| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
5,251.0 |
5,225.0 |
-26.0 |
-0.5% |
5,089.0 |
| High |
5,271.0 |
5,257.0 |
-14.0 |
-0.3% |
5,271.0 |
| Low |
5,232.0 |
5,208.0 |
-24.0 |
-0.5% |
5,085.0 |
| Close |
5,257.0 |
5,210.0 |
-47.0 |
-0.9% |
5,210.0 |
| Range |
39.0 |
49.0 |
10.0 |
25.6% |
186.0 |
| ATR |
66.4 |
65.2 |
-1.2 |
-1.9% |
0.0 |
| Volume |
35,563 |
28,423 |
-7,140 |
-20.1% |
155,117 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,372.0 |
5,340.0 |
5,237.0 |
|
| R3 |
5,323.0 |
5,291.0 |
5,223.5 |
|
| R2 |
5,274.0 |
5,274.0 |
5,219.0 |
|
| R1 |
5,242.0 |
5,242.0 |
5,214.5 |
5,233.5 |
| PP |
5,225.0 |
5,225.0 |
5,225.0 |
5,220.8 |
| S1 |
5,193.0 |
5,193.0 |
5,205.5 |
5,184.5 |
| S2 |
5,176.0 |
5,176.0 |
5,201.0 |
|
| S3 |
5,127.0 |
5,144.0 |
5,196.5 |
|
| S4 |
5,078.0 |
5,095.0 |
5,183.1 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,746.7 |
5,664.3 |
5,312.3 |
|
| R3 |
5,560.7 |
5,478.3 |
5,261.2 |
|
| R2 |
5,374.7 |
5,374.7 |
5,244.1 |
|
| R1 |
5,292.3 |
5,292.3 |
5,227.1 |
5,333.5 |
| PP |
5,188.7 |
5,188.7 |
5,188.7 |
5,209.3 |
| S1 |
5,106.3 |
5,106.3 |
5,193.0 |
5,147.5 |
| S2 |
5,002.7 |
5,002.7 |
5,175.9 |
|
| S3 |
4,816.7 |
4,920.3 |
5,158.9 |
|
| S4 |
4,630.7 |
4,734.3 |
5,107.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,271.0 |
5,085.0 |
186.0 |
3.6% |
45.8 |
0.9% |
67% |
False |
False |
31,023 |
| 10 |
5,271.0 |
4,888.0 |
383.0 |
7.4% |
51.0 |
1.0% |
84% |
False |
False |
27,871 |
| 20 |
5,271.0 |
4,871.0 |
400.0 |
7.7% |
59.2 |
1.1% |
85% |
False |
False |
27,640 |
| 40 |
5,271.0 |
4,790.0 |
481.0 |
9.2% |
57.9 |
1.1% |
87% |
False |
False |
24,330 |
| 60 |
5,271.0 |
4,649.0 |
622.0 |
11.9% |
55.7 |
1.1% |
90% |
False |
False |
16,252 |
| 80 |
5,282.0 |
4,649.0 |
633.0 |
12.1% |
47.8 |
0.9% |
89% |
False |
False |
12,197 |
| 100 |
5,282.0 |
4,649.0 |
633.0 |
12.1% |
39.2 |
0.8% |
89% |
False |
False |
9,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,465.3 |
|
2.618 |
5,385.3 |
|
1.618 |
5,336.3 |
|
1.000 |
5,306.0 |
|
0.618 |
5,287.3 |
|
HIGH |
5,257.0 |
|
0.618 |
5,238.3 |
|
0.500 |
5,232.5 |
|
0.382 |
5,226.7 |
|
LOW |
5,208.0 |
|
0.618 |
5,177.7 |
|
1.000 |
5,159.0 |
|
1.618 |
5,128.7 |
|
2.618 |
5,079.7 |
|
4.250 |
4,999.8 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,232.5 |
5,223.5 |
| PP |
5,225.0 |
5,219.0 |
| S1 |
5,217.5 |
5,214.5 |
|