| 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 |
3,020.0 |
3,072.0 |
52.0 |
1.7% |
2,825.0 |
| High |
3,075.0 |
3,078.0 |
3.0 |
0.1% |
2,981.0 |
| Low |
3,012.0 |
3,045.0 |
33.0 |
1.1% |
2,802.0 |
| Close |
3,068.0 |
3,077.0 |
9.0 |
0.3% |
2,971.0 |
| Range |
63.0 |
33.0 |
-30.0 |
-47.6% |
179.0 |
| ATR |
54.9 |
53.3 |
-1.6 |
-2.8% |
0.0 |
| Volume |
183 |
20,757 |
20,574 |
11,242.6% |
1,224 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.7 |
3,154.3 |
3,095.2 |
|
| R3 |
3,132.7 |
3,121.3 |
3,086.1 |
|
| R2 |
3,099.7 |
3,099.7 |
3,083.1 |
|
| R1 |
3,088.3 |
3,088.3 |
3,080.0 |
3,094.0 |
| PP |
3,066.7 |
3,066.7 |
3,066.7 |
3,069.5 |
| S1 |
3,055.3 |
3,055.3 |
3,074.0 |
3,061.0 |
| S2 |
3,033.7 |
3,033.7 |
3,071.0 |
|
| S3 |
3,000.7 |
3,022.3 |
3,067.9 |
|
| S4 |
2,967.7 |
2,989.3 |
3,058.9 |
|
|
| 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 |
3,078.0 |
2,926.0 |
152.0 |
4.9% |
43.2 |
1.4% |
99% |
True |
False |
7,254 |
| 10 |
3,078.0 |
2,786.0 |
292.0 |
9.5% |
47.7 |
1.6% |
100% |
True |
False |
3,774 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.2% |
48.5 |
1.6% |
100% |
True |
False |
4,453 |
| 40 |
3,078.0 |
2,726.0 |
352.0 |
11.4% |
42.5 |
1.4% |
100% |
True |
False |
8,539 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
15.4% |
35.8 |
1.2% |
100% |
True |
False |
5,791 |
| 80 |
3,218.0 |
2,603.0 |
615.0 |
20.0% |
34.8 |
1.1% |
77% |
False |
False |
4,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.3 |
|
2.618 |
3,164.4 |
|
1.618 |
3,131.4 |
|
1.000 |
3,111.0 |
|
0.618 |
3,098.4 |
|
HIGH |
3,078.0 |
|
0.618 |
3,065.4 |
|
0.500 |
3,061.5 |
|
0.382 |
3,057.6 |
|
LOW |
3,045.0 |
|
0.618 |
3,024.6 |
|
1.000 |
3,012.0 |
|
1.618 |
2,991.6 |
|
2.618 |
2,958.6 |
|
4.250 |
2,904.8 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,071.8 |
3,063.3 |
| PP |
3,066.7 |
3,049.7 |
| S1 |
3,061.5 |
3,036.0 |
|