| 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 |
2,994.0 |
3,020.0 |
26.0 |
0.9% |
2,825.0 |
| High |
3,037.0 |
3,075.0 |
38.0 |
1.3% |
2,981.0 |
| Low |
2,994.0 |
3,012.0 |
18.0 |
0.6% |
2,802.0 |
| Close |
3,030.0 |
3,068.0 |
38.0 |
1.3% |
2,971.0 |
| Range |
43.0 |
63.0 |
20.0 |
46.5% |
179.0 |
| ATR |
54.3 |
54.9 |
0.6 |
1.1% |
0.0 |
| Volume |
15,077 |
183 |
-14,894 |
-98.8% |
1,224 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,240.7 |
3,217.3 |
3,102.7 |
|
| R3 |
3,177.7 |
3,154.3 |
3,085.3 |
|
| R2 |
3,114.7 |
3,114.7 |
3,079.6 |
|
| R1 |
3,091.3 |
3,091.3 |
3,073.8 |
3,103.0 |
| PP |
3,051.7 |
3,051.7 |
3,051.7 |
3,057.5 |
| S1 |
3,028.3 |
3,028.3 |
3,062.2 |
3,040.0 |
| S2 |
2,988.7 |
2,988.7 |
3,056.5 |
|
| S3 |
2,925.7 |
2,965.3 |
3,050.7 |
|
| S4 |
2,862.7 |
2,902.3 |
3,033.4 |
|
|
| 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 |
3,075.0 |
2,926.0 |
149.0 |
4.9% |
43.0 |
1.4% |
95% |
True |
False |
3,223 |
| 10 |
3,075.0 |
2,763.0 |
312.0 |
10.2% |
52.0 |
1.7% |
98% |
True |
False |
1,706 |
| 20 |
3,075.0 |
2,763.0 |
312.0 |
10.2% |
49.5 |
1.6% |
98% |
True |
False |
3,676 |
| 40 |
3,075.0 |
2,726.0 |
349.0 |
11.4% |
42.2 |
1.4% |
98% |
True |
False |
8,021 |
| 60 |
3,075.0 |
2,603.0 |
472.0 |
15.4% |
36.4 |
1.2% |
99% |
True |
False |
5,445 |
| 80 |
3,218.0 |
2,603.0 |
615.0 |
20.0% |
34.4 |
1.1% |
76% |
False |
False |
4,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,342.8 |
|
2.618 |
3,239.9 |
|
1.618 |
3,176.9 |
|
1.000 |
3,138.0 |
|
0.618 |
3,113.9 |
|
HIGH |
3,075.0 |
|
0.618 |
3,050.9 |
|
0.500 |
3,043.5 |
|
0.382 |
3,036.1 |
|
LOW |
3,012.0 |
|
0.618 |
2,973.1 |
|
1.000 |
2,949.0 |
|
1.618 |
2,910.1 |
|
2.618 |
2,847.1 |
|
4.250 |
2,744.3 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,059.8 |
3,045.5 |
| PP |
3,051.7 |
3,023.0 |
| S1 |
3,043.5 |
3,000.5 |
|