| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,072.0 |
3,069.0 |
-3.0 |
-0.1% |
2,938.0 |
| High |
3,078.0 |
3,073.0 |
-5.0 |
-0.2% |
3,078.0 |
| Low |
3,045.0 |
3,048.0 |
3.0 |
0.1% |
2,926.0 |
| Close |
3,077.0 |
3,059.0 |
-18.0 |
-0.6% |
3,059.0 |
| Range |
33.0 |
25.0 |
-8.0 |
-24.2% |
152.0 |
| ATR |
53.3 |
51.6 |
-1.7 |
-3.3% |
0.0 |
| Volume |
20,757 |
63 |
-20,694 |
-99.7% |
36,236 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,135.0 |
3,122.0 |
3,072.8 |
|
| R3 |
3,110.0 |
3,097.0 |
3,065.9 |
|
| R2 |
3,085.0 |
3,085.0 |
3,063.6 |
|
| R1 |
3,072.0 |
3,072.0 |
3,061.3 |
3,066.0 |
| PP |
3,060.0 |
3,060.0 |
3,060.0 |
3,057.0 |
| S1 |
3,047.0 |
3,047.0 |
3,056.7 |
3,041.0 |
| S2 |
3,035.0 |
3,035.0 |
3,054.4 |
|
| S3 |
3,010.0 |
3,022.0 |
3,052.1 |
|
| S4 |
2,985.0 |
2,997.0 |
3,045.3 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,477.0 |
3,420.0 |
3,142.6 |
|
| R3 |
3,325.0 |
3,268.0 |
3,100.8 |
|
| R2 |
3,173.0 |
3,173.0 |
3,086.9 |
|
| R1 |
3,116.0 |
3,116.0 |
3,072.9 |
3,144.5 |
| PP |
3,021.0 |
3,021.0 |
3,021.0 |
3,035.3 |
| S1 |
2,964.0 |
2,964.0 |
3,045.1 |
2,992.5 |
| S2 |
2,869.0 |
2,869.0 |
3,031.1 |
|
| S3 |
2,717.0 |
2,812.0 |
3,017.2 |
|
| S4 |
2,565.0 |
2,660.0 |
2,975.4 |
|
|
| 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 |
5.0% |
45.6 |
1.5% |
88% |
False |
False |
7,247 |
| 10 |
3,078.0 |
2,802.0 |
276.0 |
9.0% |
45.1 |
1.5% |
93% |
False |
False |
3,746 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
47.4 |
1.5% |
94% |
False |
False |
2,267 |
| 40 |
3,078.0 |
2,761.0 |
317.0 |
10.4% |
42.9 |
1.4% |
94% |
False |
False |
8,538 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
15.5% |
35.6 |
1.2% |
96% |
False |
False |
5,792 |
| 80 |
3,218.0 |
2,603.0 |
615.0 |
20.1% |
34.7 |
1.1% |
74% |
False |
False |
4,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,179.3 |
|
2.618 |
3,138.5 |
|
1.618 |
3,113.5 |
|
1.000 |
3,098.0 |
|
0.618 |
3,088.5 |
|
HIGH |
3,073.0 |
|
0.618 |
3,063.5 |
|
0.500 |
3,060.5 |
|
0.382 |
3,057.6 |
|
LOW |
3,048.0 |
|
0.618 |
3,032.6 |
|
1.000 |
3,023.0 |
|
1.618 |
3,007.6 |
|
2.618 |
2,982.6 |
|
4.250 |
2,941.8 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,060.5 |
3,054.3 |
| PP |
3,060.0 |
3,049.7 |
| S1 |
3,059.5 |
3,045.0 |
|