| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,085.0 |
3,076.0 |
-9.0 |
-0.3% |
2,949.0 |
| High |
3,094.0 |
3,087.0 |
-7.0 |
-0.2% |
3,094.0 |
| Low |
3,055.0 |
3,059.0 |
4.0 |
0.1% |
2,935.0 |
| Close |
3,089.0 |
3,069.0 |
-20.0 |
-0.6% |
3,069.0 |
| Range |
39.0 |
28.0 |
-11.0 |
-28.2% |
159.0 |
| ATR |
60.2 |
58.0 |
-2.2 |
-3.6% |
0.0 |
| Volume |
1,056,420 |
1,012,512 |
-43,908 |
-4.2% |
6,123,081 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,155.7 |
3,140.3 |
3,084.4 |
|
| R3 |
3,127.7 |
3,112.3 |
3,076.7 |
|
| R2 |
3,099.7 |
3,099.7 |
3,074.1 |
|
| R1 |
3,084.3 |
3,084.3 |
3,071.6 |
3,078.0 |
| PP |
3,071.7 |
3,071.7 |
3,071.7 |
3,068.5 |
| S1 |
3,056.3 |
3,056.3 |
3,066.4 |
3,050.0 |
| S2 |
3,043.7 |
3,043.7 |
3,063.9 |
|
| S3 |
3,015.7 |
3,028.3 |
3,061.3 |
|
| S4 |
2,987.7 |
3,000.3 |
3,053.6 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,509.7 |
3,448.3 |
3,156.5 |
|
| R3 |
3,350.7 |
3,289.3 |
3,112.7 |
|
| R2 |
3,191.7 |
3,191.7 |
3,098.2 |
|
| R1 |
3,130.3 |
3,130.3 |
3,083.6 |
3,161.0 |
| PP |
3,032.7 |
3,032.7 |
3,032.7 |
3,048.0 |
| S1 |
2,971.3 |
2,971.3 |
3,054.4 |
3,002.0 |
| S2 |
2,873.7 |
2,873.7 |
3,039.9 |
|
| S3 |
2,714.7 |
2,812.3 |
3,025.3 |
|
| S4 |
2,555.7 |
2,653.3 |
2,981.6 |
|
|
| 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 |
5.2% |
49.2 |
1.6% |
84% |
False |
False |
1,224,616 |
| 10 |
3,094.0 |
2,811.0 |
283.0 |
9.2% |
49.4 |
1.6% |
91% |
False |
False |
1,258,175 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
51.3 |
1.7% |
92% |
False |
False |
1,267,927 |
| 40 |
3,094.0 |
2,760.0 |
334.0 |
10.9% |
56.6 |
1.8% |
93% |
False |
False |
986,060 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
62.6 |
2.0% |
95% |
False |
False |
664,078 |
| 80 |
3,235.0 |
2,594.0 |
641.0 |
20.9% |
66.0 |
2.2% |
74% |
False |
False |
498,918 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
27.5% |
64.0 |
2.1% |
56% |
False |
False |
399,293 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.5% |
57.6 |
1.9% |
56% |
False |
False |
332,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,206.0 |
|
2.618 |
3,160.3 |
|
1.618 |
3,132.3 |
|
1.000 |
3,115.0 |
|
0.618 |
3,104.3 |
|
HIGH |
3,087.0 |
|
0.618 |
3,076.3 |
|
0.500 |
3,073.0 |
|
0.382 |
3,069.7 |
|
LOW |
3,059.0 |
|
0.618 |
3,041.7 |
|
1.000 |
3,031.0 |
|
1.618 |
3,013.7 |
|
2.618 |
2,985.7 |
|
4.250 |
2,940.0 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,073.0 |
3,065.5 |
| PP |
3,071.7 |
3,062.0 |
| S1 |
3,070.3 |
3,058.5 |
|