| 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 |
2,082.25 |
2,092.50 |
10.25 |
0.5% |
2,064.25 |
| High |
2,094.00 |
2,094.25 |
0.25 |
0.0% |
2,105.25 |
| Low |
2,076.25 |
2,065.25 |
-11.00 |
-0.5% |
2,058.50 |
| Close |
2,090.75 |
2,072.50 |
-18.25 |
-0.9% |
2,086.00 |
| Range |
17.75 |
29.00 |
11.25 |
63.4% |
46.75 |
| ATR |
21.21 |
21.77 |
0.56 |
2.6% |
0.00 |
| Volume |
1,420,203 |
1,938,653 |
518,450 |
36.5% |
7,566,457 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,147.50 |
2,088.50 |
|
| R3 |
2,135.25 |
2,118.50 |
2,080.50 |
|
| R2 |
2,106.25 |
2,106.25 |
2,077.75 |
|
| R1 |
2,089.50 |
2,089.50 |
2,075.25 |
2,083.50 |
| PP |
2,077.25 |
2,077.25 |
2,077.25 |
2,074.25 |
| S1 |
2,060.50 |
2,060.50 |
2,069.75 |
2,054.50 |
| S2 |
2,048.25 |
2,048.25 |
2,067.25 |
|
| S3 |
2,019.25 |
2,031.50 |
2,064.50 |
|
| S4 |
1,990.25 |
2,002.50 |
2,056.50 |
|
|
| 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 |
2,094.25 |
2,065.25 |
29.00 |
1.4% |
18.50 |
0.9% |
25% |
True |
True |
1,472,714 |
| 10 |
2,105.25 |
2,058.50 |
46.75 |
2.3% |
19.25 |
0.9% |
30% |
False |
False |
1,466,252 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.8% |
22.00 |
1.1% |
59% |
False |
False |
1,607,424 |
| 40 |
2,105.25 |
1,958.00 |
147.25 |
7.1% |
21.50 |
1.0% |
78% |
False |
False |
1,421,495 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
26.75 |
1.3% |
89% |
False |
False |
951,511 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
32.00 |
1.5% |
89% |
False |
False |
714,890 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
32.25 |
1.6% |
89% |
False |
False |
572,157 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
31.00 |
1.5% |
89% |
False |
False |
476,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.50 |
|
2.618 |
2,170.25 |
|
1.618 |
2,141.25 |
|
1.000 |
2,123.25 |
|
0.618 |
2,112.25 |
|
HIGH |
2,094.25 |
|
0.618 |
2,083.25 |
|
0.500 |
2,079.75 |
|
0.382 |
2,076.25 |
|
LOW |
2,065.25 |
|
0.618 |
2,047.25 |
|
1.000 |
2,036.25 |
|
1.618 |
2,018.25 |
|
2.618 |
1,989.25 |
|
4.250 |
1,942.00 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.75 |
2,079.75 |
| PP |
2,077.25 |
2,077.25 |
| S1 |
2,075.00 |
2,075.00 |
|