| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,094.25 |
2,097.75 |
3.50 |
0.2% |
2,041.00 |
| High |
2,105.25 |
2,104.00 |
-1.25 |
-0.1% |
2,081.75 |
| Low |
2,085.75 |
2,078.75 |
-7.00 |
-0.3% |
2,029.25 |
| Close |
2,098.00 |
2,082.75 |
-15.25 |
-0.7% |
2,075.00 |
| Range |
19.50 |
25.25 |
5.75 |
29.5% |
52.50 |
| ATR |
22.83 |
23.00 |
0.17 |
0.8% |
0.00 |
| Volume |
1,464,683 |
1,638,276 |
173,593 |
11.9% |
7,742,314 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,148.75 |
2,096.75 |
|
| R3 |
2,139.00 |
2,123.50 |
2,089.75 |
|
| R2 |
2,113.75 |
2,113.75 |
2,087.50 |
|
| R1 |
2,098.25 |
2,098.25 |
2,085.00 |
2,093.50 |
| PP |
2,088.50 |
2,088.50 |
2,088.50 |
2,086.00 |
| S1 |
2,073.00 |
2,073.00 |
2,080.50 |
2,068.00 |
| S2 |
2,063.25 |
2,063.25 |
2,078.00 |
|
| S3 |
2,038.00 |
2,047.75 |
2,075.75 |
|
| S4 |
2,012.75 |
2,022.50 |
2,068.75 |
|
|
| 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% |
19.75 |
1.0% |
52% |
False |
False |
1,459,791 |
| 10 |
2,105.25 |
2,029.25 |
76.00 |
3.6% |
21.25 |
1.0% |
70% |
False |
False |
1,557,919 |
| 20 |
2,105.25 |
2,012.25 |
93.00 |
4.5% |
22.00 |
1.1% |
76% |
False |
False |
1,606,485 |
| 40 |
2,105.25 |
1,911.25 |
194.00 |
9.3% |
23.25 |
1.1% |
88% |
False |
False |
1,239,674 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
28.50 |
1.4% |
93% |
False |
False |
829,344 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
33.00 |
1.6% |
93% |
False |
False |
622,994 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
93% |
False |
False |
498,527 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.25 |
1.5% |
93% |
False |
False |
415,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.25 |
|
2.618 |
2,170.00 |
|
1.618 |
2,144.75 |
|
1.000 |
2,129.25 |
|
0.618 |
2,119.50 |
|
HIGH |
2,104.00 |
|
0.618 |
2,094.25 |
|
0.500 |
2,091.50 |
|
0.382 |
2,088.50 |
|
LOW |
2,078.75 |
|
0.618 |
2,063.25 |
|
1.000 |
2,053.50 |
|
1.618 |
2,038.00 |
|
2.618 |
2,012.75 |
|
4.250 |
1,971.50 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.50 |
2,092.00 |
| PP |
2,088.50 |
2,089.00 |
| S1 |
2,085.50 |
2,085.75 |
|