| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
3,050.0 |
3,027.0 |
-23.0 |
-0.8% |
3,069.0 |
| High |
3,069.0 |
3,041.0 |
-28.0 |
-0.9% |
3,085.0 |
| Low |
3,007.0 |
2,967.0 |
-40.0 |
-1.3% |
2,967.0 |
| Close |
3,061.0 |
2,977.0 |
-84.0 |
-2.7% |
2,977.0 |
| Range |
62.0 |
74.0 |
12.0 |
19.4% |
118.0 |
| ATR |
55.1 |
57.8 |
2.8 |
5.1% |
0.0 |
| Volume |
1,874,140 |
783,292 |
-1,090,848 |
-58.2% |
6,058,532 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.0 |
3,171.0 |
3,017.7 |
|
| R3 |
3,143.0 |
3,097.0 |
2,997.4 |
|
| R2 |
3,069.0 |
3,069.0 |
2,990.6 |
|
| R1 |
3,023.0 |
3,023.0 |
2,983.8 |
3,009.0 |
| PP |
2,995.0 |
2,995.0 |
2,995.0 |
2,988.0 |
| S1 |
2,949.0 |
2,949.0 |
2,970.2 |
2,935.0 |
| S2 |
2,921.0 |
2,921.0 |
2,963.4 |
|
| S3 |
2,847.0 |
2,875.0 |
2,956.7 |
|
| S4 |
2,773.0 |
2,801.0 |
2,936.3 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,363.7 |
3,288.3 |
3,041.9 |
|
| R3 |
3,245.7 |
3,170.3 |
3,009.5 |
|
| R2 |
3,127.7 |
3,127.7 |
2,998.6 |
|
| R1 |
3,052.3 |
3,052.3 |
2,987.8 |
3,031.0 |
| PP |
3,009.7 |
3,009.7 |
3,009.7 |
2,999.0 |
| S1 |
2,934.3 |
2,934.3 |
2,966.2 |
2,913.0 |
| S2 |
2,891.7 |
2,891.7 |
2,955.4 |
|
| S3 |
2,773.7 |
2,816.3 |
2,944.6 |
|
| S4 |
2,655.7 |
2,698.3 |
2,912.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,085.0 |
2,967.0 |
118.0 |
4.0% |
51.6 |
1.7% |
8% |
False |
True |
1,211,706 |
| 10 |
3,094.0 |
2,935.0 |
159.0 |
5.3% |
50.4 |
1.7% |
26% |
False |
False |
1,218,161 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.7% |
52.2 |
1.8% |
63% |
False |
False |
1,255,439 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.7% |
55.5 |
1.9% |
63% |
False |
False |
1,134,847 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.8% |
60.0 |
2.0% |
77% |
False |
False |
763,452 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.8% |
66.1 |
2.2% |
77% |
False |
False |
574,347 |
| 100 |
3,310.0 |
2,594.0 |
716.0 |
24.1% |
63.3 |
2.1% |
53% |
False |
False |
459,812 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.4% |
58.7 |
2.0% |
45% |
False |
False |
383,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.5 |
|
2.618 |
3,234.7 |
|
1.618 |
3,160.7 |
|
1.000 |
3,115.0 |
|
0.618 |
3,086.7 |
|
HIGH |
3,041.0 |
|
0.618 |
3,012.7 |
|
0.500 |
3,004.0 |
|
0.382 |
2,995.3 |
|
LOW |
2,967.0 |
|
0.618 |
2,921.3 |
|
1.000 |
2,893.0 |
|
1.618 |
2,847.3 |
|
2.618 |
2,773.3 |
|
4.250 |
2,652.5 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,004.0 |
3,024.5 |
| PP |
2,995.0 |
3,008.7 |
| S1 |
2,986.0 |
2,992.8 |
|