| 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 |
10,428.0 |
10,398.0 |
-30.0 |
-0.3% |
9,972.5 |
| High |
10,462.0 |
10,438.0 |
-24.0 |
-0.2% |
10,522.0 |
| Low |
10,357.0 |
10,261.5 |
-95.5 |
-0.9% |
9,938.0 |
| Close |
10,396.5 |
10,329.5 |
-67.0 |
-0.6% |
10,396.5 |
| Range |
105.0 |
176.5 |
71.5 |
68.1% |
584.0 |
| ATR |
195.6 |
194.3 |
-1.4 |
-0.7% |
0.0 |
| Volume |
111,518 |
107,021 |
-4,497 |
-4.0% |
543,664 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,872.5 |
10,777.5 |
10,426.6 |
|
| R3 |
10,696.0 |
10,601.0 |
10,378.0 |
|
| R2 |
10,519.5 |
10,519.5 |
10,361.9 |
|
| R1 |
10,424.5 |
10,424.5 |
10,345.7 |
10,383.8 |
| PP |
10,343.0 |
10,343.0 |
10,343.0 |
10,322.6 |
| S1 |
10,248.0 |
10,248.0 |
10,313.3 |
10,207.3 |
| S2 |
10,166.5 |
10,166.5 |
10,297.1 |
|
| S3 |
9,990.0 |
10,071.5 |
10,281.0 |
|
| S4 |
9,813.5 |
9,895.0 |
10,232.4 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,037.5 |
11,801.0 |
10,717.7 |
|
| R3 |
11,453.5 |
11,217.0 |
10,557.1 |
|
| R2 |
10,869.5 |
10,869.5 |
10,503.6 |
|
| R1 |
10,633.0 |
10,633.0 |
10,450.0 |
10,751.3 |
| PP |
10,285.5 |
10,285.5 |
10,285.5 |
10,344.6 |
| S1 |
10,049.0 |
10,049.0 |
10,343.0 |
10,167.3 |
| S2 |
9,701.5 |
9,701.5 |
10,289.4 |
|
| S3 |
9,117.5 |
9,465.0 |
10,235.9 |
|
| S4 |
8,533.5 |
8,881.0 |
10,075.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,522.0 |
10,181.5 |
340.5 |
3.3% |
168.1 |
1.6% |
43% |
False |
False |
104,671 |
| 10 |
10,522.0 |
9,645.0 |
877.0 |
8.5% |
163.4 |
1.6% |
78% |
False |
False |
105,100 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.2% |
172.6 |
1.7% |
82% |
False |
False |
108,136 |
| 40 |
10,522.0 |
9,362.0 |
1,160.0 |
11.2% |
184.8 |
1.8% |
83% |
False |
False |
73,910 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.3% |
195.9 |
1.9% |
89% |
False |
False |
49,556 |
| 80 |
10,915.5 |
8,730.0 |
2,185.5 |
21.2% |
209.9 |
2.0% |
73% |
False |
False |
37,423 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.4% |
207.4 |
2.0% |
59% |
False |
False |
30,008 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.4% |
190.7 |
1.8% |
59% |
False |
False |
25,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,188.1 |
|
2.618 |
10,900.1 |
|
1.618 |
10,723.6 |
|
1.000 |
10,614.5 |
|
0.618 |
10,547.1 |
|
HIGH |
10,438.0 |
|
0.618 |
10,370.6 |
|
0.500 |
10,349.8 |
|
0.382 |
10,328.9 |
|
LOW |
10,261.5 |
|
0.618 |
10,152.4 |
|
1.000 |
10,085.0 |
|
1.618 |
9,975.9 |
|
2.618 |
9,799.4 |
|
4.250 |
9,511.4 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,349.8 |
10,391.8 |
| PP |
10,343.0 |
10,371.0 |
| S1 |
10,336.3 |
10,350.3 |
|