| 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 |
1,147.8 |
1,135.7 |
-12.1 |
-1.1% |
1,120.8 |
| High |
1,149.1 |
1,150.0 |
0.9 |
0.1% |
1,146.4 |
| Low |
1,131.2 |
1,134.8 |
3.6 |
0.3% |
1,117.6 |
| Close |
1,135.9 |
1,149.2 |
13.3 |
1.2% |
1,144.8 |
| Range |
17.9 |
15.2 |
-2.7 |
-15.1% |
28.8 |
| ATR |
16.5 |
16.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
66,555 |
95,756 |
29,201 |
43.9% |
389,681 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.3 |
1,185.0 |
1,157.5 |
|
| R3 |
1,175.0 |
1,169.8 |
1,153.5 |
|
| R2 |
1,159.8 |
1,159.8 |
1,152.0 |
|
| R1 |
1,154.5 |
1,154.5 |
1,150.5 |
1,157.3 |
| PP |
1,144.8 |
1,144.8 |
1,144.8 |
1,146.0 |
| S1 |
1,139.3 |
1,139.3 |
1,147.8 |
1,142.0 |
| S2 |
1,129.5 |
1,129.5 |
1,146.5 |
|
| S3 |
1,114.3 |
1,124.3 |
1,145.0 |
|
| S4 |
1,099.0 |
1,109.0 |
1,140.8 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.8 |
1,212.5 |
1,160.8 |
|
| R3 |
1,193.8 |
1,183.8 |
1,152.8 |
|
| R2 |
1,165.0 |
1,165.0 |
1,150.0 |
|
| R1 |
1,155.0 |
1,155.0 |
1,147.5 |
1,160.0 |
| PP |
1,136.3 |
1,136.3 |
1,136.3 |
1,138.8 |
| S1 |
1,126.3 |
1,126.3 |
1,142.3 |
1,131.3 |
| S2 |
1,107.5 |
1,107.5 |
1,139.5 |
|
| S3 |
1,078.8 |
1,097.3 |
1,137.0 |
|
| S4 |
1,049.8 |
1,068.5 |
1,129.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,150.0 |
1,129.7 |
20.3 |
1.8% |
15.0 |
1.3% |
96% |
True |
False |
81,455 |
| 10 |
1,150.0 |
1,101.6 |
48.4 |
4.2% |
15.0 |
1.3% |
98% |
True |
False |
79,905 |
| 20 |
1,150.0 |
1,083.5 |
66.5 |
5.8% |
15.5 |
1.4% |
99% |
True |
False |
83,710 |
| 40 |
1,150.0 |
1,022.7 |
127.3 |
11.1% |
17.5 |
1.5% |
99% |
True |
False |
78,596 |
| 60 |
1,150.0 |
945.2 |
204.8 |
17.8% |
15.5 |
1.4% |
100% |
True |
False |
52,408 |
| 80 |
1,150.0 |
945.2 |
204.8 |
17.8% |
14.0 |
1.2% |
100% |
True |
False |
39,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,214.5 |
|
2.618 |
1,189.8 |
|
1.618 |
1,174.5 |
|
1.000 |
1,165.3 |
|
0.618 |
1,159.5 |
|
HIGH |
1,150.0 |
|
0.618 |
1,144.3 |
|
0.500 |
1,142.5 |
|
0.382 |
1,140.5 |
|
LOW |
1,134.8 |
|
0.618 |
1,125.5 |
|
1.000 |
1,119.5 |
|
1.618 |
1,110.3 |
|
2.618 |
1,095.0 |
|
4.250 |
1,070.3 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,147.0 |
1,146.3 |
| PP |
1,144.8 |
1,143.3 |
| S1 |
1,142.5 |
1,140.0 |
|