| 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 |
17,580 |
16,100 |
-1,480 |
-8.4% |
17,830 |
| High |
17,580 |
16,100 |
-1,480 |
-8.4% |
17,830 |
| Low |
16,375 |
15,965 |
-410 |
-2.5% |
15,965 |
| Close |
16,375 |
15,965 |
-410 |
-2.5% |
15,965 |
| Range |
1,205 |
135 |
-1,070 |
-88.8% |
1,865 |
| ATR |
327 |
333 |
6 |
1.8% |
0 |
| Volume |
13 |
1 |
-12 |
-92.3% |
40 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,415 |
16,325 |
16,039 |
|
| R3 |
16,280 |
16,190 |
16,002 |
|
| R2 |
16,145 |
16,145 |
15,990 |
|
| R1 |
16,055 |
16,055 |
15,978 |
16,033 |
| PP |
16,010 |
16,010 |
16,010 |
15,999 |
| S1 |
15,920 |
15,920 |
15,953 |
15,898 |
| S2 |
15,875 |
15,875 |
15,940 |
|
| S3 |
15,740 |
15,785 |
15,928 |
|
| S4 |
15,605 |
15,650 |
15,891 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,182 |
20,938 |
16,991 |
|
| R3 |
20,317 |
19,073 |
16,478 |
|
| R2 |
18,452 |
18,452 |
16,307 |
|
| R1 |
17,208 |
17,208 |
16,136 |
16,898 |
| PP |
16,587 |
16,587 |
16,587 |
16,431 |
| S1 |
15,343 |
15,343 |
15,794 |
15,033 |
| S2 |
14,722 |
14,722 |
15,623 |
|
| S3 |
12,857 |
13,478 |
15,452 |
|
| S4 |
10,992 |
11,613 |
14,939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,830 |
15,965 |
1,865 |
11.7% |
372 |
2.3% |
0% |
False |
True |
8 |
| 10 |
17,830 |
15,965 |
1,865 |
11.7% |
302 |
1.9% |
0% |
False |
True |
5 |
| 20 |
17,830 |
15,505 |
2,325 |
14.6% |
186 |
1.2% |
20% |
False |
False |
3 |
| 40 |
17,830 |
15,505 |
2,325 |
14.6% |
108 |
0.7% |
20% |
False |
False |
1 |
| 60 |
17,830 |
15,145 |
2,685 |
16.8% |
72 |
0.5% |
31% |
False |
False |
1 |
| 80 |
17,955 |
15,145 |
2,810 |
17.6% |
54 |
0.3% |
29% |
False |
False |
|
| 100 |
19,800 |
15,145 |
4,655 |
29.2% |
43 |
0.3% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,674 |
|
2.618 |
16,454 |
|
1.618 |
16,319 |
|
1.000 |
16,235 |
|
0.618 |
16,184 |
|
HIGH |
16,100 |
|
0.618 |
16,049 |
|
0.500 |
16,033 |
|
0.382 |
16,017 |
|
LOW |
15,965 |
|
0.618 |
15,882 |
|
1.000 |
15,830 |
|
1.618 |
15,747 |
|
2.618 |
15,612 |
|
4.250 |
15,391 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,033 |
16,780 |
| PP |
16,010 |
16,508 |
| S1 |
15,988 |
16,237 |
|