| 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 |
5,216.0 |
5,203.0 |
-13.0 |
-0.2% |
5,089.0 |
| High |
5,265.0 |
5,220.0 |
-45.0 |
-0.9% |
5,271.0 |
| Low |
5,151.0 |
5,174.0 |
23.0 |
0.4% |
5,085.0 |
| Close |
5,154.0 |
5,201.0 |
47.0 |
0.9% |
5,210.0 |
| Range |
114.0 |
46.0 |
-68.0 |
-59.6% |
186.0 |
| ATR |
67.4 |
67.3 |
-0.1 |
-0.1% |
0.0 |
| Volume |
38,016 |
32,963 |
-5,053 |
-13.3% |
155,117 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,336.3 |
5,314.7 |
5,226.3 |
|
| R3 |
5,290.3 |
5,268.7 |
5,213.7 |
|
| R2 |
5,244.3 |
5,244.3 |
5,209.4 |
|
| R1 |
5,222.7 |
5,222.7 |
5,205.2 |
5,210.5 |
| PP |
5,198.3 |
5,198.3 |
5,198.3 |
5,192.3 |
| S1 |
5,176.7 |
5,176.7 |
5,196.8 |
5,164.5 |
| S2 |
5,152.3 |
5,152.3 |
5,192.6 |
|
| S3 |
5,106.3 |
5,130.7 |
5,188.4 |
|
| S4 |
5,060.3 |
5,084.7 |
5,175.7 |
|
|
| 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% |
58.8 |
1.1% |
42% |
False |
False |
33,431 |
| 10 |
5,271.0 |
5,047.0 |
224.0 |
4.3% |
54.7 |
1.1% |
69% |
False |
False |
31,939 |
| 20 |
5,271.0 |
4,871.0 |
400.0 |
7.7% |
57.8 |
1.1% |
83% |
False |
False |
28,772 |
| 40 |
5,271.0 |
4,858.0 |
413.0 |
7.9% |
58.1 |
1.1% |
83% |
False |
False |
26,885 |
| 60 |
5,271.0 |
4,649.0 |
622.0 |
12.0% |
56.4 |
1.1% |
89% |
False |
False |
17,971 |
| 80 |
5,276.0 |
4,649.0 |
627.0 |
12.1% |
49.7 |
1.0% |
88% |
False |
False |
13,486 |
| 100 |
5,282.0 |
4,649.0 |
633.0 |
12.2% |
41.3 |
0.8% |
87% |
False |
False |
10,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,415.5 |
|
2.618 |
5,340.4 |
|
1.618 |
5,294.4 |
|
1.000 |
5,266.0 |
|
0.618 |
5,248.4 |
|
HIGH |
5,220.0 |
|
0.618 |
5,202.4 |
|
0.500 |
5,197.0 |
|
0.382 |
5,191.6 |
|
LOW |
5,174.0 |
|
0.618 |
5,145.6 |
|
1.000 |
5,128.0 |
|
1.618 |
5,099.6 |
|
2.618 |
5,053.6 |
|
4.250 |
4,978.5 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,199.7 |
5,208.0 |
| PP |
5,198.3 |
5,205.7 |
| S1 |
5,197.0 |
5,203.3 |
|