| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,077.75 |
2,064.25 |
-13.50 |
-0.6% |
2,041.00 |
| High |
2,080.00 |
2,088.75 |
8.75 |
0.4% |
2,081.75 |
| Low |
2,069.50 |
2,058.50 |
-11.00 |
-0.5% |
2,029.25 |
| Close |
2,075.00 |
2,086.75 |
11.75 |
0.6% |
2,075.00 |
| Range |
10.50 |
30.25 |
19.75 |
188.1% |
52.50 |
| ATR |
23.30 |
23.80 |
0.50 |
2.1% |
0.00 |
| Volume |
1,230,494 |
1,400,343 |
169,849 |
13.8% |
7,742,314 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.75 |
2,158.00 |
2,103.50 |
|
| R3 |
2,138.50 |
2,127.75 |
2,095.00 |
|
| R2 |
2,108.25 |
2,108.25 |
2,092.25 |
|
| R1 |
2,097.50 |
2,097.50 |
2,089.50 |
2,103.00 |
| PP |
2,078.00 |
2,078.00 |
2,078.00 |
2,080.75 |
| S1 |
2,067.25 |
2,067.25 |
2,084.00 |
2,072.50 |
| S2 |
2,047.75 |
2,047.75 |
2,081.25 |
|
| S3 |
2,017.50 |
2,037.00 |
2,078.50 |
|
| S4 |
1,987.25 |
2,006.75 |
2,070.00 |
|
|
| 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 |
2,088.75 |
2,029.25 |
59.50 |
2.9% |
21.25 |
1.0% |
97% |
True |
False |
1,492,580 |
| 10 |
2,088.75 |
2,026.00 |
62.75 |
3.0% |
23.75 |
1.1% |
97% |
True |
False |
1,668,535 |
| 20 |
2,088.75 |
2,012.25 |
76.50 |
3.7% |
21.75 |
1.0% |
97% |
True |
False |
1,589,661 |
| 40 |
2,088.75 |
1,877.25 |
211.50 |
10.1% |
24.50 |
1.2% |
99% |
True |
False |
1,123,462 |
| 60 |
2,088.75 |
1,794.50 |
294.25 |
14.1% |
29.75 |
1.4% |
99% |
True |
False |
751,701 |
| 80 |
2,088.75 |
1,794.50 |
294.25 |
14.1% |
33.00 |
1.6% |
99% |
True |
False |
564,683 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.2% |
32.50 |
1.6% |
99% |
False |
False |
451,848 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.4% |
31.00 |
1.5% |
97% |
False |
False |
376,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.25 |
|
2.618 |
2,168.00 |
|
1.618 |
2,137.75 |
|
1.000 |
2,119.00 |
|
0.618 |
2,107.50 |
|
HIGH |
2,088.75 |
|
0.618 |
2,077.25 |
|
0.500 |
2,073.50 |
|
0.382 |
2,070.00 |
|
LOW |
2,058.50 |
|
0.618 |
2,039.75 |
|
1.000 |
2,028.25 |
|
1.618 |
2,009.50 |
|
2.618 |
1,979.25 |
|
4.250 |
1,930.00 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.50 |
2,082.50 |
| PP |
2,078.00 |
2,078.00 |
| S1 |
2,073.50 |
2,073.50 |
|