| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,353.0 |
10,283.0 |
-70.0 |
-0.7% |
9,972.5 |
| High |
10,421.5 |
10,378.5 |
-43.0 |
-0.4% |
10,522.0 |
| Low |
10,243.0 |
10,252.0 |
9.0 |
0.1% |
9,938.0 |
| Close |
10,301.5 |
10,328.5 |
27.0 |
0.3% |
10,396.5 |
| Range |
178.5 |
126.5 |
-52.0 |
-29.1% |
584.0 |
| ATR |
193.1 |
188.4 |
-4.8 |
-2.5% |
0.0 |
| Volume |
98,597 |
120,360 |
21,763 |
22.1% |
543,664 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,699.2 |
10,640.3 |
10,398.1 |
|
| R3 |
10,572.7 |
10,513.8 |
10,363.3 |
|
| R2 |
10,446.2 |
10,446.2 |
10,351.7 |
|
| R1 |
10,387.3 |
10,387.3 |
10,340.1 |
10,416.8 |
| PP |
10,319.7 |
10,319.7 |
10,319.7 |
10,334.4 |
| S1 |
10,260.8 |
10,260.8 |
10,316.9 |
10,290.3 |
| S2 |
10,193.2 |
10,193.2 |
10,305.3 |
|
| S3 |
10,066.7 |
10,134.3 |
10,293.7 |
|
| S4 |
9,940.2 |
10,007.8 |
10,258.9 |
|
|
| 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% |
147.5 |
1.4% |
31% |
False |
False |
105,850 |
| 10 |
10,522.0 |
9,938.0 |
584.0 |
5.7% |
156.5 |
1.5% |
67% |
False |
False |
105,672 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.2% |
171.7 |
1.7% |
82% |
False |
False |
110,243 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
10.5% |
184.3 |
1.8% |
82% |
False |
False |
79,346 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
195.4 |
1.9% |
89% |
False |
False |
53,192 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
208.5 |
2.0% |
89% |
False |
False |
40,126 |
| 100 |
11,318.0 |
8,730.0 |
2,588.0 |
25.1% |
207.8 |
2.0% |
62% |
False |
False |
32,196 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.4% |
191.3 |
1.9% |
59% |
False |
False |
26,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,916.1 |
|
2.618 |
10,709.7 |
|
1.618 |
10,583.2 |
|
1.000 |
10,505.0 |
|
0.618 |
10,456.7 |
|
HIGH |
10,378.5 |
|
0.618 |
10,330.2 |
|
0.500 |
10,315.3 |
|
0.382 |
10,300.3 |
|
LOW |
10,252.0 |
|
0.618 |
10,173.8 |
|
1.000 |
10,125.5 |
|
1.618 |
10,047.3 |
|
2.618 |
9,920.8 |
|
4.250 |
9,714.4 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,324.1 |
10,340.5 |
| PP |
10,319.7 |
10,336.5 |
| S1 |
10,315.3 |
10,332.5 |
|