| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,136.0 |
1,139.0 |
3.0 |
0.3% |
1,094.2 |
| High |
1,145.5 |
1,142.5 |
-3.0 |
-0.3% |
1,130.1 |
| Low |
1,132.4 |
1,129.7 |
-2.7 |
-0.2% |
1,086.7 |
| Close |
1,139.6 |
1,132.3 |
-7.3 |
-0.6% |
1,128.1 |
| Range |
13.1 |
12.8 |
-0.3 |
-2.3% |
43.4 |
| ATR |
16.6 |
16.4 |
-0.3 |
-1.6% |
0.0 |
| Volume |
73,336 |
81,232 |
7,896 |
10.8% |
430,644 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.3 |
1,165.5 |
1,139.3 |
|
| R3 |
1,160.5 |
1,152.8 |
1,135.8 |
|
| R2 |
1,147.8 |
1,147.8 |
1,134.8 |
|
| R1 |
1,140.0 |
1,140.0 |
1,133.5 |
1,137.5 |
| PP |
1,134.8 |
1,134.8 |
1,134.8 |
1,133.5 |
| S1 |
1,127.3 |
1,127.3 |
1,131.3 |
1,124.5 |
| S2 |
1,122.0 |
1,122.0 |
1,130.0 |
|
| S3 |
1,109.3 |
1,114.3 |
1,128.8 |
|
| S4 |
1,096.5 |
1,101.5 |
1,125.3 |
|
|
| 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 |
2.5% |
13.3 |
1.2% |
53% |
False |
False |
73,135 |
| 10 |
1,145.5 |
1,086.7 |
58.8 |
5.2% |
15.8 |
1.4% |
78% |
False |
False |
81,137 |
| 20 |
1,145.5 |
1,059.5 |
86.0 |
7.6% |
16.5 |
1.5% |
85% |
False |
False |
84,191 |
| 40 |
1,145.5 |
1,014.3 |
131.2 |
11.6% |
17.3 |
1.5% |
90% |
False |
False |
72,284 |
| 60 |
1,145.5 |
945.2 |
200.3 |
17.7% |
15.3 |
1.4% |
93% |
False |
False |
48,196 |
| 80 |
1,145.5 |
945.2 |
200.3 |
17.7% |
13.3 |
1.2% |
93% |
False |
False |
36,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.0 |
|
2.618 |
1,176.0 |
|
1.618 |
1,163.3 |
|
1.000 |
1,155.3 |
|
0.618 |
1,150.5 |
|
HIGH |
1,142.5 |
|
0.618 |
1,137.5 |
|
0.500 |
1,136.0 |
|
0.382 |
1,134.5 |
|
LOW |
1,129.8 |
|
0.618 |
1,121.8 |
|
1.000 |
1,117.0 |
|
1.618 |
1,109.0 |
|
2.618 |
1,096.3 |
|
4.250 |
1,075.3 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.0 |
1,137.5 |
| PP |
1,134.8 |
1,135.8 |
| S1 |
1,133.5 |
1,134.0 |
|