| 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 |
2,084.25 |
2,082.25 |
-2.00 |
-0.1% |
2,064.25 |
| High |
2,091.25 |
2,094.00 |
2.75 |
0.1% |
2,105.25 |
| Low |
2,079.50 |
2,076.25 |
-3.25 |
-0.2% |
2,058.50 |
| Close |
2,088.50 |
2,090.75 |
2.25 |
0.1% |
2,086.00 |
| Range |
11.75 |
17.75 |
6.00 |
51.1% |
46.75 |
| ATR |
21.47 |
21.21 |
-0.27 |
-1.2% |
0.00 |
| Volume |
1,225,834 |
1,420,203 |
194,369 |
15.9% |
7,566,457 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.25 |
2,133.25 |
2,100.50 |
|
| R3 |
2,122.50 |
2,115.50 |
2,095.75 |
|
| R2 |
2,104.75 |
2,104.75 |
2,094.00 |
|
| R1 |
2,097.75 |
2,097.75 |
2,092.50 |
2,101.25 |
| PP |
2,087.00 |
2,087.00 |
2,087.00 |
2,088.75 |
| S1 |
2,080.00 |
2,080.00 |
2,089.00 |
2,083.50 |
| S2 |
2,069.25 |
2,069.25 |
2,087.50 |
|
| S3 |
2,051.50 |
2,062.25 |
2,085.75 |
|
| S4 |
2,033.75 |
2,044.50 |
2,081.00 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.50 |
2,201.50 |
2,111.75 |
|
| R3 |
2,176.75 |
2,154.75 |
2,098.75 |
|
| R2 |
2,130.00 |
2,130.00 |
2,094.50 |
|
| R1 |
2,108.00 |
2,108.00 |
2,090.25 |
2,119.00 |
| PP |
2,083.25 |
2,083.25 |
2,083.25 |
2,088.75 |
| S1 |
2,061.25 |
2,061.25 |
2,081.75 |
2,072.25 |
| S2 |
2,036.50 |
2,036.50 |
2,077.50 |
|
| S3 |
1,989.75 |
2,014.50 |
2,073.25 |
|
| S4 |
1,943.00 |
1,967.75 |
2,060.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.00 |
2,071.00 |
33.00 |
1.6% |
17.75 |
0.9% |
60% |
False |
False |
1,412,639 |
| 10 |
2,105.25 |
2,058.50 |
46.75 |
2.2% |
17.75 |
0.8% |
69% |
False |
False |
1,408,762 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.8% |
21.00 |
1.0% |
82% |
False |
False |
1,597,307 |
| 40 |
2,105.25 |
1,957.25 |
148.00 |
7.1% |
21.25 |
1.0% |
90% |
False |
False |
1,373,757 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
26.75 |
1.3% |
95% |
False |
False |
919,275 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.50 |
1.6% |
95% |
False |
False |
690,724 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
32.50 |
1.6% |
95% |
False |
False |
552,773 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.00 |
1.5% |
95% |
False |
False |
460,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.50 |
|
2.618 |
2,140.50 |
|
1.618 |
2,122.75 |
|
1.000 |
2,111.75 |
|
0.618 |
2,105.00 |
|
HIGH |
2,094.00 |
|
0.618 |
2,087.25 |
|
0.500 |
2,085.00 |
|
0.382 |
2,083.00 |
|
LOW |
2,076.25 |
|
0.618 |
2,065.25 |
|
1.000 |
2,058.50 |
|
1.618 |
2,047.50 |
|
2.618 |
2,029.75 |
|
4.250 |
2,000.75 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,088.00 |
| PP |
2,087.00 |
2,085.25 |
| S1 |
2,085.00 |
2,082.50 |
|