| 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 |
2,849.0 |
2,897.0 |
48.0 |
1.7% |
2,888.0 |
| High |
2,880.0 |
2,971.0 |
91.0 |
3.2% |
2,919.0 |
| Low |
2,828.0 |
2,897.0 |
69.0 |
2.4% |
2,775.0 |
| Close |
2,871.0 |
2,958.0 |
87.0 |
3.0% |
2,838.0 |
| Range |
52.0 |
74.0 |
22.0 |
42.3% |
144.0 |
| ATR |
64.8 |
67.3 |
2.5 |
3.9% |
0.0 |
| Volume |
1,745,331 |
1,358,206 |
-387,125 |
-22.2% |
6,468,505 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.0 |
3,135.0 |
2,998.7 |
|
| R3 |
3,090.0 |
3,061.0 |
2,978.4 |
|
| R2 |
3,016.0 |
3,016.0 |
2,971.6 |
|
| R1 |
2,987.0 |
2,987.0 |
2,964.8 |
3,001.5 |
| PP |
2,942.0 |
2,942.0 |
2,942.0 |
2,949.3 |
| S1 |
2,913.0 |
2,913.0 |
2,951.2 |
2,927.5 |
| S2 |
2,868.0 |
2,868.0 |
2,944.4 |
|
| S3 |
2,794.0 |
2,839.0 |
2,937.7 |
|
| S4 |
2,720.0 |
2,765.0 |
2,917.3 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,276.0 |
3,201.0 |
2,917.2 |
|
| R3 |
3,132.0 |
3,057.0 |
2,877.6 |
|
| R2 |
2,988.0 |
2,988.0 |
2,864.4 |
|
| R1 |
2,913.0 |
2,913.0 |
2,851.2 |
2,878.5 |
| PP |
2,844.0 |
2,844.0 |
2,844.0 |
2,826.8 |
| S1 |
2,769.0 |
2,769.0 |
2,824.8 |
2,734.5 |
| S2 |
2,700.0 |
2,700.0 |
2,811.6 |
|
| S3 |
2,556.0 |
2,625.0 |
2,798.4 |
|
| S4 |
2,412.0 |
2,481.0 |
2,758.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,971.0 |
2,775.0 |
196.0 |
6.6% |
64.2 |
2.2% |
93% |
True |
False |
1,368,281 |
| 10 |
2,971.0 |
2,775.0 |
196.0 |
6.6% |
58.5 |
2.0% |
93% |
True |
False |
1,389,738 |
| 20 |
3,015.0 |
2,775.0 |
240.0 |
8.1% |
56.4 |
1.9% |
76% |
False |
False |
1,313,110 |
| 40 |
3,052.0 |
2,724.0 |
328.0 |
11.1% |
59.6 |
2.0% |
71% |
False |
False |
784,741 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.5% |
66.7 |
2.3% |
79% |
False |
False |
528,721 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
22.5% |
67.3 |
2.3% |
55% |
False |
False |
397,185 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
62.2 |
2.1% |
43% |
False |
False |
317,847 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
56.2 |
1.9% |
43% |
False |
False |
264,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,285.5 |
|
2.618 |
3,164.7 |
|
1.618 |
3,090.7 |
|
1.000 |
3,045.0 |
|
0.618 |
3,016.7 |
|
HIGH |
2,971.0 |
|
0.618 |
2,942.7 |
|
0.500 |
2,934.0 |
|
0.382 |
2,925.3 |
|
LOW |
2,897.0 |
|
0.618 |
2,851.3 |
|
1.000 |
2,823.0 |
|
1.618 |
2,777.3 |
|
2.618 |
2,703.3 |
|
4.250 |
2,582.5 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.0 |
2,935.7 |
| PP |
2,942.0 |
2,913.3 |
| S1 |
2,934.0 |
2,891.0 |
|