| 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 |
1,248.5 |
1,234.5 |
-14.0 |
-1.1% |
1,236.3 |
| High |
1,254.2 |
1,243.8 |
-10.4 |
-0.8% |
1,272.4 |
| Low |
1,228.5 |
1,231.3 |
2.8 |
0.2% |
1,228.5 |
| Close |
1,230.0 |
1,240.2 |
10.2 |
0.8% |
1,230.0 |
| Range |
25.7 |
12.5 |
-13.2 |
-51.4% |
43.9 |
| ATR |
21.0 |
20.5 |
-0.5 |
-2.4% |
0.0 |
| Volume |
209,494 |
120,768 |
-88,726 |
-42.4% |
1,013,732 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,275.9 |
1,270.6 |
1,247.1 |
|
| R3 |
1,263.4 |
1,258.1 |
1,243.6 |
|
| R2 |
1,250.9 |
1,250.9 |
1,242.5 |
|
| R1 |
1,245.6 |
1,245.6 |
1,241.3 |
1,248.3 |
| PP |
1,238.4 |
1,238.4 |
1,238.4 |
1,239.8 |
| S1 |
1,233.1 |
1,233.1 |
1,239.1 |
1,235.8 |
| S2 |
1,225.9 |
1,225.9 |
1,237.9 |
|
| S3 |
1,213.4 |
1,220.6 |
1,236.8 |
|
| S4 |
1,200.9 |
1,208.1 |
1,233.3 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.3 |
1,346.6 |
1,254.1 |
|
| R3 |
1,331.4 |
1,302.7 |
1,242.1 |
|
| R2 |
1,287.5 |
1,287.5 |
1,238.0 |
|
| R1 |
1,258.8 |
1,258.8 |
1,234.0 |
1,251.2 |
| PP |
1,243.6 |
1,243.6 |
1,243.6 |
1,239.9 |
| S1 |
1,214.9 |
1,214.9 |
1,226.0 |
1,207.3 |
| S2 |
1,199.7 |
1,199.7 |
1,222.0 |
|
| S3 |
1,155.8 |
1,171.0 |
1,217.9 |
|
| S4 |
1,111.9 |
1,127.1 |
1,205.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,272.4 |
1,228.5 |
43.9 |
3.5% |
22.3 |
1.8% |
27% |
False |
False |
197,168 |
| 10 |
1,272.4 |
1,225.4 |
47.0 |
3.8% |
18.3 |
1.5% |
31% |
False |
False |
177,379 |
| 20 |
1,272.4 |
1,210.3 |
62.1 |
5.0% |
19.0 |
1.5% |
48% |
False |
False |
166,994 |
| 40 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
21.2 |
1.7% |
41% |
False |
False |
100,839 |
| 60 |
1,287.8 |
1,110.0 |
177.8 |
14.3% |
22.3 |
1.8% |
73% |
False |
False |
69,336 |
| 80 |
1,287.8 |
1,059.0 |
228.8 |
18.4% |
20.4 |
1.6% |
79% |
False |
False |
53,299 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
19.1 |
1.5% |
80% |
False |
False |
42,945 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
18.1 |
1.5% |
80% |
False |
False |
36,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.9 |
|
2.618 |
1,276.5 |
|
1.618 |
1,264.0 |
|
1.000 |
1,256.3 |
|
0.618 |
1,251.5 |
|
HIGH |
1,243.8 |
|
0.618 |
1,239.0 |
|
0.500 |
1,237.6 |
|
0.382 |
1,236.1 |
|
LOW |
1,231.3 |
|
0.618 |
1,223.6 |
|
1.000 |
1,218.8 |
|
1.618 |
1,211.1 |
|
2.618 |
1,198.6 |
|
4.250 |
1,178.2 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.3 |
1,250.5 |
| PP |
1,238.4 |
1,247.0 |
| S1 |
1,237.6 |
1,243.6 |
|