| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,032.50 |
2,055.25 |
22.75 |
1.1% |
2,064.00 |
| High |
2,058.50 |
2,077.00 |
18.50 |
0.9% |
2,071.50 |
| Low |
2,029.25 |
2,054.00 |
24.75 |
1.2% |
2,026.00 |
| Close |
2,055.75 |
2,076.00 |
20.25 |
1.0% |
2,040.75 |
| Range |
29.25 |
23.00 |
-6.25 |
-21.4% |
45.50 |
| ATR |
25.30 |
25.14 |
-0.16 |
-0.6% |
0.00 |
| Volume |
1,831,285 |
1,637,033 |
-194,252 |
-10.6% |
8,922,819 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.00 |
2,130.00 |
2,088.75 |
|
| R3 |
2,115.00 |
2,107.00 |
2,082.25 |
|
| R2 |
2,092.00 |
2,092.00 |
2,080.25 |
|
| R1 |
2,084.00 |
2,084.00 |
2,078.00 |
2,088.00 |
| PP |
2,069.00 |
2,069.00 |
2,069.00 |
2,071.00 |
| S1 |
2,061.00 |
2,061.00 |
2,074.00 |
2,065.00 |
| S2 |
2,046.00 |
2,046.00 |
2,071.75 |
|
| S3 |
2,023.00 |
2,038.00 |
2,069.75 |
|
| S4 |
2,000.00 |
2,015.00 |
2,063.25 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.50 |
2,157.25 |
2,065.75 |
|
| R3 |
2,137.00 |
2,111.75 |
2,053.25 |
|
| R2 |
2,091.50 |
2,091.50 |
2,049.00 |
|
| R1 |
2,066.25 |
2,066.25 |
2,045.00 |
2,056.00 |
| PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,041.00 |
| S1 |
2,020.75 |
2,020.75 |
2,036.50 |
2,010.50 |
| S2 |
2,000.50 |
2,000.50 |
2,032.50 |
|
| S3 |
1,955.00 |
1,975.25 |
2,028.25 |
|
| S4 |
1,909.50 |
1,929.75 |
2,015.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.00 |
2,026.00 |
51.00 |
2.5% |
27.25 |
1.3% |
98% |
True |
False |
1,793,738 |
| 10 |
2,077.00 |
2,026.00 |
51.00 |
2.5% |
24.50 |
1.2% |
98% |
True |
False |
1,785,852 |
| 20 |
2,077.00 |
1,997.00 |
80.00 |
3.9% |
22.75 |
1.1% |
99% |
True |
False |
1,687,748 |
| 40 |
2,077.00 |
1,873.00 |
204.00 |
9.8% |
25.50 |
1.2% |
100% |
True |
False |
1,024,075 |
| 60 |
2,077.00 |
1,794.50 |
282.50 |
13.6% |
31.75 |
1.5% |
100% |
True |
False |
685,402 |
| 80 |
2,077.00 |
1,794.50 |
282.50 |
13.6% |
33.75 |
1.6% |
100% |
True |
False |
514,811 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.3% |
32.75 |
1.6% |
95% |
False |
False |
411,919 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.5% |
31.25 |
1.5% |
93% |
False |
False |
343,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.75 |
|
2.618 |
2,137.25 |
|
1.618 |
2,114.25 |
|
1.000 |
2,100.00 |
|
0.618 |
2,091.25 |
|
HIGH |
2,077.00 |
|
0.618 |
2,068.25 |
|
0.500 |
2,065.50 |
|
0.382 |
2,062.75 |
|
LOW |
2,054.00 |
|
0.618 |
2,039.75 |
|
1.000 |
2,031.00 |
|
1.618 |
2,016.75 |
|
2.618 |
1,993.75 |
|
4.250 |
1,956.25 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.50 |
2,068.50 |
| PP |
2,069.00 |
2,060.75 |
| S1 |
2,065.50 |
2,053.00 |
|