| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,052.0 |
3,039.0 |
-13.0 |
-0.4% |
2,938.0 |
| High |
3,073.0 |
3,070.0 |
-3.0 |
-0.1% |
3,078.0 |
| Low |
3,035.0 |
3,037.0 |
2.0 |
0.1% |
2,926.0 |
| Close |
3,048.0 |
3,055.0 |
7.0 |
0.2% |
3,059.0 |
| Range |
38.0 |
33.0 |
-5.0 |
-13.2% |
152.0 |
| ATR |
49.4 |
48.2 |
-1.2 |
-2.4% |
0.0 |
| Volume |
52,548 |
1,580 |
-50,968 |
-97.0% |
36,236 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.0 |
3,137.0 |
3,073.2 |
|
| R3 |
3,120.0 |
3,104.0 |
3,064.1 |
|
| R2 |
3,087.0 |
3,087.0 |
3,061.1 |
|
| R1 |
3,071.0 |
3,071.0 |
3,058.0 |
3,079.0 |
| PP |
3,054.0 |
3,054.0 |
3,054.0 |
3,058.0 |
| S1 |
3,038.0 |
3,038.0 |
3,052.0 |
3,046.0 |
| S2 |
3,021.0 |
3,021.0 |
3,049.0 |
|
| S3 |
2,988.0 |
3,005.0 |
3,045.9 |
|
| S4 |
2,955.0 |
2,972.0 |
3,036.9 |
|
|
| 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 |
3,028.0 |
50.0 |
1.6% |
32.4 |
1.1% |
54% |
False |
False |
15,136 |
| 10 |
3,078.0 |
2,926.0 |
152.0 |
5.0% |
37.7 |
1.2% |
85% |
False |
False |
9,180 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
46.3 |
1.5% |
93% |
False |
False |
4,749 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
43.1 |
1.4% |
93% |
False |
False |
9,759 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
15.5% |
36.4 |
1.2% |
95% |
False |
False |
6,705 |
| 80 |
3,081.0 |
2,603.0 |
478.0 |
15.6% |
35.7 |
1.2% |
95% |
False |
False |
5,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.3 |
|
2.618 |
3,156.4 |
|
1.618 |
3,123.4 |
|
1.000 |
3,103.0 |
|
0.618 |
3,090.4 |
|
HIGH |
3,070.0 |
|
0.618 |
3,057.4 |
|
0.500 |
3,053.5 |
|
0.382 |
3,049.6 |
|
LOW |
3,037.0 |
|
0.618 |
3,016.6 |
|
1.000 |
3,004.0 |
|
1.618 |
2,983.6 |
|
2.618 |
2,950.6 |
|
4.250 |
2,896.8 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,054.5 |
3,053.5 |
| PP |
3,054.0 |
3,052.0 |
| S1 |
3,053.5 |
3,050.5 |
|