| 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 |
3,062.0 |
3,052.0 |
-10.0 |
-0.3% |
2,949.0 |
| High |
3,085.0 |
3,082.0 |
-3.0 |
-0.1% |
3,094.0 |
| Low |
3,043.0 |
3,046.0 |
3.0 |
0.1% |
2,935.0 |
| Close |
3,058.0 |
3,065.0 |
7.0 |
0.2% |
3,069.0 |
| Range |
42.0 |
36.0 |
-6.0 |
-14.3% |
159.0 |
| ATR |
56.0 |
54.5 |
-1.4 |
-2.5% |
0.0 |
| Volume |
992,476 |
1,417,721 |
425,245 |
42.8% |
6,123,081 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.3 |
3,154.7 |
3,084.8 |
|
| R3 |
3,136.3 |
3,118.7 |
3,074.9 |
|
| R2 |
3,100.3 |
3,100.3 |
3,071.6 |
|
| R1 |
3,082.7 |
3,082.7 |
3,068.3 |
3,091.5 |
| PP |
3,064.3 |
3,064.3 |
3,064.3 |
3,068.8 |
| S1 |
3,046.7 |
3,046.7 |
3,061.7 |
3,055.5 |
| S2 |
3,028.3 |
3,028.3 |
3,058.4 |
|
| S3 |
2,992.3 |
3,010.7 |
3,055.1 |
|
| S4 |
2,956.3 |
2,974.7 |
3,045.2 |
|
|
| 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 |
3,035.0 |
59.0 |
1.9% |
37.8 |
1.2% |
51% |
False |
False |
1,094,006 |
| 10 |
3,094.0 |
2,935.0 |
159.0 |
5.2% |
42.5 |
1.4% |
82% |
False |
False |
1,154,649 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
50.5 |
1.6% |
91% |
False |
False |
1,272,194 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
55.3 |
1.8% |
91% |
False |
False |
1,069,931 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
60.7 |
2.0% |
94% |
False |
False |
719,279 |
| 80 |
3,118.0 |
2,594.0 |
524.0 |
17.1% |
65.9 |
2.1% |
90% |
False |
False |
541,422 |
| 100 |
3,423.0 |
2,594.0 |
829.0 |
27.0% |
64.3 |
2.1% |
57% |
False |
False |
433,271 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.6% |
57.9 |
1.9% |
56% |
False |
False |
361,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,235.0 |
|
2.618 |
3,176.2 |
|
1.618 |
3,140.2 |
|
1.000 |
3,118.0 |
|
0.618 |
3,104.2 |
|
HIGH |
3,082.0 |
|
0.618 |
3,068.2 |
|
0.500 |
3,064.0 |
|
0.382 |
3,059.8 |
|
LOW |
3,046.0 |
|
0.618 |
3,023.8 |
|
1.000 |
3,010.0 |
|
1.618 |
2,987.8 |
|
2.618 |
2,951.8 |
|
4.250 |
2,893.0 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.7 |
3,063.3 |
| PP |
3,064.3 |
3,061.7 |
| S1 |
3,064.0 |
3,060.0 |
|