |
True |
False |
72,715 |
| 10 |
1,145.5 |
1,083.5 |
62.0 |
5.4% |
16.5 |
1.5% |
90% |
True |
False |
82,527 |
| 20 |
1,145.5 |
1,059.5 |
86.0 |
7.5% |
17.0 |
1.5% |
93% |
True |
False |
85,399 |
| 40 |
1,145.5 |
997.1 |
148.4 |
13.0% |
17.3 |
1.5% |
96% |
True |
False |
70,253 |
| 60 |
1,145.5 |
945.2 |
200.3 |
17.6% |
15.0 |
1.3% |
97% |
True |
False |
46,842 |
| 80 |
1,158.6 |
945.2 |
213.4 |
18.7% |
13.3 |
1.2% |
91% |
False |
False |
35,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.3 |
|
2.618 |
1,179.8 |
|
1.618 |
1,166.8 |
|
1.000 |
1,158.5 |
|
0.618 |
1,153.5 |
|
HIGH |
1,145.5 |
|
0.618 |
1,140.5 |
|
0.500 |
1,139.0 |
|
0.382 |
1,137.5 |
|
LOW |
1,132.5 |
|
0.618 |
1,124.3 |
|
1.000 |
1,119.3 |
|
1.618 |
1,111.3 |
|
2.618 |
1,098.0 |
|
4.250 |
1,076.8 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,139.5 |
1,137.0 |
| PP |
1,139.3 |
1,134.3 |
| S1 |
1,139.0 |
1,131.5 |
|