| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,088.75 |
2,071.75 |
-17.00 |
-0.8% |
2,058.00 |
| High |
2,095.50 |
2,080.75 |
-14.75 |
-0.7% |
2,097.00 |
| Low |
2,070.75 |
2,067.00 |
-3.75 |
-0.2% |
2,050.00 |
| Close |
2,074.50 |
2,077.75 |
3.25 |
0.2% |
2,077.75 |
| Range |
24.75 |
13.75 |
-11.00 |
-44.4% |
47.00 |
| ATR |
22.61 |
21.97 |
-0.63 |
-2.8% |
0.00 |
| Volume |
2,965 |
1,334 |
-1,631 |
-55.0% |
12,318 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.50 |
2,110.75 |
2,085.25 |
|
| R3 |
2,102.75 |
2,097.00 |
2,081.50 |
|
| R2 |
2,089.00 |
2,089.00 |
2,080.25 |
|
| R1 |
2,083.25 |
2,083.25 |
2,079.00 |
2,086.00 |
| PP |
2,075.25 |
2,075.25 |
2,075.25 |
2,076.50 |
| S1 |
2,069.50 |
2,069.50 |
2,076.50 |
2,072.50 |
| S2 |
2,061.50 |
2,061.50 |
2,075.25 |
|
| S3 |
2,047.75 |
2,055.75 |
2,074.00 |
|
| S4 |
2,034.00 |
2,042.00 |
2,070.25 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.00 |
2,193.75 |
2,103.50 |
|
| R3 |
2,169.00 |
2,146.75 |
2,090.75 |
|
| R2 |
2,122.00 |
2,122.00 |
2,086.25 |
|
| R1 |
2,099.75 |
2,099.75 |
2,082.00 |
2,111.00 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,080.50 |
| S1 |
2,052.75 |
2,052.75 |
2,073.50 |
2,064.00 |
| S2 |
2,028.00 |
2,028.00 |
2,069.25 |
|
| S3 |
1,981.00 |
2,005.75 |
2,064.75 |
|
| S4 |
1,934.00 |
1,958.75 |
2,052.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.00 |
2,050.00 |
47.00 |
2.3% |
20.50 |
1.0% |
59% |
False |
False |
2,463 |
| 10 |
2,097.00 |
2,021.25 |
75.75 |
3.6% |
20.00 |
1.0% |
75% |
False |
False |
2,294 |
| 20 |
2,097.00 |
2,011.50 |
85.50 |
4.1% |
21.50 |
1.0% |
77% |
False |
False |
2,456 |
| 40 |
2,097.00 |
1,904.75 |
192.25 |
9.3% |
22.50 |
1.1% |
90% |
False |
False |
1,544 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
27.25 |
1.3% |
94% |
False |
False |
1,147 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
32.25 |
1.6% |
94% |
False |
False |
1,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.25 |
|
2.618 |
2,116.75 |
|
1.618 |
2,103.00 |
|
1.000 |
2,094.50 |
|
0.618 |
2,089.25 |
|
HIGH |
2,080.75 |
|
0.618 |
2,075.50 |
|
0.500 |
2,074.00 |
|
0.382 |
2,072.25 |
|
LOW |
2,067.00 |
|
0.618 |
2,058.50 |
|
1.000 |
2,053.25 |
|
1.618 |
2,044.75 |
|
2.618 |
2,031.00 |
|
4.250 |
2,008.50 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.50 |
2,082.00 |
| PP |
2,075.25 |
2,080.50 |
| S1 |
2,074.00 |
2,079.25 |
|