| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,248.5 |
1,231.6 |
-16.9 |
-1.4% |
1,238.7 |
| High |
1,248.5 |
1,240.9 |
-7.6 |
-0.6% |
1,270.6 |
| Low |
1,228.0 |
1,231.6 |
3.6 |
0.3% |
1,228.0 |
| Close |
1,228.7 |
1,238.9 |
10.2 |
0.8% |
1,228.7 |
| Range |
20.5 |
9.3 |
-11.2 |
-54.6% |
42.6 |
| ATR |
19.2 |
18.7 |
-0.5 |
-2.6% |
0.0 |
| Volume |
188 |
442 |
254 |
135.1% |
1,182 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.0 |
1,261.3 |
1,244.0 |
|
| R3 |
1,255.7 |
1,252.0 |
1,241.5 |
|
| R2 |
1,246.4 |
1,246.4 |
1,240.6 |
|
| R1 |
1,242.7 |
1,242.7 |
1,239.8 |
1,244.6 |
| PP |
1,237.1 |
1,237.1 |
1,237.1 |
1,238.1 |
| S1 |
1,233.4 |
1,233.4 |
1,238.0 |
1,235.3 |
| S2 |
1,227.8 |
1,227.8 |
1,237.2 |
|
| S3 |
1,218.5 |
1,224.1 |
1,236.3 |
|
| S4 |
1,209.2 |
1,214.8 |
1,233.8 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.2 |
1,342.1 |
1,252.1 |
|
| R3 |
1,327.6 |
1,299.5 |
1,240.4 |
|
| R2 |
1,285.0 |
1,285.0 |
1,236.5 |
|
| R1 |
1,256.9 |
1,256.9 |
1,232.6 |
1,249.7 |
| PP |
1,242.4 |
1,242.4 |
1,242.4 |
1,238.8 |
| S1 |
1,214.3 |
1,214.3 |
1,224.8 |
1,207.1 |
| S2 |
1,199.8 |
1,199.8 |
1,220.9 |
|
| S3 |
1,157.2 |
1,171.7 |
1,217.0 |
|
| S4 |
1,114.6 |
1,129.1 |
1,205.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.6 |
1,228.0 |
42.6 |
3.4% |
18.7 |
1.5% |
26% |
False |
False |
264 |
| 10 |
1,270.6 |
1,224.5 |
46.1 |
3.7% |
15.4 |
1.2% |
31% |
False |
False |
237 |
| 20 |
1,270.6 |
1,209.2 |
61.4 |
5.0% |
16.6 |
1.3% |
48% |
False |
False |
12,465 |
| 40 |
1,287.8 |
1,206.0 |
81.8 |
6.6% |
20.3 |
1.6% |
40% |
False |
False |
113,130 |
| 60 |
1,287.8 |
1,108.5 |
179.3 |
14.5% |
21.8 |
1.8% |
73% |
False |
False |
142,633 |
| 80 |
1,287.8 |
1,058.1 |
229.7 |
18.5% |
20.3 |
1.6% |
79% |
False |
False |
117,106 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
19.2 |
1.5% |
80% |
False |
False |
94,432 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
18.2 |
1.5% |
80% |
False |
False |
79,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.4 |
|
2.618 |
1,265.2 |
|
1.618 |
1,255.9 |
|
1.000 |
1,250.2 |
|
0.618 |
1,246.6 |
|
HIGH |
1,240.9 |
|
0.618 |
1,237.3 |
|
0.500 |
1,236.3 |
|
0.382 |
1,235.2 |
|
LOW |
1,231.6 |
|
0.618 |
1,225.9 |
|
1.000 |
1,222.3 |
|
1.618 |
1,216.6 |
|
2.618 |
1,207.3 |
|
4.250 |
1,192.1 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.0 |
1,249.3 |
| PP |
1,237.1 |
1,245.8 |
| S1 |
1,236.3 |
1,242.4 |
|