| 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 |
3,069.0 |
3,062.0 |
-7.0 |
-0.2% |
2,949.0 |
| High |
3,079.0 |
3,085.0 |
6.0 |
0.2% |
3,094.0 |
| Low |
3,035.0 |
3,043.0 |
8.0 |
0.3% |
2,935.0 |
| Close |
3,050.0 |
3,058.0 |
8.0 |
0.3% |
3,069.0 |
| Range |
44.0 |
42.0 |
-2.0 |
-4.5% |
159.0 |
| ATR |
57.0 |
56.0 |
-1.1 |
-1.9% |
0.0 |
| Volume |
990,903 |
992,476 |
1,573 |
0.2% |
6,123,081 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,188.0 |
3,165.0 |
3,081.1 |
|
| R3 |
3,146.0 |
3,123.0 |
3,069.6 |
|
| R2 |
3,104.0 |
3,104.0 |
3,065.7 |
|
| R1 |
3,081.0 |
3,081.0 |
3,061.9 |
3,071.5 |
| PP |
3,062.0 |
3,062.0 |
3,062.0 |
3,057.3 |
| S1 |
3,039.0 |
3,039.0 |
3,054.2 |
3,029.5 |
| S2 |
3,020.0 |
3,020.0 |
3,050.3 |
|
| S3 |
2,978.0 |
2,997.0 |
3,046.5 |
|
| S4 |
2,936.0 |
2,955.0 |
3,034.9 |
|
|
| 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 |
3,023.0 |
71.0 |
2.3% |
43.6 |
1.4% |
49% |
False |
False |
1,085,039 |
| 10 |
3,094.0 |
2,897.0 |
197.0 |
6.4% |
46.3 |
1.5% |
82% |
False |
False |
1,148,698 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
51.2 |
1.7% |
89% |
False |
False |
1,264,626 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
56.1 |
1.8% |
89% |
False |
False |
1,035,078 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.4% |
61.3 |
2.0% |
93% |
False |
False |
695,725 |
| 80 |
3,136.0 |
2,594.0 |
542.0 |
17.7% |
66.3 |
2.2% |
86% |
False |
False |
523,706 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
27.6% |
64.3 |
2.1% |
55% |
False |
False |
419,126 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.6% |
57.7 |
1.9% |
55% |
False |
False |
349,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,263.5 |
|
2.618 |
3,195.0 |
|
1.618 |
3,153.0 |
|
1.000 |
3,127.0 |
|
0.618 |
3,111.0 |
|
HIGH |
3,085.0 |
|
0.618 |
3,069.0 |
|
0.500 |
3,064.0 |
|
0.382 |
3,059.0 |
|
LOW |
3,043.0 |
|
0.618 |
3,017.0 |
|
1.000 |
3,001.0 |
|
1.618 |
2,975.0 |
|
2.618 |
2,933.0 |
|
4.250 |
2,864.5 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.0 |
3,061.0 |
| PP |
3,062.0 |
3,060.0 |
| S1 |
3,060.0 |
3,059.0 |
|