| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,031.0 |
3,085.0 |
54.0 |
1.8% |
2,838.0 |
| High |
3,088.0 |
3,094.0 |
6.0 |
0.2% |
2,994.0 |
| Low |
3,023.0 |
3,055.0 |
32.0 |
1.1% |
2,811.0 |
| Close |
3,079.0 |
3,089.0 |
10.0 |
0.3% |
2,982.0 |
| Range |
65.0 |
39.0 |
-26.0 |
-40.0% |
183.0 |
| ATR |
61.8 |
60.2 |
-1.6 |
-2.6% |
0.0 |
| Volume |
1,372,888 |
1,056,420 |
-316,468 |
-23.1% |
6,458,677 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,196.3 |
3,181.7 |
3,110.5 |
|
| R3 |
3,157.3 |
3,142.7 |
3,099.7 |
|
| R2 |
3,118.3 |
3,118.3 |
3,096.2 |
|
| R1 |
3,103.7 |
3,103.7 |
3,092.6 |
3,111.0 |
| PP |
3,079.3 |
3,079.3 |
3,079.3 |
3,083.0 |
| S1 |
3,064.7 |
3,064.7 |
3,085.4 |
3,072.0 |
| S2 |
3,040.3 |
3,040.3 |
3,081.9 |
|
| S3 |
3,001.3 |
3,025.7 |
3,078.3 |
|
| S4 |
2,962.3 |
2,986.7 |
3,067.6 |
|
|
| 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 |
3,094.0 |
2,935.0 |
159.0 |
5.1% |
47.6 |
1.5% |
97% |
True |
False |
1,228,421 |
| 10 |
3,094.0 |
2,800.0 |
294.0 |
9.5% |
51.7 |
1.7% |
98% |
True |
False |
1,275,708 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.3% |
52.6 |
1.7% |
98% |
True |
False |
1,272,778 |
| 40 |
3,094.0 |
2,724.0 |
370.0 |
12.0% |
58.0 |
1.9% |
99% |
True |
False |
960,988 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.2% |
63.3 |
2.0% |
99% |
True |
False |
647,374 |
| 80 |
3,235.0 |
2,594.0 |
641.0 |
20.8% |
66.1 |
2.1% |
77% |
False |
False |
486,269 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
27.4% |
64.0 |
2.1% |
59% |
False |
False |
389,168 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.4% |
57.4 |
1.9% |
59% |
False |
False |
324,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,259.8 |
|
2.618 |
3,196.1 |
|
1.618 |
3,157.1 |
|
1.000 |
3,133.0 |
|
0.618 |
3,118.1 |
|
HIGH |
3,094.0 |
|
0.618 |
3,079.1 |
|
0.500 |
3,074.5 |
|
0.382 |
3,069.9 |
|
LOW |
3,055.0 |
|
0.618 |
3,030.9 |
|
1.000 |
3,016.0 |
|
1.618 |
2,991.9 |
|
2.618 |
2,952.9 |
|
4.250 |
2,889.3 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,084.2 |
3,075.7 |
| PP |
3,079.3 |
3,062.3 |
| S1 |
3,074.5 |
3,049.0 |
|