| 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 |
2,076.25 |
2,077.75 |
1.50 |
0.1% |
2,041.00 |
| High |
2,081.75 |
2,080.00 |
-1.75 |
-0.1% |
2,081.75 |
| Low |
2,068.50 |
2,069.50 |
1.00 |
0.0% |
2,029.25 |
| Close |
2,076.50 |
2,075.00 |
-1.50 |
-0.1% |
2,075.00 |
| Range |
13.25 |
10.50 |
-2.75 |
-20.8% |
52.50 |
| ATR |
24.29 |
23.30 |
-0.98 |
-4.1% |
0.00 |
| Volume |
1,363,745 |
1,230,494 |
-133,251 |
-9.8% |
7,742,314 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.25 |
2,101.25 |
2,080.75 |
|
| R3 |
2,095.75 |
2,090.75 |
2,078.00 |
|
| R2 |
2,085.25 |
2,085.25 |
2,077.00 |
|
| R1 |
2,080.25 |
2,080.25 |
2,076.00 |
2,077.50 |
| PP |
2,074.75 |
2,074.75 |
2,074.75 |
2,073.50 |
| S1 |
2,069.75 |
2,069.75 |
2,074.00 |
2,067.00 |
| S2 |
2,064.25 |
2,064.25 |
2,073.00 |
|
| S3 |
2,053.75 |
2,059.25 |
2,072.00 |
|
| S4 |
2,043.25 |
2,048.75 |
2,069.25 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.50 |
2,199.75 |
2,104.00 |
|
| R3 |
2,167.00 |
2,147.25 |
2,089.50 |
|
| R2 |
2,114.50 |
2,114.50 |
2,084.50 |
|
| R1 |
2,094.75 |
2,094.75 |
2,079.75 |
2,104.50 |
| PP |
2,062.00 |
2,062.00 |
2,062.00 |
2,067.00 |
| S1 |
2,042.25 |
2,042.25 |
2,070.25 |
2,052.00 |
| S2 |
2,009.50 |
2,009.50 |
2,065.50 |
|
| S3 |
1,957.00 |
1,989.75 |
2,060.50 |
|
| S4 |
1,904.50 |
1,937.25 |
2,046.00 |
|
|
| 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% |
20.00 |
1.0% |
87% |
False |
False |
1,548,462 |
| 10 |
2,081.75 |
2,026.00 |
55.75 |
2.7% |
22.50 |
1.1% |
88% |
False |
False |
1,666,513 |
| 20 |
2,081.75 |
2,012.25 |
69.50 |
3.3% |
21.00 |
1.0% |
90% |
False |
False |
1,608,427 |
| 40 |
2,081.75 |
1,877.25 |
204.50 |
9.9% |
24.25 |
1.2% |
97% |
False |
False |
1,088,654 |
| 60 |
2,081.75 |
1,794.50 |
287.25 |
13.8% |
30.00 |
1.5% |
98% |
False |
False |
728,445 |
| 80 |
2,081.75 |
1,794.50 |
287.25 |
13.8% |
33.00 |
1.6% |
98% |
False |
False |
547,191 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.3% |
32.50 |
1.6% |
95% |
False |
False |
437,849 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.5% |
31.00 |
1.5% |
93% |
False |
False |
364,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.50 |
|
2.618 |
2,107.50 |
|
1.618 |
2,097.00 |
|
1.000 |
2,090.50 |
|
0.618 |
2,086.50 |
|
HIGH |
2,080.00 |
|
0.618 |
2,076.00 |
|
0.500 |
2,074.75 |
|
0.382 |
2,073.50 |
|
LOW |
2,069.50 |
|
0.618 |
2,063.00 |
|
1.000 |
2,059.00 |
|
1.618 |
2,052.50 |
|
2.618 |
2,042.00 |
|
4.250 |
2,025.00 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.00 |
2,072.50 |
| PP |
2,074.75 |
2,070.25 |
| S1 |
2,074.75 |
2,068.00 |
|