| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
5,070.0 |
5,115.0 |
45.0 |
0.9% |
4,932.0 |
| High |
5,100.0 |
5,149.0 |
49.0 |
1.0% |
5,149.0 |
| Low |
5,047.0 |
5,090.0 |
43.0 |
0.9% |
4,888.0 |
| Close |
5,091.0 |
5,146.0 |
55.0 |
1.1% |
5,146.0 |
| Range |
53.0 |
59.0 |
6.0 |
11.3% |
261.0 |
| ATR |
68.7 |
68.0 |
-0.7 |
-1.0% |
0.0 |
| Volume |
29,864 |
31,245 |
1,381 |
4.6% |
123,597 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,305.3 |
5,284.7 |
5,178.5 |
|
| R3 |
5,246.3 |
5,225.7 |
5,162.2 |
|
| R2 |
5,187.3 |
5,187.3 |
5,156.8 |
|
| R1 |
5,166.7 |
5,166.7 |
5,151.4 |
5,177.0 |
| PP |
5,128.3 |
5,128.3 |
5,128.3 |
5,133.5 |
| S1 |
5,107.7 |
5,107.7 |
5,140.6 |
5,118.0 |
| S2 |
5,069.3 |
5,069.3 |
5,135.2 |
|
| S3 |
5,010.3 |
5,048.7 |
5,129.8 |
|
| S4 |
4,951.3 |
4,989.7 |
5,113.6 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,844.0 |
5,756.0 |
5,289.6 |
|
| R3 |
5,583.0 |
5,495.0 |
5,217.8 |
|
| R2 |
5,322.0 |
5,322.0 |
5,193.9 |
|
| R1 |
5,234.0 |
5,234.0 |
5,169.9 |
5,278.0 |
| PP |
5,061.0 |
5,061.0 |
5,061.0 |
5,083.0 |
| S1 |
4,973.0 |
4,973.0 |
5,122.1 |
5,017.0 |
| S2 |
4,800.0 |
4,800.0 |
5,098.2 |
|
| S3 |
4,539.0 |
4,712.0 |
5,074.2 |
|
| S4 |
4,278.0 |
4,451.0 |
5,002.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,149.0 |
4,888.0 |
261.0 |
5.1% |
56.2 |
1.1% |
99% |
True |
False |
24,719 |
| 10 |
5,149.0 |
4,871.0 |
278.0 |
5.4% |
58.7 |
1.1% |
99% |
True |
False |
25,041 |
| 20 |
5,214.0 |
4,871.0 |
343.0 |
6.7% |
61.3 |
1.2% |
80% |
False |
False |
25,880 |
| 40 |
5,214.0 |
4,790.0 |
424.0 |
8.2% |
58.0 |
1.1% |
84% |
False |
False |
20,477 |
| 60 |
5,214.0 |
4,649.0 |
565.0 |
11.0% |
53.8 |
1.0% |
88% |
False |
False |
13,676 |
| 80 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
46.1 |
0.9% |
79% |
False |
False |
10,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,399.8 |
|
2.618 |
5,303.5 |
|
1.618 |
5,244.5 |
|
1.000 |
5,208.0 |
|
0.618 |
5,185.5 |
|
HIGH |
5,149.0 |
|
0.618 |
5,126.5 |
|
0.500 |
5,119.5 |
|
0.382 |
5,112.5 |
|
LOW |
5,090.0 |
|
0.618 |
5,053.5 |
|
1.000 |
5,031.0 |
|
1.618 |
4,994.5 |
|
2.618 |
4,935.5 |
|
4.250 |
4,839.3 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,137.2 |
5,120.0 |
| PP |
5,128.3 |
5,094.0 |
| S1 |
5,119.5 |
5,068.0 |
|