| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,052.0 |
3,050.0 |
-2.0 |
-0.1% |
2,949.0 |
| High |
3,082.0 |
3,069.0 |
-13.0 |
-0.4% |
3,094.0 |
| Low |
3,046.0 |
3,007.0 |
-39.0 |
-1.3% |
2,935.0 |
| Close |
3,065.0 |
3,061.0 |
-4.0 |
-0.1% |
3,069.0 |
| Range |
36.0 |
62.0 |
26.0 |
72.2% |
159.0 |
| ATR |
54.5 |
55.1 |
0.5 |
1.0% |
0.0 |
| Volume |
1,417,721 |
1,874,140 |
456,419 |
32.2% |
6,123,081 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,231.7 |
3,208.3 |
3,095.1 |
|
| R3 |
3,169.7 |
3,146.3 |
3,078.1 |
|
| R2 |
3,107.7 |
3,107.7 |
3,072.4 |
|
| R1 |
3,084.3 |
3,084.3 |
3,066.7 |
3,096.0 |
| PP |
3,045.7 |
3,045.7 |
3,045.7 |
3,051.5 |
| S1 |
3,022.3 |
3,022.3 |
3,055.3 |
3,034.0 |
| S2 |
2,983.7 |
2,983.7 |
3,049.6 |
|
| S3 |
2,921.7 |
2,960.3 |
3,044.0 |
|
| S4 |
2,859.7 |
2,898.3 |
3,026.9 |
|
|
| 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 |
3,087.0 |
3,007.0 |
80.0 |
2.6% |
42.4 |
1.4% |
68% |
False |
True |
1,257,550 |
| 10 |
3,094.0 |
2,935.0 |
159.0 |
5.2% |
45.0 |
1.5% |
79% |
False |
False |
1,242,986 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
51.8 |
1.7% |
90% |
False |
False |
1,273,994 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.4% |
54.5 |
1.8% |
90% |
False |
False |
1,115,988 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
60.1 |
2.0% |
93% |
False |
False |
750,405 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.3% |
65.9 |
2.2% |
93% |
False |
False |
564,838 |
| 100 |
3,423.0 |
2,594.0 |
829.0 |
27.1% |
64.3 |
2.1% |
56% |
False |
False |
451,980 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
27.6% |
58.1 |
1.9% |
55% |
False |
False |
376,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,332.5 |
|
2.618 |
3,231.3 |
|
1.618 |
3,169.3 |
|
1.000 |
3,131.0 |
|
0.618 |
3,107.3 |
|
HIGH |
3,069.0 |
|
0.618 |
3,045.3 |
|
0.500 |
3,038.0 |
|
0.382 |
3,030.7 |
|
LOW |
3,007.0 |
|
0.618 |
2,968.7 |
|
1.000 |
2,945.0 |
|
1.618 |
2,906.7 |
|
2.618 |
2,844.7 |
|
4.250 |
2,743.5 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,053.3 |
3,056.0 |
| PP |
3,045.7 |
3,051.0 |
| S1 |
3,038.0 |
3,046.0 |
|