| 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 |
5,194.0 |
5,216.0 |
22.0 |
0.4% |
5,089.0 |
| High |
5,233.0 |
5,265.0 |
32.0 |
0.6% |
5,271.0 |
| Low |
5,187.0 |
5,151.0 |
-36.0 |
-0.7% |
5,085.0 |
| Close |
5,195.0 |
5,154.0 |
-41.0 |
-0.8% |
5,210.0 |
| Range |
46.0 |
114.0 |
68.0 |
147.8% |
186.0 |
| ATR |
63.8 |
67.4 |
3.6 |
5.6% |
0.0 |
| Volume |
32,190 |
38,016 |
5,826 |
18.1% |
155,117 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,532.0 |
5,457.0 |
5,216.7 |
|
| R3 |
5,418.0 |
5,343.0 |
5,185.4 |
|
| R2 |
5,304.0 |
5,304.0 |
5,174.9 |
|
| R1 |
5,229.0 |
5,229.0 |
5,164.5 |
5,209.5 |
| PP |
5,190.0 |
5,190.0 |
5,190.0 |
5,180.3 |
| S1 |
5,115.0 |
5,115.0 |
5,143.6 |
5,095.5 |
| S2 |
5,076.0 |
5,076.0 |
5,133.1 |
|
| S3 |
4,962.0 |
5,001.0 |
5,122.7 |
|
| S4 |
4,848.0 |
4,887.0 |
5,091.3 |
|
|
| 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 |
5,151.0 |
120.0 |
2.3% |
59.2 |
1.1% |
3% |
False |
True |
32,631 |
| 10 |
5,271.0 |
4,987.0 |
284.0 |
5.5% |
55.2 |
1.1% |
59% |
False |
False |
31,360 |
| 20 |
5,271.0 |
4,871.0 |
400.0 |
7.8% |
59.1 |
1.1% |
71% |
False |
False |
28,318 |
| 40 |
5,271.0 |
4,840.0 |
431.0 |
8.4% |
58.1 |
1.1% |
73% |
False |
False |
26,081 |
| 60 |
5,271.0 |
4,649.0 |
622.0 |
12.1% |
56.7 |
1.1% |
81% |
False |
False |
17,422 |
| 80 |
5,276.0 |
4,649.0 |
627.0 |
12.2% |
49.5 |
1.0% |
81% |
False |
False |
13,074 |
| 100 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
40.8 |
0.8% |
80% |
False |
False |
10,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,749.5 |
|
2.618 |
5,563.5 |
|
1.618 |
5,449.5 |
|
1.000 |
5,379.0 |
|
0.618 |
5,335.5 |
|
HIGH |
5,265.0 |
|
0.618 |
5,221.5 |
|
0.500 |
5,208.0 |
|
0.382 |
5,194.5 |
|
LOW |
5,151.0 |
|
0.618 |
5,080.5 |
|
1.000 |
5,037.0 |
|
1.618 |
4,966.5 |
|
2.618 |
4,852.5 |
|
4.250 |
4,666.5 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,208.0 |
5,208.0 |
| PP |
5,190.0 |
5,190.0 |
| S1 |
5,172.0 |
5,172.0 |
|