| 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 |
5,203.0 |
5,200.0 |
-3.0 |
-0.1% |
5,194.0 |
| High |
5,220.0 |
5,237.0 |
17.0 |
0.3% |
5,265.0 |
| Low |
5,174.0 |
5,187.0 |
13.0 |
0.3% |
5,151.0 |
| Close |
5,201.0 |
5,231.0 |
30.0 |
0.6% |
5,231.0 |
| Range |
46.0 |
50.0 |
4.0 |
8.7% |
114.0 |
| ATR |
67.3 |
66.1 |
-1.2 |
-1.8% |
0.0 |
| Volume |
32,963 |
24,316 |
-8,647 |
-26.2% |
127,485 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,368.3 |
5,349.7 |
5,258.5 |
|
| R3 |
5,318.3 |
5,299.7 |
5,244.8 |
|
| R2 |
5,268.3 |
5,268.3 |
5,240.2 |
|
| R1 |
5,249.7 |
5,249.7 |
5,235.6 |
5,259.0 |
| PP |
5,218.3 |
5,218.3 |
5,218.3 |
5,223.0 |
| S1 |
5,199.7 |
5,199.7 |
5,226.4 |
5,209.0 |
| S2 |
5,168.3 |
5,168.3 |
5,221.8 |
|
| S3 |
5,118.3 |
5,149.7 |
5,217.3 |
|
| S4 |
5,068.3 |
5,099.7 |
5,203.5 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,557.7 |
5,508.3 |
5,293.7 |
|
| R3 |
5,443.7 |
5,394.3 |
5,262.4 |
|
| R2 |
5,329.7 |
5,329.7 |
5,251.9 |
|
| R1 |
5,280.3 |
5,280.3 |
5,241.5 |
5,305.0 |
| PP |
5,215.7 |
5,215.7 |
5,215.7 |
5,228.0 |
| S1 |
5,166.3 |
5,166.3 |
5,220.6 |
5,191.0 |
| S2 |
5,101.7 |
5,101.7 |
5,210.1 |
|
| S3 |
4,987.7 |
5,052.3 |
5,199.7 |
|
| S4 |
4,873.7 |
4,938.3 |
5,168.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,265.0 |
5,151.0 |
114.0 |
2.2% |
61.0 |
1.2% |
70% |
False |
False |
31,181 |
| 10 |
5,271.0 |
5,085.0 |
186.0 |
3.6% |
54.4 |
1.0% |
78% |
False |
False |
31,384 |
| 20 |
5,271.0 |
4,871.0 |
400.0 |
7.6% |
57.8 |
1.1% |
90% |
False |
False |
28,451 |
| 40 |
5,271.0 |
4,871.0 |
400.0 |
7.6% |
58.6 |
1.1% |
90% |
False |
False |
27,447 |
| 60 |
5,271.0 |
4,649.0 |
622.0 |
11.9% |
57.1 |
1.1% |
94% |
False |
False |
18,376 |
| 80 |
5,271.0 |
4,649.0 |
622.0 |
11.9% |
49.9 |
1.0% |
94% |
False |
False |
13,790 |
| 100 |
5,282.0 |
4,649.0 |
633.0 |
12.1% |
41.8 |
0.8% |
92% |
False |
False |
11,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,449.5 |
|
2.618 |
5,367.9 |
|
1.618 |
5,317.9 |
|
1.000 |
5,287.0 |
|
0.618 |
5,267.9 |
|
HIGH |
5,237.0 |
|
0.618 |
5,217.9 |
|
0.500 |
5,212.0 |
|
0.382 |
5,206.1 |
|
LOW |
5,187.0 |
|
0.618 |
5,156.1 |
|
1.000 |
5,137.0 |
|
1.618 |
5,106.1 |
|
2.618 |
5,056.1 |
|
4.250 |
4,974.5 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,224.7 |
5,223.3 |
| PP |
5,218.3 |
5,215.7 |
| S1 |
5,212.0 |
5,208.0 |
|