| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,081.25 |
2,076.25 |
-5.00 |
-0.2% |
2,058.00 |
| High |
2,082.50 |
2,083.00 |
0.50 |
0.0% |
2,097.00 |
| Low |
2,063.00 |
2,071.50 |
8.50 |
0.4% |
2,050.00 |
| Close |
2,075.00 |
2,080.50 |
5.50 |
0.3% |
2,077.75 |
| Range |
19.50 |
11.50 |
-8.00 |
-41.0% |
47.00 |
| ATR |
21.80 |
21.06 |
-0.74 |
-3.4% |
0.00 |
| Volume |
1,063 |
2,851 |
1,788 |
168.2% |
12,318 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.75 |
2,108.25 |
2,086.75 |
|
| R3 |
2,101.25 |
2,096.75 |
2,083.75 |
|
| R2 |
2,089.75 |
2,089.75 |
2,082.50 |
|
| R1 |
2,085.25 |
2,085.25 |
2,081.50 |
2,087.50 |
| PP |
2,078.25 |
2,078.25 |
2,078.25 |
2,079.50 |
| S1 |
2,073.75 |
2,073.75 |
2,079.50 |
2,076.00 |
| S2 |
2,066.75 |
2,066.75 |
2,078.50 |
|
| S3 |
2,055.25 |
2,062.25 |
2,077.25 |
|
| S4 |
2,043.75 |
2,050.75 |
2,074.25 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.00 |
2,193.75 |
2,103.50 |
|
| R3 |
2,169.00 |
2,146.75 |
2,090.75 |
|
| R2 |
2,122.00 |
2,122.00 |
2,086.25 |
|
| R1 |
2,099.75 |
2,099.75 |
2,082.00 |
2,111.00 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,080.50 |
| S1 |
2,052.75 |
2,052.75 |
2,073.50 |
2,064.00 |
| S2 |
2,028.00 |
2,028.00 |
2,069.25 |
|
| S3 |
1,981.00 |
2,005.75 |
2,064.75 |
|
| S4 |
1,934.00 |
1,958.75 |
2,052.00 |
|
|
| 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 |
2,063.00 |
34.00 |
1.6% |
17.75 |
0.9% |
51% |
False |
False |
1,939 |
| 10 |
2,097.00 |
2,046.00 |
51.00 |
2.5% |
17.75 |
0.9% |
68% |
False |
False |
2,248 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.8% |
20.75 |
1.0% |
79% |
False |
False |
2,498 |
| 40 |
2,097.00 |
1,904.75 |
192.25 |
9.2% |
21.75 |
1.0% |
91% |
False |
False |
1,628 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
26.25 |
1.3% |
95% |
False |
False |
1,189 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
32.00 |
1.5% |
95% |
False |
False |
1,161 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
31.75 |
1.5% |
95% |
False |
False |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.00 |
|
2.618 |
2,113.00 |
|
1.618 |
2,101.50 |
|
1.000 |
2,094.50 |
|
0.618 |
2,090.00 |
|
HIGH |
2,083.00 |
|
0.618 |
2,078.50 |
|
0.500 |
2,077.25 |
|
0.382 |
2,076.00 |
|
LOW |
2,071.50 |
|
0.618 |
2,064.50 |
|
1.000 |
2,060.00 |
|
1.618 |
2,053.00 |
|
2.618 |
2,041.50 |
|
4.250 |
2,022.50 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.50 |
2,078.00 |
| PP |
2,078.25 |
2,075.50 |
| S1 |
2,077.25 |
2,073.00 |
|