| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,259.8 |
1,257.2 |
-2.6 |
-0.2% |
1,223.0 |
| High |
1,264.7 |
1,258.7 |
-6.0 |
-0.5% |
1,245.0 |
| Low |
1,253.0 |
1,241.4 |
-11.6 |
-0.9% |
1,215.7 |
| Close |
1,260.9 |
1,248.3 |
-12.6 |
-1.0% |
1,243.8 |
| Range |
11.7 |
17.3 |
5.6 |
47.9% |
29.3 |
| ATR |
20.9 |
20.8 |
-0.1 |
-0.5% |
0.0 |
| Volume |
157,241 |
155,992 |
-1,249 |
-0.8% |
705,257 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.4 |
1,292.1 |
1,257.8 |
|
| R3 |
1,284.1 |
1,274.8 |
1,253.1 |
|
| R2 |
1,266.8 |
1,266.8 |
1,251.5 |
|
| R1 |
1,257.5 |
1,257.5 |
1,249.9 |
1,253.5 |
| PP |
1,249.5 |
1,249.5 |
1,249.5 |
1,247.5 |
| S1 |
1,240.2 |
1,240.2 |
1,246.7 |
1,236.2 |
| S2 |
1,232.2 |
1,232.2 |
1,245.1 |
|
| S3 |
1,214.9 |
1,222.9 |
1,243.5 |
|
| S4 |
1,197.6 |
1,205.6 |
1,238.8 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.7 |
1,312.6 |
1,259.9 |
|
| R3 |
1,293.4 |
1,283.3 |
1,251.9 |
|
| R2 |
1,264.1 |
1,264.1 |
1,249.2 |
|
| R1 |
1,254.0 |
1,254.0 |
1,246.5 |
1,259.1 |
| PP |
1,234.8 |
1,234.8 |
1,234.8 |
1,237.4 |
| S1 |
1,224.7 |
1,224.7 |
1,241.1 |
1,229.8 |
| S2 |
1,205.5 |
1,205.5 |
1,238.4 |
|
| S3 |
1,176.2 |
1,195.4 |
1,235.7 |
|
| S4 |
1,146.9 |
1,166.1 |
1,227.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.7 |
1,224.0 |
40.7 |
3.3% |
16.6 |
1.3% |
60% |
False |
False |
159,188 |
| 10 |
1,264.7 |
1,210.3 |
54.4 |
4.4% |
17.5 |
1.4% |
70% |
False |
False |
149,663 |
| 20 |
1,273.0 |
1,207.7 |
65.3 |
5.2% |
19.8 |
1.6% |
62% |
False |
False |
114,466 |
| 40 |
1,287.8 |
1,197.2 |
90.6 |
7.3% |
22.3 |
1.8% |
56% |
False |
False |
65,715 |
| 60 |
1,287.8 |
1,083.0 |
204.8 |
16.4% |
21.5 |
1.7% |
81% |
False |
False |
46,049 |
| 80 |
1,287.8 |
1,048.3 |
239.5 |
19.2% |
19.7 |
1.6% |
84% |
False |
False |
35,169 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
18.6 |
1.5% |
84% |
False |
False |
28,600 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
17.7 |
1.4% |
84% |
False |
False |
24,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.2 |
|
2.618 |
1,304.0 |
|
1.618 |
1,286.7 |
|
1.000 |
1,276.0 |
|
0.618 |
1,269.4 |
|
HIGH |
1,258.7 |
|
0.618 |
1,252.1 |
|
0.500 |
1,250.1 |
|
0.382 |
1,248.0 |
|
LOW |
1,241.4 |
|
0.618 |
1,230.7 |
|
1.000 |
1,224.1 |
|
1.618 |
1,213.4 |
|
2.618 |
1,196.1 |
|
4.250 |
1,167.9 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,250.1 |
1,253.1 |
| PP |
1,249.5 |
1,251.5 |
| S1 |
1,248.9 |
1,249.9 |
|