| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,039.0 |
3,044.0 |
5.0 |
0.2% |
2,938.0 |
| High |
3,070.0 |
3,055.0 |
-15.0 |
-0.5% |
3,078.0 |
| Low |
3,037.0 |
2,996.0 |
-41.0 |
-1.4% |
2,926.0 |
| Close |
3,055.0 |
3,051.0 |
-4.0 |
-0.1% |
3,059.0 |
| Range |
33.0 |
59.0 |
26.0 |
78.8% |
152.0 |
| ATR |
48.2 |
49.0 |
0.8 |
1.6% |
0.0 |
| Volume |
1,580 |
3,507 |
1,927 |
122.0% |
36,236 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,211.0 |
3,190.0 |
3,083.5 |
|
| R3 |
3,152.0 |
3,131.0 |
3,067.2 |
|
| R2 |
3,093.0 |
3,093.0 |
3,061.8 |
|
| R1 |
3,072.0 |
3,072.0 |
3,056.4 |
3,082.5 |
| PP |
3,034.0 |
3,034.0 |
3,034.0 |
3,039.3 |
| S1 |
3,013.0 |
3,013.0 |
3,045.6 |
3,023.5 |
| S2 |
2,975.0 |
2,975.0 |
3,040.2 |
|
| S3 |
2,916.0 |
2,954.0 |
3,034.8 |
|
| S4 |
2,857.0 |
2,895.0 |
3,018.6 |
|
|
| 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 |
3,073.0 |
2,996.0 |
77.0 |
2.5% |
37.6 |
1.2% |
71% |
False |
True |
11,686 |
| 10 |
3,078.0 |
2,926.0 |
152.0 |
5.0% |
40.4 |
1.3% |
82% |
False |
False |
9,470 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
47.8 |
1.6% |
91% |
False |
False |
4,900 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.3% |
43.6 |
1.4% |
91% |
False |
False |
9,703 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
37.4 |
1.2% |
94% |
False |
False |
6,763 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.6% |
36.1 |
1.2% |
94% |
False |
False |
5,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,305.8 |
|
2.618 |
3,209.5 |
|
1.618 |
3,150.5 |
|
1.000 |
3,114.0 |
|
0.618 |
3,091.5 |
|
HIGH |
3,055.0 |
|
0.618 |
3,032.5 |
|
0.500 |
3,025.5 |
|
0.382 |
3,018.5 |
|
LOW |
2,996.0 |
|
0.618 |
2,959.5 |
|
1.000 |
2,937.0 |
|
1.618 |
2,900.5 |
|
2.618 |
2,841.5 |
|
4.250 |
2,745.3 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,042.5 |
3,045.5 |
| PP |
3,034.0 |
3,040.0 |
| S1 |
3,025.5 |
3,034.5 |
|