| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,085.25 |
2,094.25 |
9.00 |
0.4% |
2,041.00 |
| High |
2,098.50 |
2,105.25 |
6.75 |
0.3% |
2,081.75 |
| Low |
2,084.75 |
2,085.75 |
1.00 |
0.0% |
2,029.25 |
| Close |
2,093.75 |
2,098.00 |
4.25 |
0.2% |
2,075.00 |
| Range |
13.75 |
19.50 |
5.75 |
41.8% |
52.50 |
| ATR |
23.08 |
22.83 |
-0.26 |
-1.1% |
0.00 |
| Volume |
1,565,161 |
1,464,683 |
-100,478 |
-6.4% |
7,742,314 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.75 |
2,146.00 |
2,108.75 |
|
| R3 |
2,135.25 |
2,126.50 |
2,103.25 |
|
| R2 |
2,115.75 |
2,115.75 |
2,101.50 |
|
| R1 |
2,107.00 |
2,107.00 |
2,099.75 |
2,111.50 |
| PP |
2,096.25 |
2,096.25 |
2,096.25 |
2,098.50 |
| S1 |
2,087.50 |
2,087.50 |
2,096.25 |
2,092.00 |
| S2 |
2,076.75 |
2,076.75 |
2,094.50 |
|
| S3 |
2,057.25 |
2,068.00 |
2,092.75 |
|
| S4 |
2,037.75 |
2,048.50 |
2,087.25 |
|
|
| 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 |
2,105.25 |
2,058.50 |
46.75 |
2.2% |
17.50 |
0.8% |
84% |
True |
False |
1,404,885 |
| 10 |
2,105.25 |
2,026.00 |
79.25 |
3.8% |
22.25 |
1.1% |
91% |
True |
False |
1,599,311 |
| 20 |
2,105.25 |
2,012.25 |
93.00 |
4.4% |
21.75 |
1.0% |
92% |
True |
False |
1,602,430 |
| 40 |
2,105.25 |
1,877.25 |
228.00 |
10.9% |
24.00 |
1.1% |
97% |
True |
False |
1,198,971 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
28.75 |
1.4% |
98% |
True |
False |
802,104 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
32.75 |
1.6% |
98% |
True |
False |
602,524 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
32.50 |
1.5% |
98% |
True |
False |
482,145 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
31.25 |
1.5% |
98% |
True |
False |
401,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.00 |
|
2.618 |
2,156.25 |
|
1.618 |
2,136.75 |
|
1.000 |
2,124.75 |
|
0.618 |
2,117.25 |
|
HIGH |
2,105.25 |
|
0.618 |
2,097.75 |
|
0.500 |
2,095.50 |
|
0.382 |
2,093.25 |
|
LOW |
2,085.75 |
|
0.618 |
2,073.75 |
|
1.000 |
2,066.25 |
|
1.618 |
2,054.25 |
|
2.618 |
2,034.75 |
|
4.250 |
2,003.00 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.25 |
2,092.50 |
| PP |
2,096.25 |
2,087.25 |
| S1 |
2,095.50 |
2,082.00 |
|