| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,097.75 |
2,079.75 |
-18.00 |
-0.9% |
2,064.25 |
| High |
2,104.00 |
2,089.00 |
-15.00 |
-0.7% |
2,105.25 |
| Low |
2,078.75 |
2,075.00 |
-3.75 |
-0.2% |
2,058.50 |
| Close |
2,082.75 |
2,086.00 |
3.25 |
0.2% |
2,086.00 |
| Range |
25.25 |
14.00 |
-11.25 |
-44.6% |
46.75 |
| ATR |
23.00 |
22.36 |
-0.64 |
-2.8% |
0.00 |
| Volume |
1,638,276 |
1,497,994 |
-140,282 |
-8.6% |
7,566,457 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.25 |
2,119.75 |
2,093.75 |
|
| R3 |
2,111.25 |
2,105.75 |
2,089.75 |
|
| R2 |
2,097.25 |
2,097.25 |
2,088.50 |
|
| R1 |
2,091.75 |
2,091.75 |
2,087.25 |
2,094.50 |
| PP |
2,083.25 |
2,083.25 |
2,083.25 |
2,084.75 |
| S1 |
2,077.75 |
2,077.75 |
2,084.75 |
2,080.50 |
| S2 |
2,069.25 |
2,069.25 |
2,083.50 |
|
| S3 |
2,055.25 |
2,063.75 |
2,082.25 |
|
| S4 |
2,041.25 |
2,049.75 |
2,078.25 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.50 |
2,201.50 |
2,111.75 |
|
| R3 |
2,176.75 |
2,154.75 |
2,098.75 |
|
| R2 |
2,130.00 |
2,130.00 |
2,094.50 |
|
| R1 |
2,108.00 |
2,108.00 |
2,090.25 |
2,119.00 |
| PP |
2,083.25 |
2,083.25 |
2,083.25 |
2,088.75 |
| S1 |
2,061.25 |
2,061.25 |
2,081.75 |
2,072.25 |
| S2 |
2,036.50 |
2,036.50 |
2,077.50 |
|
| S3 |
1,989.75 |
2,014.50 |
2,073.25 |
|
| S4 |
1,943.00 |
1,967.75 |
2,060.25 |
|
|
| 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% |
20.50 |
1.0% |
59% |
False |
False |
1,513,291 |
| 10 |
2,105.25 |
2,029.25 |
76.00 |
3.6% |
20.25 |
1.0% |
75% |
False |
False |
1,530,877 |
| 20 |
2,105.25 |
2,019.25 |
86.00 |
4.1% |
21.75 |
1.0% |
78% |
False |
False |
1,605,181 |
| 40 |
2,105.25 |
1,911.75 |
193.50 |
9.3% |
23.00 |
1.1% |
90% |
False |
False |
1,276,735 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
28.00 |
1.3% |
94% |
False |
False |
854,233 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
94% |
False |
False |
641,706 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
94% |
False |
False |
513,507 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.25 |
1.5% |
94% |
False |
False |
427,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.50 |
|
2.618 |
2,125.75 |
|
1.618 |
2,111.75 |
|
1.000 |
2,103.00 |
|
0.618 |
2,097.75 |
|
HIGH |
2,089.00 |
|
0.618 |
2,083.75 |
|
0.500 |
2,082.00 |
|
0.382 |
2,080.25 |
|
LOW |
2,075.00 |
|
0.618 |
2,066.25 |
|
1.000 |
2,061.00 |
|
1.618 |
2,052.25 |
|
2.618 |
2,038.25 |
|
4.250 |
2,015.50 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.75 |
2,090.00 |
| PP |
2,083.25 |
2,088.75 |
| S1 |
2,082.00 |
2,087.50 |
|