| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,981.0 |
2,949.0 |
-32.0 |
-1.1% |
2,838.0 |
| High |
2,992.0 |
3,003.0 |
11.0 |
0.4% |
2,994.0 |
| Low |
2,972.0 |
2,935.0 |
-37.0 |
-1.2% |
2,811.0 |
| Close |
2,982.0 |
2,999.0 |
17.0 |
0.6% |
2,982.0 |
| Range |
20.0 |
68.0 |
48.0 |
240.0% |
183.0 |
| ATR |
61.9 |
62.4 |
0.4 |
0.7% |
0.0 |
| Volume |
1,031,540 |
1,373,331 |
341,791 |
33.1% |
6,458,677 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,183.0 |
3,159.0 |
3,036.4 |
|
| R3 |
3,115.0 |
3,091.0 |
3,017.7 |
|
| R2 |
3,047.0 |
3,047.0 |
3,011.5 |
|
| R1 |
3,023.0 |
3,023.0 |
3,005.2 |
3,035.0 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,985.0 |
| S1 |
2,955.0 |
2,955.0 |
2,992.8 |
2,967.0 |
| S2 |
2,911.0 |
2,911.0 |
2,986.5 |
|
| S3 |
2,843.0 |
2,887.0 |
2,980.3 |
|
| S4 |
2,775.0 |
2,819.0 |
2,961.6 |
|
|
| 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 |
3,003.0 |
2,828.0 |
175.0 |
5.8% |
50.2 |
1.7% |
98% |
True |
False |
1,299,836 |
| 10 |
3,003.0 |
2,775.0 |
228.0 |
7.6% |
54.3 |
1.8% |
98% |
True |
False |
1,282,452 |
| 20 |
3,012.0 |
2,775.0 |
237.0 |
7.9% |
53.6 |
1.8% |
95% |
False |
False |
1,260,389 |
| 40 |
3,052.0 |
2,724.0 |
328.0 |
10.9% |
58.2 |
1.9% |
84% |
False |
False |
868,384 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.3% |
64.9 |
2.2% |
88% |
False |
False |
585,176 |
| 80 |
3,235.0 |
2,594.0 |
641.0 |
21.4% |
66.7 |
2.2% |
63% |
False |
False |
439,562 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.2% |
62.9 |
2.1% |
48% |
False |
False |
351,797 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.2% |
56.4 |
1.9% |
48% |
False |
False |
293,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,292.0 |
|
2.618 |
3,181.0 |
|
1.618 |
3,113.0 |
|
1.000 |
3,071.0 |
|
0.618 |
3,045.0 |
|
HIGH |
3,003.0 |
|
0.618 |
2,977.0 |
|
0.500 |
2,969.0 |
|
0.382 |
2,961.0 |
|
LOW |
2,935.0 |
|
0.618 |
2,893.0 |
|
1.000 |
2,867.0 |
|
1.618 |
2,825.0 |
|
2.618 |
2,757.0 |
|
4.250 |
2,646.0 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,989.0 |
2,989.0 |
| PP |
2,979.0 |
2,979.0 |
| S1 |
2,969.0 |
2,969.0 |
|