| 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 |
2,086.00 |
2,088.75 |
2.75 |
0.1% |
2,031.75 |
| High |
2,097.00 |
2,095.50 |
-1.50 |
-0.1% |
2,073.25 |
| Low |
2,077.75 |
2,070.75 |
-7.00 |
-0.3% |
2,021.25 |
| Close |
2,089.75 |
2,074.50 |
-15.25 |
-0.7% |
2,066.75 |
| Range |
19.25 |
24.75 |
5.50 |
28.6% |
52.00 |
| ATR |
22.44 |
22.61 |
0.16 |
0.7% |
0.00 |
| Volume |
1,485 |
2,965 |
1,480 |
99.7% |
10,622 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.50 |
2,139.25 |
2,088.00 |
|
| R3 |
2,129.75 |
2,114.50 |
2,081.25 |
|
| R2 |
2,105.00 |
2,105.00 |
2,079.00 |
|
| R1 |
2,089.75 |
2,089.75 |
2,076.75 |
2,085.00 |
| PP |
2,080.25 |
2,080.25 |
2,080.25 |
2,078.00 |
| S1 |
2,065.00 |
2,065.00 |
2,072.25 |
2,060.25 |
| S2 |
2,055.50 |
2,055.50 |
2,070.00 |
|
| S3 |
2,030.75 |
2,040.25 |
2,067.75 |
|
| S4 |
2,006.00 |
2,015.50 |
2,061.00 |
|
|
| 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 |
2.3% |
19.75 |
0.9% |
52% |
False |
False |
2,737 |
| 10 |
2,097.00 |
2,021.25 |
75.75 |
3.7% |
21.00 |
1.0% |
70% |
False |
False |
2,313 |
| 20 |
2,097.00 |
2,004.50 |
92.50 |
4.5% |
21.75 |
1.0% |
76% |
False |
False |
2,439 |
| 40 |
2,097.00 |
1,904.25 |
192.75 |
9.3% |
22.75 |
1.1% |
88% |
False |
False |
1,517 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
27.75 |
1.3% |
93% |
False |
False |
1,128 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
32.25 |
1.6% |
93% |
False |
False |
1,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.75 |
|
2.618 |
2,160.25 |
|
1.618 |
2,135.50 |
|
1.000 |
2,120.25 |
|
0.618 |
2,110.75 |
|
HIGH |
2,095.50 |
|
0.618 |
2,086.00 |
|
0.500 |
2,083.00 |
|
0.382 |
2,080.25 |
|
LOW |
2,070.75 |
|
0.618 |
2,055.50 |
|
1.000 |
2,046.00 |
|
1.618 |
2,030.75 |
|
2.618 |
2,006.00 |
|
4.250 |
1,965.50 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.00 |
2,084.00 |
| PP |
2,080.25 |
2,080.75 |
| S1 |
2,077.50 |
2,077.50 |
|