| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,091.50 |
2,084.25 |
-7.25 |
-0.3% |
2,064.25 |
| High |
2,091.50 |
2,091.25 |
-0.25 |
0.0% |
2,105.25 |
| Low |
2,071.00 |
2,079.50 |
8.50 |
0.4% |
2,058.50 |
| Close |
2,083.25 |
2,088.50 |
5.25 |
0.3% |
2,086.00 |
| Range |
20.50 |
11.75 |
-8.75 |
-42.7% |
46.75 |
| ATR |
22.22 |
21.47 |
-0.75 |
-3.4% |
0.00 |
| Volume |
1,280,888 |
1,225,834 |
-55,054 |
-4.3% |
7,566,457 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.75 |
2,116.75 |
2,095.00 |
|
| R3 |
2,110.00 |
2,105.00 |
2,091.75 |
|
| R2 |
2,098.25 |
2,098.25 |
2,090.75 |
|
| R1 |
2,093.25 |
2,093.25 |
2,089.50 |
2,095.75 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,087.50 |
| S1 |
2,081.50 |
2,081.50 |
2,087.50 |
2,084.00 |
| S2 |
2,074.75 |
2,074.75 |
2,086.25 |
|
| S3 |
2,063.00 |
2,069.75 |
2,085.25 |
|
| S4 |
2,051.25 |
2,058.00 |
2,082.00 |
|
|
| 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 |
2,071.00 |
34.25 |
1.6% |
18.25 |
0.9% |
51% |
False |
False |
1,421,535 |
| 10 |
2,105.25 |
2,054.00 |
51.25 |
2.5% |
18.25 |
0.9% |
67% |
False |
False |
1,430,445 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.8% |
21.00 |
1.0% |
79% |
False |
False |
1,607,651 |
| 40 |
2,105.25 |
1,911.75 |
193.50 |
9.3% |
22.25 |
1.1% |
91% |
False |
False |
1,338,742 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
27.00 |
1.3% |
95% |
False |
False |
895,676 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
95% |
False |
False |
672,994 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.75 |
1.6% |
95% |
False |
False |
538,572 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.00 |
1.5% |
95% |
False |
False |
448,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.25 |
|
2.618 |
2,122.00 |
|
1.618 |
2,110.25 |
|
1.000 |
2,103.00 |
|
0.618 |
2,098.50 |
|
HIGH |
2,091.25 |
|
0.618 |
2,086.75 |
|
0.500 |
2,085.50 |
|
0.382 |
2,084.00 |
|
LOW |
2,079.50 |
|
0.618 |
2,072.25 |
|
1.000 |
2,067.75 |
|
1.618 |
2,060.50 |
|
2.618 |
2,048.75 |
|
4.250 |
2,029.50 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.50 |
2,086.00 |
| PP |
2,086.50 |
2,083.75 |
| S1 |
2,085.50 |
2,081.25 |
|