| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,055.25 |
2,076.25 |
21.00 |
1.0% |
2,064.00 |
| High |
2,077.00 |
2,081.75 |
4.75 |
0.2% |
2,071.50 |
| Low |
2,054.00 |
2,068.50 |
14.50 |
0.7% |
2,026.00 |
| Close |
2,076.00 |
2,076.50 |
0.50 |
0.0% |
2,040.75 |
| Range |
23.00 |
13.25 |
-9.75 |
-42.4% |
45.50 |
| ATR |
25.14 |
24.29 |
-0.85 |
-3.4% |
0.00 |
| Volume |
1,637,033 |
1,363,745 |
-273,288 |
-16.7% |
8,922,819 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.25 |
2,109.25 |
2,083.75 |
|
| R3 |
2,102.00 |
2,096.00 |
2,080.25 |
|
| R2 |
2,088.75 |
2,088.75 |
2,079.00 |
|
| R1 |
2,082.75 |
2,082.75 |
2,077.75 |
2,085.75 |
| PP |
2,075.50 |
2,075.50 |
2,075.50 |
2,077.00 |
| S1 |
2,069.50 |
2,069.50 |
2,075.25 |
2,072.50 |
| S2 |
2,062.25 |
2,062.25 |
2,074.00 |
|
| S3 |
2,049.00 |
2,056.25 |
2,072.75 |
|
| S4 |
2,035.75 |
2,043.00 |
2,069.25 |
|
|
| 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 |
2,081.75 |
2,029.25 |
52.50 |
2.5% |
22.75 |
1.1% |
90% |
True |
False |
1,656,048 |
| 10 |
2,081.75 |
2,026.00 |
55.75 |
2.7% |
24.50 |
1.2% |
91% |
True |
False |
1,748,596 |
| 20 |
2,081.75 |
2,005.75 |
76.00 |
3.7% |
22.00 |
1.1% |
93% |
True |
False |
1,653,746 |
| 40 |
2,081.75 |
1,877.25 |
204.50 |
9.8% |
24.75 |
1.2% |
97% |
True |
False |
1,057,982 |
| 60 |
2,081.75 |
1,794.50 |
287.25 |
13.8% |
31.25 |
1.5% |
98% |
True |
False |
708,054 |
| 80 |
2,081.75 |
1,794.50 |
287.25 |
13.8% |
33.25 |
1.6% |
98% |
True |
False |
531,842 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.3% |
32.50 |
1.6% |
95% |
False |
False |
425,555 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.5% |
31.25 |
1.5% |
94% |
False |
False |
354,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.00 |
|
2.618 |
2,116.50 |
|
1.618 |
2,103.25 |
|
1.000 |
2,095.00 |
|
0.618 |
2,090.00 |
|
HIGH |
2,081.75 |
|
0.618 |
2,076.75 |
|
0.500 |
2,075.00 |
|
0.382 |
2,073.50 |
|
LOW |
2,068.50 |
|
0.618 |
2,060.25 |
|
1.000 |
2,055.25 |
|
1.618 |
2,047.00 |
|
2.618 |
2,033.75 |
|
4.250 |
2,012.25 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.00 |
2,069.50 |
| PP |
2,075.50 |
2,062.50 |
| S1 |
2,075.00 |
2,055.50 |
|