| 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 |
3,061.0 |
3,052.0 |
-9.0 |
-0.3% |
2,938.0 |
| High |
3,061.0 |
3,073.0 |
12.0 |
0.4% |
3,078.0 |
| Low |
3,028.0 |
3,035.0 |
7.0 |
0.2% |
2,926.0 |
| Close |
3,040.0 |
3,048.0 |
8.0 |
0.3% |
3,059.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
152.0 |
| ATR |
50.3 |
49.4 |
-0.9 |
-1.7% |
0.0 |
| Volume |
736 |
52,548 |
51,812 |
7,039.7% |
36,236 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.0 |
3,145.0 |
3,068.9 |
|
| R3 |
3,128.0 |
3,107.0 |
3,058.5 |
|
| R2 |
3,090.0 |
3,090.0 |
3,055.0 |
|
| R1 |
3,069.0 |
3,069.0 |
3,051.5 |
3,060.5 |
| PP |
3,052.0 |
3,052.0 |
3,052.0 |
3,047.8 |
| S1 |
3,031.0 |
3,031.0 |
3,044.5 |
3,022.5 |
| S2 |
3,014.0 |
3,014.0 |
3,041.0 |
|
| S3 |
2,976.0 |
2,993.0 |
3,037.6 |
|
| S4 |
2,938.0 |
2,955.0 |
3,027.1 |
|
|
| 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 |
3,012.0 |
66.0 |
2.2% |
38.4 |
1.3% |
55% |
False |
False |
14,857 |
| 10 |
3,078.0 |
2,885.0 |
193.0 |
6.3% |
41.7 |
1.4% |
84% |
False |
False |
9,036 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
46.8 |
1.5% |
90% |
False |
False |
4,672 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
43.4 |
1.4% |
90% |
False |
False |
9,867 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
36.6 |
1.2% |
94% |
False |
False |
6,678 |
| 80 |
3,081.0 |
2,603.0 |
478.0 |
15.7% |
35.3 |
1.2% |
93% |
False |
False |
5,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,234.5 |
|
2.618 |
3,172.5 |
|
1.618 |
3,134.5 |
|
1.000 |
3,111.0 |
|
0.618 |
3,096.5 |
|
HIGH |
3,073.0 |
|
0.618 |
3,058.5 |
|
0.500 |
3,054.0 |
|
0.382 |
3,049.5 |
|
LOW |
3,035.0 |
|
0.618 |
3,011.5 |
|
1.000 |
2,997.0 |
|
1.618 |
2,973.5 |
|
2.618 |
2,935.5 |
|
4.250 |
2,873.5 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,054.0 |
3,050.5 |
| PP |
3,052.0 |
3,049.7 |
| S1 |
3,050.0 |
3,048.8 |
|