| 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 |
2,092.50 |
2,073.75 |
-18.75 |
-0.9% |
2,091.50 |
| High |
2,094.25 |
2,076.00 |
-18.25 |
-0.9% |
2,094.25 |
| Low |
2,065.25 |
2,045.75 |
-19.50 |
-0.9% |
2,045.75 |
| Close |
2,072.50 |
2,059.00 |
-13.50 |
-0.7% |
2,059.00 |
| Range |
29.00 |
30.25 |
1.25 |
4.3% |
48.50 |
| ATR |
21.77 |
22.37 |
0.61 |
2.8% |
0.00 |
| Volume |
1,938,653 |
2,419,757 |
481,104 |
24.8% |
8,285,335 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.00 |
2,135.25 |
2,075.75 |
|
| R3 |
2,120.75 |
2,105.00 |
2,067.25 |
|
| R2 |
2,090.50 |
2,090.50 |
2,064.50 |
|
| R1 |
2,074.75 |
2,074.75 |
2,061.75 |
2,067.50 |
| PP |
2,060.25 |
2,060.25 |
2,060.25 |
2,056.50 |
| S1 |
2,044.50 |
2,044.50 |
2,056.25 |
2,037.25 |
| S2 |
2,030.00 |
2,030.00 |
2,053.50 |
|
| S3 |
1,999.75 |
2,014.25 |
2,050.75 |
|
| S4 |
1,969.50 |
1,984.00 |
2,042.25 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.75 |
2,184.00 |
2,085.75 |
|
| R3 |
2,163.25 |
2,135.50 |
2,072.25 |
|
| R2 |
2,114.75 |
2,114.75 |
2,068.00 |
|
| R1 |
2,087.00 |
2,087.00 |
2,063.50 |
2,076.50 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,061.25 |
| S1 |
2,038.50 |
2,038.50 |
2,054.50 |
2,028.00 |
| S2 |
2,017.75 |
2,017.75 |
2,050.00 |
|
| S3 |
1,969.25 |
1,990.00 |
2,045.75 |
|
| S4 |
1,920.75 |
1,941.50 |
2,032.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.25 |
2,045.75 |
48.50 |
2.4% |
21.75 |
1.1% |
27% |
False |
True |
1,657,067 |
| 10 |
2,105.25 |
2,045.75 |
59.50 |
2.9% |
21.25 |
1.0% |
22% |
False |
True |
1,585,179 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.8% |
21.75 |
1.1% |
42% |
False |
False |
1,625,846 |
| 40 |
2,105.25 |
1,958.00 |
147.25 |
7.2% |
22.00 |
1.1% |
69% |
False |
False |
1,481,042 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
26.25 |
1.3% |
85% |
False |
False |
991,622 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
32.25 |
1.6% |
85% |
False |
False |
745,118 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
32.25 |
1.6% |
85% |
False |
False |
596,350 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.00 |
1.5% |
85% |
False |
False |
496,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.50 |
|
2.618 |
2,155.25 |
|
1.618 |
2,125.00 |
|
1.000 |
2,106.25 |
|
0.618 |
2,094.75 |
|
HIGH |
2,076.00 |
|
0.618 |
2,064.50 |
|
0.500 |
2,061.00 |
|
0.382 |
2,057.25 |
|
LOW |
2,045.75 |
|
0.618 |
2,027.00 |
|
1.000 |
2,015.50 |
|
1.618 |
1,996.75 |
|
2.618 |
1,966.50 |
|
4.250 |
1,917.25 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.00 |
2,070.00 |
| PP |
2,060.25 |
2,066.25 |
| S1 |
2,059.50 |
2,062.75 |
|