| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,076.0 |
3,069.0 |
-7.0 |
-0.2% |
2,949.0 |
| High |
3,087.0 |
3,079.0 |
-8.0 |
-0.3% |
3,094.0 |
| Low |
3,059.0 |
3,035.0 |
-24.0 |
-0.8% |
2,935.0 |
| Close |
3,069.0 |
3,050.0 |
-19.0 |
-0.6% |
3,069.0 |
| Range |
28.0 |
44.0 |
16.0 |
57.1% |
159.0 |
| ATR |
58.0 |
57.0 |
-1.0 |
-1.7% |
0.0 |
| Volume |
1,012,512 |
990,903 |
-21,609 |
-2.1% |
6,123,081 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,186.7 |
3,162.3 |
3,074.2 |
|
| R3 |
3,142.7 |
3,118.3 |
3,062.1 |
|
| R2 |
3,098.7 |
3,098.7 |
3,058.1 |
|
| R1 |
3,074.3 |
3,074.3 |
3,054.0 |
3,064.5 |
| PP |
3,054.7 |
3,054.7 |
3,054.7 |
3,049.8 |
| S1 |
3,030.3 |
3,030.3 |
3,046.0 |
3,020.5 |
| S2 |
3,010.7 |
3,010.7 |
3,041.9 |
|
| S3 |
2,966.7 |
2,986.3 |
3,037.9 |
|
| S4 |
2,922.7 |
2,942.3 |
3,025.8 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,509.7 |
3,448.3 |
3,156.5 |
|
| R3 |
3,350.7 |
3,289.3 |
3,112.7 |
|
| R2 |
3,191.7 |
3,191.7 |
3,098.2 |
|
| R1 |
3,130.3 |
3,130.3 |
3,083.6 |
3,161.0 |
| PP |
3,032.7 |
3,032.7 |
3,032.7 |
3,048.0 |
| S1 |
2,971.3 |
2,971.3 |
3,054.4 |
3,002.0 |
| S2 |
2,873.7 |
2,873.7 |
3,039.9 |
|
| S3 |
2,714.7 |
2,812.3 |
3,025.3 |
|
| S4 |
2,555.7 |
2,653.3 |
2,981.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,094.0 |
3,004.0 |
90.0 |
3.0% |
44.4 |
1.5% |
51% |
False |
False |
1,148,130 |
| 10 |
3,094.0 |
2,828.0 |
266.0 |
8.7% |
47.3 |
1.6% |
83% |
False |
False |
1,223,983 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
51.2 |
1.7% |
86% |
False |
False |
1,271,594 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
56.3 |
1.8% |
86% |
False |
False |
1,010,443 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.4% |
61.7 |
2.0% |
91% |
False |
False |
679,219 |
| 80 |
3,230.0 |
2,594.0 |
636.0 |
20.9% |
66.2 |
2.2% |
72% |
False |
False |
511,304 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
27.7% |
64.3 |
2.1% |
54% |
False |
False |
409,202 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.7% |
57.7 |
1.9% |
54% |
False |
False |
341,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,266.0 |
|
2.618 |
3,194.2 |
|
1.618 |
3,150.2 |
|
1.000 |
3,123.0 |
|
0.618 |
3,106.2 |
|
HIGH |
3,079.0 |
|
0.618 |
3,062.2 |
|
0.500 |
3,057.0 |
|
0.382 |
3,051.8 |
|
LOW |
3,035.0 |
|
0.618 |
3,007.8 |
|
1.000 |
2,991.0 |
|
1.618 |
2,963.8 |
|
2.618 |
2,919.8 |
|
4.250 |
2,848.0 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,057.0 |
3,064.5 |
| PP |
3,054.7 |
3,059.7 |
| S1 |
3,052.3 |
3,054.8 |
|