| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,009.0 |
3,031.0 |
22.0 |
0.7% |
2,838.0 |
| High |
3,050.0 |
3,088.0 |
38.0 |
1.2% |
2,994.0 |
| Low |
3,004.0 |
3,023.0 |
19.0 |
0.6% |
2,811.0 |
| Close |
3,042.0 |
3,079.0 |
37.0 |
1.2% |
2,982.0 |
| Range |
46.0 |
65.0 |
19.0 |
41.3% |
183.0 |
| ATR |
61.6 |
61.8 |
0.2 |
0.4% |
0.0 |
| Volume |
1,307,930 |
1,372,888 |
64,958 |
5.0% |
6,458,677 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,258.3 |
3,233.7 |
3,114.8 |
|
| R3 |
3,193.3 |
3,168.7 |
3,096.9 |
|
| R2 |
3,128.3 |
3,128.3 |
3,090.9 |
|
| R1 |
3,103.7 |
3,103.7 |
3,085.0 |
3,116.0 |
| PP |
3,063.3 |
3,063.3 |
3,063.3 |
3,069.5 |
| S1 |
3,038.7 |
3,038.7 |
3,073.0 |
3,051.0 |
| S2 |
2,998.3 |
2,998.3 |
3,067.1 |
|
| S3 |
2,933.3 |
2,973.7 |
3,061.1 |
|
| S4 |
2,868.3 |
2,908.7 |
3,043.3 |
|
|
| 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 |
3,088.0 |
2,935.0 |
153.0 |
5.0% |
47.2 |
1.5% |
94% |
True |
False |
1,215,293 |
| 10 |
3,088.0 |
2,775.0 |
313.0 |
10.2% |
55.7 |
1.8% |
97% |
True |
False |
1,291,787 |
| 20 |
3,088.0 |
2,775.0 |
313.0 |
10.2% |
53.8 |
1.7% |
97% |
True |
False |
1,274,911 |
| 40 |
3,088.0 |
2,724.0 |
364.0 |
11.8% |
58.4 |
1.9% |
98% |
True |
False |
935,254 |
| 60 |
3,088.0 |
2,594.0 |
494.0 |
16.0% |
64.3 |
2.1% |
98% |
True |
False |
629,817 |
| 80 |
3,235.0 |
2,594.0 |
641.0 |
20.8% |
66.3 |
2.2% |
76% |
False |
False |
473,064 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
27.4% |
63.6 |
2.1% |
57% |
False |
False |
378,604 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.4% |
57.2 |
1.9% |
57% |
False |
False |
315,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,364.3 |
|
2.618 |
3,258.2 |
|
1.618 |
3,193.2 |
|
1.000 |
3,153.0 |
|
0.618 |
3,128.2 |
|
HIGH |
3,088.0 |
|
0.618 |
3,063.2 |
|
0.500 |
3,055.5 |
|
0.382 |
3,047.8 |
|
LOW |
3,023.0 |
|
0.618 |
2,982.8 |
|
1.000 |
2,958.0 |
|
1.618 |
2,917.8 |
|
2.618 |
2,852.8 |
|
4.250 |
2,746.8 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,071.2 |
3,056.5 |
| PP |
3,063.3 |
3,034.0 |
| S1 |
3,055.5 |
3,011.5 |
|