| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,256.5 |
1,231.4 |
-25.1 |
-2.0% |
1,221.7 |
| High |
1,256.9 |
1,243.7 |
-13.2 |
-1.1% |
1,242.9 |
| Low |
1,241.3 |
1,224.5 |
-16.8 |
-1.4% |
1,215.0 |
| Close |
1,246.8 |
1,225.0 |
-21.8 |
-1.7% |
1,242.5 |
| Range |
15.6 |
19.2 |
3.6 |
23.1% |
27.9 |
| ATR |
19.9 |
20.0 |
0.2 |
0.9% |
0.0 |
| Volume |
203 |
264 |
61 |
30.0% |
3,547 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.7 |
1,276.0 |
1,235.6 |
|
| R3 |
1,269.5 |
1,256.8 |
1,230.3 |
|
| R2 |
1,250.3 |
1,250.3 |
1,228.5 |
|
| R1 |
1,237.6 |
1,237.6 |
1,226.8 |
1,234.4 |
| PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,229.4 |
| S1 |
1,218.4 |
1,218.4 |
1,223.2 |
1,215.2 |
| S2 |
1,211.9 |
1,211.9 |
1,221.5 |
|
| S3 |
1,192.7 |
1,199.2 |
1,219.7 |
|
| S4 |
1,173.5 |
1,180.0 |
1,214.4 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.2 |
1,307.7 |
1,257.8 |
|
| R3 |
1,289.3 |
1,279.8 |
1,250.2 |
|
| R2 |
1,261.4 |
1,261.4 |
1,247.6 |
|
| R1 |
1,251.9 |
1,251.9 |
1,245.1 |
1,256.7 |
| PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,235.8 |
| S1 |
1,224.0 |
1,224.0 |
1,239.9 |
1,228.8 |
| S2 |
1,205.6 |
1,205.6 |
1,237.4 |
|
| S3 |
1,177.7 |
1,196.1 |
1,234.8 |
|
| S4 |
1,149.8 |
1,168.2 |
1,227.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,261.7 |
1,224.5 |
37.2 |
3.0% |
14.2 |
1.2% |
1% |
False |
True |
299 |
| 10 |
1,261.7 |
1,209.2 |
52.5 |
4.3% |
15.7 |
1.3% |
30% |
False |
False |
623 |
| 20 |
1,271.9 |
1,206.0 |
65.9 |
5.4% |
17.8 |
1.5% |
29% |
False |
False |
78,234 |
| 40 |
1,287.8 |
1,201.3 |
86.5 |
7.1% |
22.1 |
1.8% |
27% |
False |
False |
148,412 |
| 60 |
1,287.8 |
1,087.5 |
200.3 |
16.4% |
21.7 |
1.8% |
69% |
False |
False |
151,993 |
| 80 |
1,287.8 |
1,051.5 |
236.3 |
19.3% |
19.8 |
1.6% |
73% |
False |
False |
117,387 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
19.1 |
1.6% |
74% |
False |
False |
94,963 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.0 |
1.5% |
74% |
False |
False |
79,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.3 |
|
2.618 |
1,294.0 |
|
1.618 |
1,274.8 |
|
1.000 |
1,262.9 |
|
0.618 |
1,255.6 |
|
HIGH |
1,243.7 |
|
0.618 |
1,236.4 |
|
0.500 |
1,234.1 |
|
0.382 |
1,231.8 |
|
LOW |
1,224.5 |
|
0.618 |
1,212.6 |
|
1.000 |
1,205.3 |
|
1.618 |
1,193.4 |
|
2.618 |
1,174.2 |
|
4.250 |
1,142.9 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.1 |
1,243.1 |
| PP |
1,231.1 |
1,237.1 |
| S1 |
1,228.0 |
1,231.0 |
|