| 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 |
2,058.00 |
2,076.25 |
18.25 |
0.9% |
2,031.75 |
| High |
2,080.25 |
2,090.00 |
9.75 |
0.5% |
2,073.25 |
| Low |
2,050.00 |
2,076.00 |
26.00 |
1.3% |
2,021.25 |
| Close |
2,078.50 |
2,085.50 |
7.00 |
0.3% |
2,066.75 |
| Range |
30.25 |
14.00 |
-16.25 |
-53.7% |
52.00 |
| ATR |
23.36 |
22.69 |
-0.67 |
-2.9% |
0.00 |
| Volume |
2,426 |
4,108 |
1,682 |
69.3% |
10,622 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.75 |
2,119.75 |
2,093.25 |
|
| R3 |
2,111.75 |
2,105.75 |
2,089.25 |
|
| R2 |
2,097.75 |
2,097.75 |
2,088.00 |
|
| R1 |
2,091.75 |
2,091.75 |
2,086.75 |
2,094.75 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,085.50 |
| S1 |
2,077.75 |
2,077.75 |
2,084.25 |
2,080.75 |
| S2 |
2,069.75 |
2,069.75 |
2,083.00 |
|
| S3 |
2,055.75 |
2,063.75 |
2,081.75 |
|
| S4 |
2,041.75 |
2,049.75 |
2,077.75 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.75 |
2,190.25 |
2,095.25 |
|
| R3 |
2,157.75 |
2,138.25 |
2,081.00 |
|
| R2 |
2,105.75 |
2,105.75 |
2,076.25 |
|
| R1 |
2,086.25 |
2,086.25 |
2,071.50 |
2,096.00 |
| PP |
2,053.75 |
2,053.75 |
2,053.75 |
2,058.50 |
| S1 |
2,034.25 |
2,034.25 |
2,062.00 |
2,044.00 |
| S2 |
2,001.75 |
2,001.75 |
2,057.25 |
|
| S3 |
1,949.75 |
1,982.25 |
2,052.50 |
|
| S4 |
1,897.75 |
1,930.25 |
2,038.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,090.00 |
2,046.00 |
44.00 |
2.1% |
18.00 |
0.9% |
90% |
True |
False |
2,556 |
| 10 |
2,090.00 |
2,018.00 |
72.00 |
3.5% |
22.50 |
1.1% |
94% |
True |
False |
2,567 |
| 20 |
2,090.00 |
2,004.50 |
85.50 |
4.1% |
21.25 |
1.0% |
95% |
True |
False |
2,354 |
| 40 |
2,090.00 |
1,871.00 |
219.00 |
10.5% |
23.50 |
1.1% |
98% |
True |
False |
1,436 |
| 60 |
2,090.00 |
1,787.50 |
302.50 |
14.5% |
28.75 |
1.4% |
99% |
True |
False |
1,076 |
| 80 |
2,090.00 |
1,787.50 |
302.50 |
14.5% |
32.25 |
1.5% |
99% |
True |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.50 |
|
2.618 |
2,126.75 |
|
1.618 |
2,112.75 |
|
1.000 |
2,104.00 |
|
0.618 |
2,098.75 |
|
HIGH |
2,090.00 |
|
0.618 |
2,084.75 |
|
0.500 |
2,083.00 |
|
0.382 |
2,081.25 |
|
LOW |
2,076.00 |
|
0.618 |
2,067.25 |
|
1.000 |
2,062.00 |
|
1.618 |
2,053.25 |
|
2.618 |
2,039.25 |
|
4.250 |
2,016.50 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.75 |
2,080.25 |
| PP |
2,083.75 |
2,075.25 |
| S1 |
2,083.00 |
2,070.00 |
|