| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
3,009.0 |
60.0 |
2.0% |
2,838.0 |
| High |
3,003.0 |
3,050.0 |
47.0 |
1.6% |
2,994.0 |
| Low |
2,935.0 |
3,004.0 |
69.0 |
2.4% |
2,811.0 |
| Close |
2,999.0 |
3,042.0 |
43.0 |
1.4% |
2,982.0 |
| Range |
68.0 |
46.0 |
-22.0 |
-32.4% |
183.0 |
| ATR |
62.4 |
61.6 |
-0.8 |
-1.3% |
0.0 |
| Volume |
1,373,331 |
1,307,930 |
-65,401 |
-4.8% |
6,458,677 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,152.0 |
3,067.3 |
|
| R3 |
3,124.0 |
3,106.0 |
3,054.7 |
|
| R2 |
3,078.0 |
3,078.0 |
3,050.4 |
|
| R1 |
3,060.0 |
3,060.0 |
3,046.2 |
3,069.0 |
| PP |
3,032.0 |
3,032.0 |
3,032.0 |
3,036.5 |
| S1 |
3,014.0 |
3,014.0 |
3,037.8 |
3,023.0 |
| S2 |
2,986.0 |
2,986.0 |
3,033.6 |
|
| S3 |
2,940.0 |
2,968.0 |
3,029.4 |
|
| S4 |
2,894.0 |
2,922.0 |
3,016.7 |
|
|
| 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 |
3,050.0 |
2,897.0 |
153.0 |
5.0% |
49.0 |
1.6% |
95% |
True |
False |
1,212,356 |
| 10 |
3,050.0 |
2,775.0 |
275.0 |
9.0% |
53.2 |
1.7% |
97% |
True |
False |
1,288,375 |
| 20 |
3,050.0 |
2,775.0 |
275.0 |
9.0% |
53.5 |
1.8% |
97% |
True |
False |
1,274,903 |
| 40 |
3,052.0 |
2,724.0 |
328.0 |
10.8% |
58.0 |
1.9% |
97% |
False |
False |
900,946 |
| 60 |
3,052.0 |
2,594.0 |
458.0 |
15.1% |
64.2 |
2.1% |
98% |
False |
False |
606,971 |
| 80 |
3,235.0 |
2,594.0 |
641.0 |
21.1% |
66.3 |
2.2% |
70% |
False |
False |
455,908 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
27.8% |
63.2 |
2.1% |
53% |
False |
False |
364,875 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.8% |
56.8 |
1.9% |
53% |
False |
False |
304,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,245.5 |
|
2.618 |
3,170.4 |
|
1.618 |
3,124.4 |
|
1.000 |
3,096.0 |
|
0.618 |
3,078.4 |
|
HIGH |
3,050.0 |
|
0.618 |
3,032.4 |
|
0.500 |
3,027.0 |
|
0.382 |
3,021.6 |
|
LOW |
3,004.0 |
|
0.618 |
2,975.6 |
|
1.000 |
2,958.0 |
|
1.618 |
2,929.6 |
|
2.618 |
2,883.6 |
|
4.250 |
2,808.5 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,037.0 |
3,025.5 |
| PP |
3,032.0 |
3,009.0 |
| S1 |
3,027.0 |
2,992.5 |
|