| 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 |
1,251.7 |
1,272.5 |
20.8 |
1.7% |
1,239.0 |
| High |
1,276.5 |
1,303.7 |
27.2 |
2.1% |
1,303.7 |
| Low |
1,245.4 |
1,272.5 |
27.1 |
2.2% |
1,237.9 |
| Close |
1,271.7 |
1,296.3 |
24.6 |
1.9% |
1,296.3 |
| Range |
31.1 |
31.2 |
0.1 |
0.3% |
65.8 |
| ATR |
18.8 |
19.7 |
0.9 |
5.0% |
0.0 |
| Volume |
2,109 |
3,224 |
1,115 |
52.9% |
10,463 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.4 |
1,371.6 |
1,313.5 |
|
| R3 |
1,353.2 |
1,340.4 |
1,304.9 |
|
| R2 |
1,322.0 |
1,322.0 |
1,302.0 |
|
| R1 |
1,309.2 |
1,309.2 |
1,299.2 |
1,315.6 |
| PP |
1,290.8 |
1,290.8 |
1,290.8 |
1,294.1 |
| S1 |
1,278.0 |
1,278.0 |
1,293.4 |
1,284.4 |
| S2 |
1,259.6 |
1,259.6 |
1,290.6 |
|
| S3 |
1,228.4 |
1,246.8 |
1,287.7 |
|
| S4 |
1,197.2 |
1,215.6 |
1,279.1 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.7 |
1,452.3 |
1,332.5 |
|
| R3 |
1,410.9 |
1,386.5 |
1,314.4 |
|
| R2 |
1,345.1 |
1,345.1 |
1,308.4 |
|
| R1 |
1,320.7 |
1,320.7 |
1,302.3 |
1,332.9 |
| PP |
1,279.3 |
1,279.3 |
1,279.3 |
1,285.4 |
| S1 |
1,254.9 |
1,254.9 |
1,290.3 |
1,267.1 |
| S2 |
1,213.5 |
1,213.5 |
1,284.2 |
|
| S3 |
1,147.7 |
1,189.1 |
1,278.2 |
|
| S4 |
1,081.9 |
1,123.3 |
1,260.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.7 |
1,237.9 |
65.8 |
5.1% |
19.1 |
1.5% |
89% |
True |
False |
2,092 |
| 10 |
1,303.7 |
1,234.2 |
69.5 |
5.4% |
19.7 |
1.5% |
89% |
True |
False |
1,942 |
| 20 |
1,303.7 |
1,220.0 |
83.7 |
6.5% |
17.0 |
1.3% |
91% |
True |
False |
2,291 |
| 40 |
1,303.7 |
1,213.1 |
90.6 |
7.0% |
19.4 |
1.5% |
92% |
True |
False |
2,185 |
| 60 |
1,303.7 |
1,142.3 |
161.4 |
12.5% |
21.3 |
1.6% |
95% |
True |
False |
2,160 |
| 80 |
1,303.7 |
1,073.7 |
230.0 |
17.7% |
19.2 |
1.5% |
97% |
True |
False |
1,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,436.3 |
|
2.618 |
1,385.4 |
|
1.618 |
1,354.2 |
|
1.000 |
1,334.9 |
|
0.618 |
1,323.0 |
|
HIGH |
1,303.7 |
|
0.618 |
1,291.8 |
|
0.500 |
1,288.1 |
|
0.382 |
1,284.4 |
|
LOW |
1,272.5 |
|
0.618 |
1,253.2 |
|
1.000 |
1,241.3 |
|
1.618 |
1,222.0 |
|
2.618 |
1,190.8 |
|
4.250 |
1,139.9 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.6 |
1,289.1 |
| PP |
1,290.8 |
1,281.8 |
| S1 |
1,288.1 |
1,274.6 |
|