| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,044.0 |
3,023.0 |
-21.0 |
-0.7% |
3,061.0 |
| High |
3,055.0 |
3,026.0 |
-29.0 |
-0.9% |
3,073.0 |
| Low |
2,996.0 |
2,957.0 |
-39.0 |
-1.3% |
2,957.0 |
| Close |
3,051.0 |
2,967.0 |
-84.0 |
-2.8% |
2,967.0 |
| Range |
59.0 |
69.0 |
10.0 |
16.9% |
116.0 |
| ATR |
49.0 |
52.2 |
3.2 |
6.6% |
0.0 |
| Volume |
3,507 |
161 |
-3,346 |
-95.4% |
58,532 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.3 |
3,147.7 |
3,005.0 |
|
| R3 |
3,121.3 |
3,078.7 |
2,986.0 |
|
| R2 |
3,052.3 |
3,052.3 |
2,979.7 |
|
| R1 |
3,009.7 |
3,009.7 |
2,973.3 |
2,996.5 |
| PP |
2,983.3 |
2,983.3 |
2,983.3 |
2,976.8 |
| S1 |
2,940.7 |
2,940.7 |
2,960.7 |
2,927.5 |
| S2 |
2,914.3 |
2,914.3 |
2,954.4 |
|
| S3 |
2,845.3 |
2,871.7 |
2,948.0 |
|
| S4 |
2,776.3 |
2,802.7 |
2,929.1 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.0 |
3,273.0 |
3,030.8 |
|
| R3 |
3,231.0 |
3,157.0 |
2,998.9 |
|
| R2 |
3,115.0 |
3,115.0 |
2,988.3 |
|
| R1 |
3,041.0 |
3,041.0 |
2,977.6 |
3,020.0 |
| PP |
2,999.0 |
2,999.0 |
2,999.0 |
2,988.5 |
| S1 |
2,925.0 |
2,925.0 |
2,956.4 |
2,904.0 |
| S2 |
2,883.0 |
2,883.0 |
2,945.7 |
|
| S3 |
2,767.0 |
2,809.0 |
2,935.1 |
|
| S4 |
2,651.0 |
2,693.0 |
2,903.2 |
|
|
| 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 |
2,957.0 |
116.0 |
3.9% |
46.4 |
1.6% |
9% |
False |
True |
11,706 |
| 10 |
3,078.0 |
2,926.0 |
152.0 |
5.1% |
46.0 |
1.6% |
27% |
False |
False |
9,476 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
48.1 |
1.6% |
65% |
False |
False |
4,905 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
44.7 |
1.5% |
65% |
False |
False |
9,707 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
38.0 |
1.3% |
77% |
False |
False |
6,766 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
36.9 |
1.2% |
77% |
False |
False |
5,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,319.3 |
|
2.618 |
3,206.6 |
|
1.618 |
3,137.6 |
|
1.000 |
3,095.0 |
|
0.618 |
3,068.6 |
|
HIGH |
3,026.0 |
|
0.618 |
2,999.6 |
|
0.500 |
2,991.5 |
|
0.382 |
2,983.4 |
|
LOW |
2,957.0 |
|
0.618 |
2,914.4 |
|
1.000 |
2,888.0 |
|
1.618 |
2,845.4 |
|
2.618 |
2,776.4 |
|
4.250 |
2,663.8 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.5 |
3,013.5 |
| PP |
2,983.3 |
2,998.0 |
| S1 |
2,975.2 |
2,982.5 |
|