| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,283.0 |
10,281.5 |
-1.5 |
0.0% |
9,972.5 |
| High |
10,378.5 |
10,364.0 |
-14.5 |
-0.1% |
10,522.0 |
| Low |
10,252.0 |
10,152.5 |
-99.5 |
-1.0% |
9,938.0 |
| Close |
10,328.5 |
10,342.5 |
14.0 |
0.1% |
10,396.5 |
| Range |
126.5 |
211.5 |
85.0 |
67.2% |
584.0 |
| ATR |
188.4 |
190.0 |
1.7 |
0.9% |
0.0 |
| Volume |
120,360 |
129,429 |
9,069 |
7.5% |
543,664 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,920.8 |
10,843.2 |
10,458.8 |
|
| R3 |
10,709.3 |
10,631.7 |
10,400.7 |
|
| R2 |
10,497.8 |
10,497.8 |
10,381.3 |
|
| R1 |
10,420.2 |
10,420.2 |
10,361.9 |
10,459.0 |
| PP |
10,286.3 |
10,286.3 |
10,286.3 |
10,305.8 |
| S1 |
10,208.7 |
10,208.7 |
10,323.1 |
10,247.5 |
| S2 |
10,074.8 |
10,074.8 |
10,303.7 |
|
| S3 |
9,863.3 |
9,997.2 |
10,284.3 |
|
| S4 |
9,651.8 |
9,785.7 |
10,226.2 |
|
|
| 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 |
10,462.0 |
10,152.5 |
309.5 |
3.0% |
159.6 |
1.5% |
61% |
False |
True |
113,385 |
| 10 |
10,522.0 |
9,938.0 |
584.0 |
5.6% |
168.5 |
1.6% |
69% |
False |
False |
110,285 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.1% |
176.9 |
1.7% |
83% |
False |
False |
109,539 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
10.5% |
181.2 |
1.8% |
83% |
False |
False |
82,527 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.3% |
195.2 |
1.9% |
90% |
False |
False |
55,321 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.3% |
209.0 |
2.0% |
90% |
False |
False |
41,715 |
| 100 |
11,226.5 |
8,730.0 |
2,496.5 |
24.1% |
208.0 |
2.0% |
65% |
False |
False |
33,489 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.3% |
191.8 |
1.9% |
59% |
False |
False |
27,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,262.9 |
|
2.618 |
10,917.7 |
|
1.618 |
10,706.2 |
|
1.000 |
10,575.5 |
|
0.618 |
10,494.7 |
|
HIGH |
10,364.0 |
|
0.618 |
10,283.2 |
|
0.500 |
10,258.3 |
|
0.382 |
10,233.3 |
|
LOW |
10,152.5 |
|
0.618 |
10,021.8 |
|
1.000 |
9,941.0 |
|
1.618 |
9,810.3 |
|
2.618 |
9,598.8 |
|
4.250 |
9,253.6 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,314.4 |
10,324.0 |
| PP |
10,286.3 |
10,305.5 |
| S1 |
10,258.3 |
10,287.0 |
|