| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,968.0 |
2,981.0 |
13.0 |
0.4% |
2,838.0 |
| High |
2,994.0 |
2,992.0 |
-2.0 |
-0.1% |
2,994.0 |
| Low |
2,957.0 |
2,972.0 |
15.0 |
0.5% |
2,811.0 |
| Close |
2,988.0 |
2,982.0 |
-6.0 |
-0.2% |
2,982.0 |
| Range |
37.0 |
20.0 |
-17.0 |
-45.9% |
183.0 |
| ATR |
65.2 |
61.9 |
-3.2 |
-5.0% |
0.0 |
| Volume |
990,776 |
1,031,540 |
40,764 |
4.1% |
6,458,677 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.0 |
3,032.0 |
2,993.0 |
|
| R3 |
3,022.0 |
3,012.0 |
2,987.5 |
|
| R2 |
3,002.0 |
3,002.0 |
2,985.7 |
|
| R1 |
2,992.0 |
2,992.0 |
2,983.8 |
2,997.0 |
| PP |
2,982.0 |
2,982.0 |
2,982.0 |
2,984.5 |
| S1 |
2,972.0 |
2,972.0 |
2,980.2 |
2,977.0 |
| S2 |
2,962.0 |
2,962.0 |
2,978.3 |
|
| S3 |
2,942.0 |
2,952.0 |
2,976.5 |
|
| S4 |
2,922.0 |
2,932.0 |
2,971.0 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,478.0 |
3,413.0 |
3,082.7 |
|
| R3 |
3,295.0 |
3,230.0 |
3,032.3 |
|
| R2 |
3,112.0 |
3,112.0 |
3,015.6 |
|
| R1 |
3,047.0 |
3,047.0 |
2,998.8 |
3,079.5 |
| PP |
2,929.0 |
2,929.0 |
2,929.0 |
2,945.3 |
| S1 |
2,864.0 |
2,864.0 |
2,965.2 |
2,896.5 |
| S2 |
2,746.0 |
2,746.0 |
2,948.5 |
|
| S3 |
2,563.0 |
2,681.0 |
2,931.7 |
|
| S4 |
2,380.0 |
2,498.0 |
2,881.4 |
|
|
| 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 |
2,811.0 |
183.0 |
6.1% |
49.6 |
1.7% |
93% |
False |
False |
1,291,735 |
| 10 |
2,994.0 |
2,775.0 |
219.0 |
7.3% |
54.0 |
1.8% |
95% |
False |
False |
1,292,718 |
| 20 |
3,015.0 |
2,775.0 |
240.0 |
8.0% |
55.6 |
1.9% |
86% |
False |
False |
1,256,503 |
| 40 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
57.8 |
1.9% |
79% |
False |
False |
834,313 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
65.2 |
2.2% |
85% |
False |
False |
562,300 |
| 80 |
3,235.0 |
2,594.0 |
641.0 |
21.5% |
66.6 |
2.2% |
61% |
False |
False |
422,398 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
62.5 |
2.1% |
46% |
False |
False |
338,065 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
56.3 |
1.9% |
46% |
False |
False |
281,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,077.0 |
|
2.618 |
3,044.4 |
|
1.618 |
3,024.4 |
|
1.000 |
3,012.0 |
|
0.618 |
3,004.4 |
|
HIGH |
2,992.0 |
|
0.618 |
2,984.4 |
|
0.500 |
2,982.0 |
|
0.382 |
2,979.6 |
|
LOW |
2,972.0 |
|
0.618 |
2,959.6 |
|
1.000 |
2,952.0 |
|
1.618 |
2,939.6 |
|
2.618 |
2,919.6 |
|
4.250 |
2,887.0 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,982.0 |
2,969.8 |
| PP |
2,982.0 |
2,957.7 |
| S1 |
2,982.0 |
2,945.5 |
|