| 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 |
4,518.75 |
4,545.50 |
26.75 |
0.6% |
4,470.00 |
| High |
4,561.25 |
4,584.50 |
23.25 |
0.5% |
4,563.25 |
| Low |
4,501.00 |
4,506.75 |
5.75 |
0.1% |
4,426.50 |
| Close |
4,546.50 |
4,526.75 |
-19.75 |
-0.4% |
4,538.50 |
| Range |
60.25 |
77.75 |
17.50 |
29.0% |
136.75 |
| ATR |
60.82 |
62.03 |
1.21 |
2.0% |
0.00 |
| Volume |
179,869 |
256,892 |
77,023 |
42.8% |
1,059,825 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,772.50 |
4,727.50 |
4,569.50 |
|
| R3 |
4,694.75 |
4,649.75 |
4,548.25 |
|
| R2 |
4,617.00 |
4,617.00 |
4,541.00 |
|
| R1 |
4,572.00 |
4,572.00 |
4,534.00 |
4,555.50 |
| PP |
4,539.25 |
4,539.25 |
4,539.25 |
4,531.25 |
| S1 |
4,494.25 |
4,494.25 |
4,519.50 |
4,478.00 |
| S2 |
4,461.50 |
4,461.50 |
4,512.50 |
|
| S3 |
4,383.75 |
4,416.50 |
4,505.25 |
|
| S4 |
4,306.00 |
4,338.75 |
4,484.00 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,919.75 |
4,865.75 |
4,613.75 |
|
| R3 |
4,783.00 |
4,729.00 |
4,576.00 |
|
| R2 |
4,646.25 |
4,646.25 |
4,563.50 |
|
| R1 |
4,592.25 |
4,592.25 |
4,551.00 |
4,619.25 |
| PP |
4,509.50 |
4,509.50 |
4,509.50 |
4,523.00 |
| S1 |
4,455.50 |
4,455.50 |
4,526.00 |
4,482.50 |
| S2 |
4,372.75 |
4,372.75 |
4,513.50 |
|
| S3 |
4,236.00 |
4,318.75 |
4,501.00 |
|
| S4 |
4,099.25 |
4,182.00 |
4,463.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,584.50 |
4,486.75 |
97.75 |
2.2% |
53.75 |
1.2% |
41% |
True |
False |
200,160 |
| 10 |
4,584.50 |
4,426.50 |
158.00 |
3.5% |
62.25 |
1.4% |
63% |
True |
False |
223,192 |
| 20 |
4,584.50 |
4,365.00 |
219.50 |
4.8% |
58.75 |
1.3% |
74% |
True |
False |
213,047 |
| 40 |
4,584.50 |
4,076.50 |
508.00 |
11.2% |
63.50 |
1.4% |
89% |
True |
False |
149,445 |
| 60 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
77.75 |
1.7% |
92% |
True |
False |
99,723 |
| 80 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
85.50 |
1.9% |
80% |
False |
False |
74,827 |
| 100 |
4,719.75 |
3,856.50 |
863.25 |
19.1% |
79.75 |
1.8% |
78% |
False |
False |
59,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,915.00 |
|
2.618 |
4,788.00 |
|
1.618 |
4,710.25 |
|
1.000 |
4,662.25 |
|
0.618 |
4,632.50 |
|
HIGH |
4,584.50 |
|
0.618 |
4,554.75 |
|
0.500 |
4,545.50 |
|
0.382 |
4,536.50 |
|
LOW |
4,506.75 |
|
0.618 |
4,458.75 |
|
1.000 |
4,429.00 |
|
1.618 |
4,381.00 |
|
2.618 |
4,303.25 |
|
4.250 |
4,176.25 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,545.50 |
4,542.75 |
| PP |
4,539.25 |
4,537.50 |
| S1 |
4,533.00 |
4,532.00 |
|