| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1,239.8 |
1,245.7 |
5.9 |
0.5% |
1,236.3 |
| High |
1,246.5 |
1,254.6 |
8.1 |
0.6% |
1,272.4 |
| Low |
1,232.7 |
1,240.7 |
8.0 |
0.6% |
1,228.5 |
| Close |
1,243.4 |
1,250.4 |
7.0 |
0.6% |
1,230.0 |
| Range |
13.8 |
13.9 |
0.1 |
0.7% |
43.9 |
| ATR |
20.0 |
19.5 |
-0.4 |
-2.2% |
0.0 |
| Volume |
148,114 |
171,510 |
23,396 |
15.8% |
1,013,732 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.3 |
1,284.2 |
1,258.0 |
|
| R3 |
1,276.4 |
1,270.3 |
1,254.2 |
|
| R2 |
1,262.5 |
1,262.5 |
1,252.9 |
|
| R1 |
1,256.4 |
1,256.4 |
1,251.7 |
1,259.5 |
| PP |
1,248.6 |
1,248.6 |
1,248.6 |
1,250.1 |
| S1 |
1,242.5 |
1,242.5 |
1,249.1 |
1,245.6 |
| S2 |
1,234.7 |
1,234.7 |
1,247.9 |
|
| S3 |
1,220.8 |
1,228.6 |
1,246.6 |
|
| S4 |
1,206.9 |
1,214.7 |
1,242.8 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.3 |
1,346.6 |
1,254.1 |
|
| R3 |
1,331.4 |
1,302.7 |
1,242.1 |
|
| R2 |
1,287.5 |
1,287.5 |
1,238.0 |
|
| R1 |
1,258.8 |
1,258.8 |
1,234.0 |
1,251.2 |
| PP |
1,243.6 |
1,243.6 |
1,243.6 |
1,239.9 |
| S1 |
1,214.9 |
1,214.9 |
1,226.0 |
1,207.3 |
| S2 |
1,199.7 |
1,199.7 |
1,222.0 |
|
| S3 |
1,155.8 |
1,171.0 |
1,217.9 |
|
| S4 |
1,111.9 |
1,127.1 |
1,205.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,272.4 |
1,228.5 |
43.9 |
3.5% |
18.8 |
1.5% |
50% |
False |
False |
184,565 |
| 10 |
1,272.4 |
1,225.4 |
47.0 |
3.8% |
18.2 |
1.5% |
53% |
False |
False |
178,018 |
| 20 |
1,272.4 |
1,210.3 |
62.1 |
5.0% |
17.8 |
1.4% |
65% |
False |
False |
163,841 |
| 40 |
1,287.8 |
1,207.7 |
80.1 |
6.4% |
20.8 |
1.7% |
53% |
False |
False |
108,278 |
| 60 |
1,287.8 |
1,123.0 |
164.8 |
13.2% |
22.3 |
1.8% |
77% |
False |
False |
74,549 |
| 80 |
1,287.8 |
1,063.0 |
224.8 |
18.0% |
20.6 |
1.6% |
83% |
False |
False |
57,243 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
19.1 |
1.5% |
84% |
False |
False |
46,113 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.1 |
1.4% |
84% |
False |
False |
38,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.7 |
|
2.618 |
1,291.0 |
|
1.618 |
1,277.1 |
|
1.000 |
1,268.5 |
|
0.618 |
1,263.2 |
|
HIGH |
1,254.6 |
|
0.618 |
1,249.3 |
|
0.500 |
1,247.7 |
|
0.382 |
1,246.0 |
|
LOW |
1,240.7 |
|
0.618 |
1,232.1 |
|
1.000 |
1,226.8 |
|
1.618 |
1,218.2 |
|
2.618 |
1,204.3 |
|
4.250 |
1,181.6 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.5 |
1,247.9 |
| PP |
1,248.6 |
1,245.4 |
| S1 |
1,247.7 |
1,243.0 |
|