| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,071.75 |
2,081.25 |
9.50 |
0.5% |
2,058.00 |
| High |
2,080.75 |
2,082.50 |
1.75 |
0.1% |
2,097.00 |
| Low |
2,067.00 |
2,063.00 |
-4.00 |
-0.2% |
2,050.00 |
| Close |
2,077.75 |
2,075.00 |
-2.75 |
-0.1% |
2,077.75 |
| Range |
13.75 |
19.50 |
5.75 |
41.8% |
47.00 |
| ATR |
21.97 |
21.80 |
-0.18 |
-0.8% |
0.00 |
| Volume |
1,334 |
1,063 |
-271 |
-20.3% |
12,318 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.00 |
2,123.00 |
2,085.75 |
|
| R3 |
2,112.50 |
2,103.50 |
2,080.25 |
|
| R2 |
2,093.00 |
2,093.00 |
2,078.50 |
|
| R1 |
2,084.00 |
2,084.00 |
2,076.75 |
2,078.75 |
| PP |
2,073.50 |
2,073.50 |
2,073.50 |
2,071.00 |
| S1 |
2,064.50 |
2,064.50 |
2,073.25 |
2,059.25 |
| S2 |
2,054.00 |
2,054.00 |
2,071.50 |
|
| S3 |
2,034.50 |
2,045.00 |
2,069.75 |
|
| S4 |
2,015.00 |
2,025.50 |
2,064.25 |
|
|
| 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 |
2,063.00 |
34.00 |
1.6% |
18.25 |
0.9% |
35% |
False |
True |
2,191 |
| 10 |
2,097.00 |
2,021.25 |
75.75 |
3.7% |
19.50 |
0.9% |
71% |
False |
False |
2,128 |
| 20 |
2,097.00 |
2,011.50 |
85.50 |
4.1% |
21.50 |
1.0% |
74% |
False |
False |
2,464 |
| 40 |
2,097.00 |
1,904.75 |
192.25 |
9.3% |
22.25 |
1.1% |
89% |
False |
False |
1,559 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
27.00 |
1.3% |
93% |
False |
False |
1,150 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
32.25 |
1.6% |
93% |
False |
False |
1,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.50 |
|
2.618 |
2,133.50 |
|
1.618 |
2,114.00 |
|
1.000 |
2,102.00 |
|
0.618 |
2,094.50 |
|
HIGH |
2,082.50 |
|
0.618 |
2,075.00 |
|
0.500 |
2,072.75 |
|
0.382 |
2,070.50 |
|
LOW |
2,063.00 |
|
0.618 |
2,051.00 |
|
1.000 |
2,043.50 |
|
1.618 |
2,031.50 |
|
2.618 |
2,012.00 |
|
4.250 |
1,980.00 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.25 |
2,079.25 |
| PP |
2,073.50 |
2,077.75 |
| S1 |
2,072.75 |
2,076.50 |
|