| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,281.5 |
10,229.0 |
-52.5 |
-0.5% |
10,398.0 |
| High |
10,364.0 |
10,282.5 |
-81.5 |
-0.8% |
10,438.0 |
| Low |
10,152.5 |
10,054.5 |
-98.0 |
-1.0% |
10,054.5 |
| Close |
10,342.5 |
10,085.5 |
-257.0 |
-2.5% |
10,085.5 |
| Range |
211.5 |
228.0 |
16.5 |
7.8% |
383.5 |
| ATR |
190.0 |
197.0 |
7.0 |
3.7% |
0.0 |
| Volume |
129,429 |
89,991 |
-39,438 |
-30.5% |
545,398 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,824.8 |
10,683.2 |
10,210.9 |
|
| R3 |
10,596.8 |
10,455.2 |
10,148.2 |
|
| R2 |
10,368.8 |
10,368.8 |
10,127.3 |
|
| R1 |
10,227.2 |
10,227.2 |
10,106.4 |
10,184.0 |
| PP |
10,140.8 |
10,140.8 |
10,140.8 |
10,119.3 |
| S1 |
9,999.2 |
9,999.2 |
10,064.6 |
9,956.0 |
| S2 |
9,912.8 |
9,912.8 |
10,043.7 |
|
| S3 |
9,684.8 |
9,771.2 |
10,022.8 |
|
| S4 |
9,456.8 |
9,543.2 |
9,960.1 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,343.2 |
11,097.8 |
10,296.4 |
|
| R3 |
10,959.7 |
10,714.3 |
10,191.0 |
|
| R2 |
10,576.2 |
10,576.2 |
10,155.8 |
|
| R1 |
10,330.8 |
10,330.8 |
10,120.7 |
10,261.8 |
| PP |
10,192.7 |
10,192.7 |
10,192.7 |
10,158.1 |
| S1 |
9,947.3 |
9,947.3 |
10,050.3 |
9,878.3 |
| S2 |
9,809.2 |
9,809.2 |
10,015.2 |
|
| S3 |
9,425.7 |
9,563.8 |
9,980.0 |
|
| S4 |
9,042.2 |
9,180.3 |
9,874.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,438.0 |
10,054.5 |
383.5 |
3.8% |
184.2 |
1.8% |
8% |
False |
True |
109,079 |
| 10 |
10,522.0 |
9,938.0 |
584.0 |
5.8% |
183.1 |
1.8% |
25% |
False |
False |
108,906 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.4% |
177.9 |
1.8% |
58% |
False |
False |
108,232 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
10.8% |
183.8 |
1.8% |
60% |
False |
False |
84,743 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.8% |
195.4 |
1.9% |
76% |
False |
False |
56,777 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.8% |
209.6 |
2.1% |
76% |
False |
False |
42,825 |
| 100 |
11,026.0 |
8,730.0 |
2,296.0 |
22.8% |
205.2 |
2.0% |
59% |
False |
False |
34,387 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.0% |
193.7 |
1.9% |
50% |
False |
False |
28,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,251.5 |
|
2.618 |
10,879.4 |
|
1.618 |
10,651.4 |
|
1.000 |
10,510.5 |
|
0.618 |
10,423.4 |
|
HIGH |
10,282.5 |
|
0.618 |
10,195.4 |
|
0.500 |
10,168.5 |
|
0.382 |
10,141.6 |
|
LOW |
10,054.5 |
|
0.618 |
9,913.6 |
|
1.000 |
9,826.5 |
|
1.618 |
9,685.6 |
|
2.618 |
9,457.6 |
|
4.250 |
9,085.5 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,168.5 |
10,216.5 |
| PP |
10,140.8 |
10,172.8 |
| S1 |
10,113.2 |
10,129.2 |
|