| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,069.00 |
2,058.00 |
-11.00 |
-0.5% |
2,031.75 |
| High |
2,071.50 |
2,080.25 |
8.75 |
0.4% |
2,073.25 |
| Low |
2,061.50 |
2,050.00 |
-11.50 |
-0.6% |
2,021.25 |
| Close |
2,066.75 |
2,078.50 |
11.75 |
0.6% |
2,066.75 |
| Range |
10.00 |
30.25 |
20.25 |
202.5% |
52.00 |
| ATR |
22.83 |
23.36 |
0.53 |
2.3% |
0.00 |
| Volume |
2,704 |
2,426 |
-278 |
-10.3% |
10,622 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.25 |
2,149.75 |
2,095.25 |
|
| R3 |
2,130.00 |
2,119.50 |
2,086.75 |
|
| R2 |
2,099.75 |
2,099.75 |
2,084.00 |
|
| R1 |
2,089.25 |
2,089.25 |
2,081.25 |
2,094.50 |
| PP |
2,069.50 |
2,069.50 |
2,069.50 |
2,072.25 |
| S1 |
2,059.00 |
2,059.00 |
2,075.75 |
2,064.25 |
| S2 |
2,039.25 |
2,039.25 |
2,073.00 |
|
| S3 |
2,009.00 |
2,028.75 |
2,070.25 |
|
| S4 |
1,978.75 |
1,998.50 |
2,061.75 |
|
|
| 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 |
2,080.25 |
2,021.25 |
59.00 |
2.8% |
20.75 |
1.0% |
97% |
True |
False |
2,066 |
| 10 |
2,080.25 |
2,018.00 |
62.25 |
3.0% |
23.25 |
1.1% |
97% |
True |
False |
2,434 |
| 20 |
2,080.25 |
2,004.50 |
75.75 |
3.6% |
21.25 |
1.0% |
98% |
True |
False |
2,236 |
| 40 |
2,080.25 |
1,871.00 |
209.25 |
10.1% |
24.00 |
1.2% |
99% |
True |
False |
1,335 |
| 60 |
2,080.25 |
1,787.50 |
292.75 |
14.1% |
29.25 |
1.4% |
99% |
True |
False |
1,017 |
| 80 |
2,080.25 |
1,787.50 |
292.75 |
14.1% |
32.25 |
1.6% |
99% |
True |
False |
1,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.75 |
|
2.618 |
2,159.50 |
|
1.618 |
2,129.25 |
|
1.000 |
2,110.50 |
|
0.618 |
2,099.00 |
|
HIGH |
2,080.25 |
|
0.618 |
2,068.75 |
|
0.500 |
2,065.00 |
|
0.382 |
2,061.50 |
|
LOW |
2,050.00 |
|
0.618 |
2,031.25 |
|
1.000 |
2,019.75 |
|
1.618 |
2,001.00 |
|
2.618 |
1,970.75 |
|
4.250 |
1,921.50 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.00 |
2,074.00 |
| PP |
2,069.50 |
2,069.50 |
| S1 |
2,065.00 |
2,065.00 |
|