| 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 |
2,897.0 |
2,968.0 |
71.0 |
2.5% |
2,888.0 |
| High |
2,971.0 |
2,994.0 |
23.0 |
0.8% |
2,919.0 |
| Low |
2,897.0 |
2,957.0 |
60.0 |
2.1% |
2,775.0 |
| Close |
2,958.0 |
2,988.0 |
30.0 |
1.0% |
2,838.0 |
| Range |
74.0 |
37.0 |
-37.0 |
-50.0% |
144.0 |
| ATR |
67.3 |
65.2 |
-2.2 |
-3.2% |
0.0 |
| Volume |
1,358,206 |
990,776 |
-367,430 |
-27.1% |
6,468,505 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,076.3 |
3,008.4 |
|
| R3 |
3,053.7 |
3,039.3 |
2,998.2 |
|
| R2 |
3,016.7 |
3,016.7 |
2,994.8 |
|
| R1 |
3,002.3 |
3,002.3 |
2,991.4 |
3,009.5 |
| PP |
2,979.7 |
2,979.7 |
2,979.7 |
2,983.3 |
| S1 |
2,965.3 |
2,965.3 |
2,984.6 |
2,972.5 |
| S2 |
2,942.7 |
2,942.7 |
2,981.2 |
|
| S3 |
2,905.7 |
2,928.3 |
2,977.8 |
|
| S4 |
2,868.7 |
2,891.3 |
2,967.7 |
|
|
| 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 |
2,994.0 |
2,800.0 |
194.0 |
6.5% |
55.8 |
1.9% |
97% |
True |
False |
1,322,994 |
| 10 |
2,994.0 |
2,775.0 |
219.0 |
7.3% |
58.5 |
2.0% |
97% |
True |
False |
1,305,002 |
| 20 |
3,015.0 |
2,775.0 |
240.0 |
8.0% |
56.8 |
1.9% |
89% |
False |
False |
1,280,449 |
| 40 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
59.3 |
2.0% |
80% |
False |
False |
808,897 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.3% |
66.2 |
2.2% |
86% |
False |
False |
545,148 |
| 80 |
3,260.0 |
2,594.0 |
666.0 |
22.3% |
66.9 |
2.2% |
59% |
False |
False |
409,533 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
62.6 |
2.1% |
47% |
False |
False |
327,749 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
56.3 |
1.9% |
47% |
False |
False |
273,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,151.3 |
|
2.618 |
3,090.9 |
|
1.618 |
3,053.9 |
|
1.000 |
3,031.0 |
|
0.618 |
3,016.9 |
|
HIGH |
2,994.0 |
|
0.618 |
2,979.9 |
|
0.500 |
2,975.5 |
|
0.382 |
2,971.1 |
|
LOW |
2,957.0 |
|
0.618 |
2,934.1 |
|
1.000 |
2,920.0 |
|
1.618 |
2,897.1 |
|
2.618 |
2,860.1 |
|
4.250 |
2,799.8 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.8 |
2,962.3 |
| PP |
2,979.7 |
2,936.7 |
| S1 |
2,975.5 |
2,911.0 |
|