| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,046.75 |
2,067.75 |
21.00 |
1.0% |
2,055.50 |
| High |
2,068.75 |
2,073.25 |
4.50 |
0.2% |
2,063.50 |
| Low |
2,046.00 |
2,060.75 |
14.75 |
0.7% |
2,018.00 |
| Close |
2,067.75 |
2,068.25 |
0.50 |
0.0% |
2,032.50 |
| Range |
22.75 |
12.50 |
-10.25 |
-45.1% |
45.50 |
| ATR |
24.68 |
23.81 |
-0.87 |
-3.5% |
0.00 |
| Volume |
2,456 |
1,090 |
-1,366 |
-55.6% |
13,905 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.00 |
2,099.00 |
2,075.00 |
|
| R3 |
2,092.50 |
2,086.50 |
2,071.75 |
|
| R2 |
2,080.00 |
2,080.00 |
2,070.50 |
|
| R1 |
2,074.00 |
2,074.00 |
2,069.50 |
2,077.00 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,069.00 |
| S1 |
2,061.50 |
2,061.50 |
2,067.00 |
2,064.50 |
| S2 |
2,055.00 |
2,055.00 |
2,066.00 |
|
| S3 |
2,042.50 |
2,049.00 |
2,064.75 |
|
| S4 |
2,030.00 |
2,036.50 |
2,061.50 |
|
|
| 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 |
2,073.25 |
2,021.25 |
52.00 |
2.5% |
22.25 |
1.1% |
90% |
True |
False |
1,889 |
| 10 |
2,073.25 |
2,018.00 |
55.25 |
2.7% |
24.00 |
1.2% |
91% |
True |
False |
2,602 |
| 20 |
2,073.25 |
1,998.25 |
75.00 |
3.6% |
21.50 |
1.0% |
93% |
True |
False |
2,086 |
| 40 |
2,073.25 |
1,871.00 |
202.25 |
9.8% |
24.00 |
1.2% |
98% |
True |
False |
1,223 |
| 60 |
2,073.25 |
1,787.50 |
285.75 |
13.8% |
30.50 |
1.5% |
98% |
True |
False |
961 |
| 80 |
2,073.25 |
1,787.50 |
285.75 |
13.8% |
32.50 |
1.6% |
98% |
True |
False |
942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.50 |
|
2.618 |
2,106.00 |
|
1.618 |
2,093.50 |
|
1.000 |
2,085.75 |
|
0.618 |
2,081.00 |
|
HIGH |
2,073.25 |
|
0.618 |
2,068.50 |
|
0.500 |
2,067.00 |
|
0.382 |
2,065.50 |
|
LOW |
2,060.75 |
|
0.618 |
2,053.00 |
|
1.000 |
2,048.25 |
|
1.618 |
2,040.50 |
|
2.618 |
2,028.00 |
|
4.250 |
2,007.50 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.75 |
2,061.25 |
| PP |
2,067.50 |
2,054.25 |
| S1 |
2,067.00 |
2,047.25 |
|