| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,067.75 |
2,069.00 |
1.25 |
0.1% |
2,031.75 |
| High |
2,073.25 |
2,071.50 |
-1.75 |
-0.1% |
2,073.25 |
| Low |
2,060.75 |
2,061.50 |
0.75 |
0.0% |
2,021.25 |
| Close |
2,068.25 |
2,066.75 |
-1.50 |
-0.1% |
2,066.75 |
| Range |
12.50 |
10.00 |
-2.50 |
-20.0% |
52.00 |
| ATR |
23.81 |
22.83 |
-0.99 |
-4.1% |
0.00 |
| Volume |
1,090 |
2,704 |
1,614 |
148.1% |
10,622 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.50 |
2,091.75 |
2,072.25 |
|
| R3 |
2,086.50 |
2,081.75 |
2,069.50 |
|
| R2 |
2,076.50 |
2,076.50 |
2,068.50 |
|
| R1 |
2,071.75 |
2,071.75 |
2,067.75 |
2,069.00 |
| PP |
2,066.50 |
2,066.50 |
2,066.50 |
2,065.25 |
| S1 |
2,061.75 |
2,061.75 |
2,065.75 |
2,059.00 |
| S2 |
2,056.50 |
2,056.50 |
2,065.00 |
|
| S3 |
2,046.50 |
2,051.75 |
2,064.00 |
|
| S4 |
2,036.50 |
2,041.75 |
2,061.25 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.75 |
2,190.25 |
2,095.25 |
|
| R3 |
2,157.75 |
2,138.25 |
2,081.00 |
|
| R2 |
2,105.75 |
2,105.75 |
2,076.25 |
|
| R1 |
2,086.25 |
2,086.25 |
2,071.50 |
2,096.00 |
| PP |
2,053.75 |
2,053.75 |
2,053.75 |
2,058.50 |
| S1 |
2,034.25 |
2,034.25 |
2,062.00 |
2,044.00 |
| S2 |
2,001.75 |
2,001.75 |
2,057.25 |
|
| S3 |
1,949.75 |
1,982.25 |
2,052.50 |
|
| S4 |
1,897.75 |
1,930.25 |
2,038.25 |
|
|
| 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% |
19.50 |
0.9% |
88% |
False |
False |
2,124 |
| 10 |
2,073.25 |
2,018.00 |
55.25 |
2.7% |
22.00 |
1.1% |
88% |
False |
False |
2,452 |
| 20 |
2,073.25 |
2,004.50 |
68.75 |
3.3% |
20.50 |
1.0% |
91% |
False |
False |
2,170 |
| 40 |
2,073.25 |
1,871.00 |
202.25 |
9.8% |
23.75 |
1.2% |
97% |
False |
False |
1,279 |
| 60 |
2,073.25 |
1,787.50 |
285.75 |
13.8% |
29.50 |
1.4% |
98% |
False |
False |
993 |
| 80 |
2,073.25 |
1,787.50 |
285.75 |
13.8% |
32.25 |
1.6% |
98% |
False |
False |
975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,114.00 |
|
2.618 |
2,097.75 |
|
1.618 |
2,087.75 |
|
1.000 |
2,081.50 |
|
0.618 |
2,077.75 |
|
HIGH |
2,071.50 |
|
0.618 |
2,067.75 |
|
0.500 |
2,066.50 |
|
0.382 |
2,065.25 |
|
LOW |
2,061.50 |
|
0.618 |
2,055.25 |
|
1.000 |
2,051.50 |
|
1.618 |
2,045.25 |
|
2.618 |
2,035.25 |
|
4.250 |
2,019.00 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.75 |
2,064.50 |
| PP |
2,066.50 |
2,062.00 |
| S1 |
2,066.50 |
2,059.50 |
|