| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,398.0 |
10,353.0 |
-45.0 |
-0.4% |
9,972.5 |
| High |
10,438.0 |
10,421.5 |
-16.5 |
-0.2% |
10,522.0 |
| Low |
10,261.5 |
10,243.0 |
-18.5 |
-0.2% |
9,938.0 |
| Close |
10,329.5 |
10,301.5 |
-28.0 |
-0.3% |
10,396.5 |
| Range |
176.5 |
178.5 |
2.0 |
1.1% |
584.0 |
| ATR |
194.3 |
193.1 |
-1.1 |
-0.6% |
0.0 |
| Volume |
107,021 |
98,597 |
-8,424 |
-7.9% |
543,664 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,857.5 |
10,758.0 |
10,399.7 |
|
| R3 |
10,679.0 |
10,579.5 |
10,350.6 |
|
| R2 |
10,500.5 |
10,500.5 |
10,334.2 |
|
| R1 |
10,401.0 |
10,401.0 |
10,317.9 |
10,361.5 |
| PP |
10,322.0 |
10,322.0 |
10,322.0 |
10,302.3 |
| S1 |
10,222.5 |
10,222.5 |
10,285.1 |
10,183.0 |
| S2 |
10,143.5 |
10,143.5 |
10,268.8 |
|
| S3 |
9,965.0 |
10,044.0 |
10,252.4 |
|
| S4 |
9,786.5 |
9,865.5 |
10,203.3 |
|
|
| 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 |
10,243.0 |
279.0 |
2.7% |
158.5 |
1.5% |
21% |
False |
True |
103,416 |
| 10 |
10,522.0 |
9,883.0 |
639.0 |
6.2% |
162.8 |
1.6% |
65% |
False |
False |
103,418 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.2% |
174.1 |
1.7% |
79% |
False |
False |
108,704 |
| 40 |
10,522.0 |
9,362.0 |
1,160.0 |
11.3% |
185.5 |
1.8% |
81% |
False |
False |
76,366 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
196.1 |
1.9% |
88% |
False |
False |
51,192 |
| 80 |
10,550.0 |
8,730.0 |
1,820.0 |
17.7% |
210.0 |
2.0% |
86% |
False |
False |
38,652 |
| 100 |
11,435.5 |
8,730.0 |
2,705.5 |
26.3% |
208.1 |
2.0% |
58% |
False |
False |
30,993 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.4% |
190.9 |
1.9% |
58% |
False |
False |
25,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,180.1 |
|
2.618 |
10,888.8 |
|
1.618 |
10,710.3 |
|
1.000 |
10,600.0 |
|
0.618 |
10,531.8 |
|
HIGH |
10,421.5 |
|
0.618 |
10,353.3 |
|
0.500 |
10,332.3 |
|
0.382 |
10,311.2 |
|
LOW |
10,243.0 |
|
0.618 |
10,132.7 |
|
1.000 |
10,064.5 |
|
1.618 |
9,954.2 |
|
2.618 |
9,775.7 |
|
4.250 |
9,484.4 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,332.3 |
10,352.5 |
| PP |
10,322.0 |
10,335.5 |
| S1 |
10,311.8 |
10,318.5 |
|