| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,069.0 |
3,061.0 |
-8.0 |
-0.3% |
2,938.0 |
| High |
3,073.0 |
3,061.0 |
-12.0 |
-0.4% |
3,078.0 |
| Low |
3,048.0 |
3,028.0 |
-20.0 |
-0.7% |
2,926.0 |
| Close |
3,059.0 |
3,040.0 |
-19.0 |
-0.6% |
3,059.0 |
| Range |
25.0 |
33.0 |
8.0 |
32.0% |
152.0 |
| ATR |
51.6 |
50.3 |
-1.3 |
-2.6% |
0.0 |
| Volume |
63 |
736 |
673 |
1,068.3% |
36,236 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,142.0 |
3,124.0 |
3,058.2 |
|
| R3 |
3,109.0 |
3,091.0 |
3,049.1 |
|
| R2 |
3,076.0 |
3,076.0 |
3,046.1 |
|
| R1 |
3,058.0 |
3,058.0 |
3,043.0 |
3,050.5 |
| PP |
3,043.0 |
3,043.0 |
3,043.0 |
3,039.3 |
| S1 |
3,025.0 |
3,025.0 |
3,037.0 |
3,017.5 |
| S2 |
3,010.0 |
3,010.0 |
3,034.0 |
|
| S3 |
2,977.0 |
2,992.0 |
3,030.9 |
|
| S4 |
2,944.0 |
2,959.0 |
3,021.9 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,477.0 |
3,420.0 |
3,142.6 |
|
| R3 |
3,325.0 |
3,268.0 |
3,100.8 |
|
| R2 |
3,173.0 |
3,173.0 |
3,086.9 |
|
| R1 |
3,116.0 |
3,116.0 |
3,072.9 |
3,144.5 |
| PP |
3,021.0 |
3,021.0 |
3,021.0 |
3,035.3 |
| S1 |
2,964.0 |
2,964.0 |
3,045.1 |
2,992.5 |
| S2 |
2,869.0 |
2,869.0 |
3,031.1 |
|
| S3 |
2,717.0 |
2,812.0 |
3,017.2 |
|
| S4 |
2,565.0 |
2,660.0 |
2,975.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,078.0 |
2,994.0 |
84.0 |
2.8% |
39.4 |
1.3% |
55% |
False |
False |
7,363 |
| 10 |
3,078.0 |
2,823.0 |
255.0 |
8.4% |
42.2 |
1.4% |
85% |
False |
False |
3,800 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.9 |
1.5% |
88% |
False |
False |
2,299 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
42.7 |
1.4% |
88% |
False |
False |
8,554 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
36.1 |
1.2% |
92% |
False |
False |
5,804 |
| 80 |
3,209.0 |
2,603.0 |
606.0 |
19.9% |
34.9 |
1.1% |
72% |
False |
False |
4,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,201.3 |
|
2.618 |
3,147.4 |
|
1.618 |
3,114.4 |
|
1.000 |
3,094.0 |
|
0.618 |
3,081.4 |
|
HIGH |
3,061.0 |
|
0.618 |
3,048.4 |
|
0.500 |
3,044.5 |
|
0.382 |
3,040.6 |
|
LOW |
3,028.0 |
|
0.618 |
3,007.6 |
|
1.000 |
2,995.0 |
|
1.618 |
2,974.6 |
|
2.618 |
2,941.6 |
|
4.250 |
2,887.8 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,044.5 |
3,053.0 |
| PP |
3,043.0 |
3,048.7 |
| S1 |
3,041.5 |
3,044.3 |
|