| 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 |
1,239.0 |
1,245.7 |
6.7 |
0.5% |
1,241.2 |
| High |
1,247.9 |
1,251.1 |
3.2 |
0.3% |
1,277.1 |
| Low |
1,237.9 |
1,238.2 |
0.3 |
0.0% |
1,234.2 |
| Close |
1,245.2 |
1,248.5 |
3.3 |
0.3% |
1,235.0 |
| Range |
10.0 |
12.9 |
2.9 |
29.0% |
42.9 |
| ATR |
18.9 |
18.4 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,145 |
1,516 |
371 |
32.4% |
8,959 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.6 |
1,279.5 |
1,255.6 |
|
| R3 |
1,271.7 |
1,266.6 |
1,252.0 |
|
| R2 |
1,258.8 |
1,258.8 |
1,250.9 |
|
| R1 |
1,253.7 |
1,253.7 |
1,249.7 |
1,256.3 |
| PP |
1,245.9 |
1,245.9 |
1,245.9 |
1,247.2 |
| S1 |
1,240.8 |
1,240.8 |
1,247.3 |
1,243.4 |
| S2 |
1,233.0 |
1,233.0 |
1,246.1 |
|
| S3 |
1,220.1 |
1,227.9 |
1,245.0 |
|
| S4 |
1,207.2 |
1,215.0 |
1,241.4 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.5 |
1,349.1 |
1,258.6 |
|
| R3 |
1,334.6 |
1,306.2 |
1,246.8 |
|
| R2 |
1,291.7 |
1,291.7 |
1,242.9 |
|
| R1 |
1,263.3 |
1,263.3 |
1,238.9 |
1,256.1 |
| PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,245.1 |
| S1 |
1,220.4 |
1,220.4 |
1,231.1 |
1,213.2 |
| S2 |
1,205.9 |
1,205.9 |
1,227.1 |
|
| S3 |
1,163.0 |
1,177.5 |
1,223.2 |
|
| S4 |
1,120.1 |
1,134.6 |
1,211.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.1 |
1,234.2 |
42.9 |
3.4% |
17.2 |
1.4% |
33% |
False |
False |
1,876 |
| 10 |
1,277.1 |
1,230.7 |
46.4 |
3.7% |
16.9 |
1.4% |
38% |
False |
False |
1,833 |
| 20 |
1,277.1 |
1,215.0 |
62.1 |
5.0% |
16.3 |
1.3% |
54% |
False |
False |
2,175 |
| 40 |
1,288.0 |
1,213.1 |
74.9 |
6.0% |
19.3 |
1.5% |
47% |
False |
False |
2,238 |
| 60 |
1,288.0 |
1,119.4 |
168.6 |
13.5% |
20.8 |
1.7% |
77% |
False |
False |
2,061 |
| 80 |
1,288.0 |
1,064.0 |
224.0 |
17.9% |
18.6 |
1.5% |
82% |
False |
False |
1,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.9 |
|
2.618 |
1,284.9 |
|
1.618 |
1,272.0 |
|
1.000 |
1,264.0 |
|
0.618 |
1,259.1 |
|
HIGH |
1,251.1 |
|
0.618 |
1,246.2 |
|
0.500 |
1,244.7 |
|
0.382 |
1,243.1 |
|
LOW |
1,238.2 |
|
0.618 |
1,230.2 |
|
1.000 |
1,225.3 |
|
1.618 |
1,217.3 |
|
2.618 |
1,204.4 |
|
4.250 |
1,183.4 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.2 |
1,247.6 |
| PP |
1,245.9 |
1,246.6 |
| S1 |
1,244.7 |
1,245.7 |
|