| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,064.25 |
2,085.25 |
21.00 |
1.0% |
2,041.00 |
| High |
2,088.75 |
2,098.50 |
9.75 |
0.5% |
2,081.75 |
| Low |
2,058.50 |
2,084.75 |
26.25 |
1.3% |
2,029.25 |
| Close |
2,086.75 |
2,093.75 |
7.00 |
0.3% |
2,075.00 |
| Range |
30.25 |
13.75 |
-16.50 |
-54.5% |
52.50 |
| ATR |
23.80 |
23.08 |
-0.72 |
-3.0% |
0.00 |
| Volume |
1,400,343 |
1,565,161 |
164,818 |
11.8% |
7,742,314 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.50 |
2,127.50 |
2,101.25 |
|
| R3 |
2,119.75 |
2,113.75 |
2,097.50 |
|
| R2 |
2,106.00 |
2,106.00 |
2,096.25 |
|
| R1 |
2,100.00 |
2,100.00 |
2,095.00 |
2,103.00 |
| PP |
2,092.25 |
2,092.25 |
2,092.25 |
2,094.00 |
| S1 |
2,086.25 |
2,086.25 |
2,092.50 |
2,089.25 |
| S2 |
2,078.50 |
2,078.50 |
2,091.25 |
|
| S3 |
2,064.75 |
2,072.50 |
2,090.00 |
|
| S4 |
2,051.00 |
2,058.75 |
2,086.25 |
|
|
| 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 |
2,098.50 |
2,054.00 |
44.50 |
2.1% |
18.25 |
0.9% |
89% |
True |
False |
1,439,355 |
| 10 |
2,098.50 |
2,026.00 |
72.50 |
3.5% |
23.00 |
1.1% |
93% |
True |
False |
1,642,303 |
| 20 |
2,098.50 |
2,012.25 |
86.25 |
4.1% |
21.75 |
1.0% |
94% |
True |
False |
1,604,006 |
| 40 |
2,098.50 |
1,877.25 |
221.25 |
10.6% |
24.00 |
1.1% |
98% |
True |
False |
1,162,501 |
| 60 |
2,098.50 |
1,794.50 |
304.00 |
14.5% |
29.25 |
1.4% |
98% |
True |
False |
777,745 |
| 80 |
2,098.50 |
1,794.50 |
304.00 |
14.5% |
32.75 |
1.6% |
98% |
True |
False |
584,236 |
| 100 |
2,098.50 |
1,794.50 |
304.00 |
14.5% |
32.50 |
1.6% |
98% |
True |
False |
467,499 |
| 120 |
2,098.50 |
1,794.50 |
304.00 |
14.5% |
31.25 |
1.5% |
98% |
True |
False |
389,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.00 |
|
2.618 |
2,134.50 |
|
1.618 |
2,120.75 |
|
1.000 |
2,112.25 |
|
0.618 |
2,107.00 |
|
HIGH |
2,098.50 |
|
0.618 |
2,093.25 |
|
0.500 |
2,091.50 |
|
0.382 |
2,090.00 |
|
LOW |
2,084.75 |
|
0.618 |
2,076.25 |
|
1.000 |
2,071.00 |
|
1.618 |
2,062.50 |
|
2.618 |
2,048.75 |
|
4.250 |
2,026.25 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.00 |
2,088.75 |
| PP |
2,092.25 |
2,083.50 |
| S1 |
2,091.50 |
2,078.50 |
|