| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,938.0 |
2,994.0 |
56.0 |
1.9% |
2,825.0 |
| High |
2,990.0 |
3,037.0 |
47.0 |
1.6% |
2,981.0 |
| Low |
2,926.0 |
2,994.0 |
68.0 |
2.3% |
2,802.0 |
| Close |
2,987.0 |
3,030.0 |
43.0 |
1.4% |
2,971.0 |
| Range |
64.0 |
43.0 |
-21.0 |
-32.8% |
179.0 |
| ATR |
54.6 |
54.3 |
-0.3 |
-0.6% |
0.0 |
| Volume |
156 |
15,077 |
14,921 |
9,564.7% |
1,224 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,149.3 |
3,132.7 |
3,053.7 |
|
| R3 |
3,106.3 |
3,089.7 |
3,041.8 |
|
| R2 |
3,063.3 |
3,063.3 |
3,037.9 |
|
| R1 |
3,046.7 |
3,046.7 |
3,033.9 |
3,055.0 |
| PP |
3,020.3 |
3,020.3 |
3,020.3 |
3,024.5 |
| S1 |
3,003.7 |
3,003.7 |
3,026.1 |
3,012.0 |
| S2 |
2,977.3 |
2,977.3 |
3,022.1 |
|
| S3 |
2,934.3 |
2,960.7 |
3,018.2 |
|
| S4 |
2,891.3 |
2,917.7 |
3,006.4 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,455.0 |
3,392.0 |
3,069.5 |
|
| R3 |
3,276.0 |
3,213.0 |
3,020.2 |
|
| R2 |
3,097.0 |
3,097.0 |
3,003.8 |
|
| R1 |
3,034.0 |
3,034.0 |
2,987.4 |
3,065.5 |
| PP |
2,918.0 |
2,918.0 |
2,918.0 |
2,933.8 |
| S1 |
2,855.0 |
2,855.0 |
2,954.6 |
2,886.5 |
| S2 |
2,739.0 |
2,739.0 |
2,938.2 |
|
| S3 |
2,560.0 |
2,676.0 |
2,921.8 |
|
| S4 |
2,381.0 |
2,497.0 |
2,872.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,037.0 |
2,885.0 |
152.0 |
5.0% |
45.0 |
1.5% |
95% |
True |
False |
3,214 |
| 10 |
3,037.0 |
2,763.0 |
274.0 |
9.0% |
48.9 |
1.6% |
97% |
True |
False |
1,694 |
| 20 |
3,037.0 |
2,763.0 |
274.0 |
9.0% |
49.2 |
1.6% |
97% |
True |
False |
3,725 |
| 40 |
3,037.0 |
2,726.0 |
311.0 |
10.3% |
41.6 |
1.4% |
98% |
True |
False |
8,016 |
| 60 |
3,037.0 |
2,603.0 |
434.0 |
14.3% |
35.4 |
1.2% |
98% |
True |
False |
5,442 |
| 80 |
3,218.0 |
2,603.0 |
615.0 |
20.3% |
33.6 |
1.1% |
69% |
False |
False |
4,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,219.8 |
|
2.618 |
3,149.6 |
|
1.618 |
3,106.6 |
|
1.000 |
3,080.0 |
|
0.618 |
3,063.6 |
|
HIGH |
3,037.0 |
|
0.618 |
3,020.6 |
|
0.500 |
3,015.5 |
|
0.382 |
3,010.4 |
|
LOW |
2,994.0 |
|
0.618 |
2,967.4 |
|
1.000 |
2,951.0 |
|
1.618 |
2,924.4 |
|
2.618 |
2,881.4 |
|
4.250 |
2,811.3 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,025.2 |
3,013.8 |
| PP |
3,020.3 |
2,997.7 |
| S1 |
3,015.5 |
2,981.5 |
|