| 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 |
2,076.25 |
2,086.00 |
9.75 |
0.5% |
2,031.75 |
| High |
2,090.00 |
2,097.00 |
7.00 |
0.3% |
2,073.25 |
| Low |
2,076.00 |
2,077.75 |
1.75 |
0.1% |
2,021.25 |
| Close |
2,085.50 |
2,089.75 |
4.25 |
0.2% |
2,066.75 |
| Range |
14.00 |
19.25 |
5.25 |
37.5% |
52.00 |
| ATR |
22.69 |
22.44 |
-0.25 |
-1.1% |
0.00 |
| Volume |
4,108 |
1,485 |
-2,623 |
-63.9% |
10,622 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.00 |
2,137.00 |
2,100.25 |
|
| R3 |
2,126.75 |
2,117.75 |
2,095.00 |
|
| R2 |
2,107.50 |
2,107.50 |
2,093.25 |
|
| R1 |
2,098.50 |
2,098.50 |
2,091.50 |
2,103.00 |
| PP |
2,088.25 |
2,088.25 |
2,088.25 |
2,090.50 |
| S1 |
2,079.25 |
2,079.25 |
2,088.00 |
2,083.75 |
| S2 |
2,069.00 |
2,069.00 |
2,086.25 |
|
| S3 |
2,049.75 |
2,060.00 |
2,084.50 |
|
| S4 |
2,030.50 |
2,040.75 |
2,079.25 |
|
|
| 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 |
2,097.00 |
2,050.00 |
47.00 |
2.2% |
17.25 |
0.8% |
85% |
True |
False |
2,362 |
| 10 |
2,097.00 |
2,018.00 |
79.00 |
3.8% |
22.00 |
1.1% |
91% |
True |
False |
2,401 |
| 20 |
2,097.00 |
2,004.50 |
92.50 |
4.4% |
21.50 |
1.0% |
92% |
True |
False |
2,350 |
| 40 |
2,097.00 |
1,871.00 |
226.00 |
10.8% |
23.25 |
1.1% |
97% |
True |
False |
1,468 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
28.25 |
1.3% |
98% |
True |
False |
1,087 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
32.00 |
1.5% |
98% |
True |
False |
1,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.75 |
|
2.618 |
2,147.50 |
|
1.618 |
2,128.25 |
|
1.000 |
2,116.25 |
|
0.618 |
2,109.00 |
|
HIGH |
2,097.00 |
|
0.618 |
2,089.75 |
|
0.500 |
2,087.50 |
|
0.382 |
2,085.00 |
|
LOW |
2,077.75 |
|
0.618 |
2,065.75 |
|
1.000 |
2,058.50 |
|
1.618 |
2,046.50 |
|
2.618 |
2,027.25 |
|
4.250 |
1,996.00 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,084.25 |
| PP |
2,088.25 |
2,079.00 |
| S1 |
2,087.50 |
2,073.50 |
|