| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,024.00 |
2,046.75 |
22.75 |
1.1% |
2,055.50 |
| High |
2,050.00 |
2,068.75 |
18.75 |
0.9% |
2,063.50 |
| Low |
2,021.25 |
2,046.00 |
24.75 |
1.2% |
2,018.00 |
| Close |
2,047.50 |
2,067.75 |
20.25 |
1.0% |
2,032.50 |
| Range |
28.75 |
22.75 |
-6.00 |
-20.9% |
45.50 |
| ATR |
24.83 |
24.68 |
-0.15 |
-0.6% |
0.00 |
| Volume |
1,657 |
2,456 |
799 |
48.2% |
13,905 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.00 |
2,121.25 |
2,080.25 |
|
| R3 |
2,106.25 |
2,098.50 |
2,074.00 |
|
| R2 |
2,083.50 |
2,083.50 |
2,072.00 |
|
| R1 |
2,075.75 |
2,075.75 |
2,069.75 |
2,079.50 |
| PP |
2,060.75 |
2,060.75 |
2,060.75 |
2,062.75 |
| S1 |
2,053.00 |
2,053.00 |
2,065.75 |
2,057.00 |
| S2 |
2,038.00 |
2,038.00 |
2,063.50 |
|
| S3 |
2,015.25 |
2,030.25 |
2,061.50 |
|
| S4 |
1,992.50 |
2,007.50 |
2,055.25 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.50 |
2,149.00 |
2,057.50 |
|
| R3 |
2,129.00 |
2,103.50 |
2,045.00 |
|
| R2 |
2,083.50 |
2,083.50 |
2,040.75 |
|
| R1 |
2,058.00 |
2,058.00 |
2,036.75 |
2,048.00 |
| PP |
2,038.00 |
2,038.00 |
2,038.00 |
2,033.00 |
| S1 |
2,012.50 |
2,012.50 |
2,028.25 |
2,002.50 |
| S2 |
1,992.50 |
1,992.50 |
2,024.25 |
|
| S3 |
1,947.00 |
1,967.00 |
2,020.00 |
|
| S4 |
1,901.50 |
1,921.50 |
2,007.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.75 |
2,018.00 |
50.75 |
2.5% |
26.75 |
1.3% |
98% |
True |
False |
2,441 |
| 10 |
2,068.75 |
2,018.00 |
50.75 |
2.5% |
24.00 |
1.2% |
98% |
True |
False |
2,779 |
| 20 |
2,068.75 |
1,989.75 |
79.00 |
3.8% |
22.25 |
1.1% |
99% |
True |
False |
2,059 |
| 40 |
2,068.75 |
1,865.50 |
203.25 |
9.8% |
25.00 |
1.2% |
100% |
True |
False |
1,209 |
| 60 |
2,068.75 |
1,787.50 |
281.25 |
13.6% |
31.25 |
1.5% |
100% |
True |
False |
951 |
| 80 |
2,068.75 |
1,787.50 |
281.25 |
13.6% |
33.00 |
1.6% |
100% |
True |
False |
930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.50 |
|
2.618 |
2,128.25 |
|
1.618 |
2,105.50 |
|
1.000 |
2,091.50 |
|
0.618 |
2,082.75 |
|
HIGH |
2,068.75 |
|
0.618 |
2,060.00 |
|
0.500 |
2,057.50 |
|
0.382 |
2,054.75 |
|
LOW |
2,046.00 |
|
0.618 |
2,032.00 |
|
1.000 |
2,023.25 |
|
1.618 |
2,009.25 |
|
2.618 |
1,986.50 |
|
4.250 |
1,949.25 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.25 |
2,060.25 |
| PP |
2,060.75 |
2,052.50 |
| S1 |
2,057.50 |
2,045.00 |
|