| 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 |
17,515 |
17,490 |
-25 |
-0.1% |
16,535 |
| High |
17,565 |
17,630 |
65 |
0.4% |
17,820 |
| Low |
17,285 |
16,170 |
-1,115 |
-6.5% |
16,290 |
| Close |
17,555 |
16,335 |
-1,220 |
-6.9% |
17,800 |
| Range |
280 |
1,460 |
1,180 |
421.4% |
1,530 |
| ATR |
407 |
482 |
75 |
18.5% |
0 |
| Volume |
17,887 |
40,258 |
22,371 |
125.1% |
94,841 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,092 |
20,173 |
17,138 |
|
| R3 |
19,632 |
18,713 |
16,737 |
|
| R2 |
18,172 |
18,172 |
16,603 |
|
| R1 |
17,253 |
17,253 |
16,469 |
16,983 |
| PP |
16,712 |
16,712 |
16,712 |
16,576 |
| S1 |
15,793 |
15,793 |
16,201 |
15,523 |
| S2 |
15,252 |
15,252 |
16,067 |
|
| S3 |
13,792 |
14,333 |
15,934 |
|
| S4 |
12,332 |
12,873 |
15,532 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,893 |
21,377 |
18,642 |
|
| R3 |
20,363 |
19,847 |
18,221 |
|
| R2 |
18,833 |
18,833 |
18,081 |
|
| R1 |
18,317 |
18,317 |
17,940 |
18,575 |
| PP |
17,303 |
17,303 |
17,303 |
17,433 |
| S1 |
16,787 |
16,787 |
17,660 |
17,045 |
| S2 |
15,773 |
15,773 |
17,520 |
|
| S3 |
14,243 |
15,257 |
17,379 |
|
| S4 |
12,713 |
13,727 |
16,959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,825 |
16,170 |
1,655 |
10.1% |
626 |
3.8% |
10% |
False |
True |
22,139 |
| 10 |
17,825 |
16,170 |
1,655 |
10.1% |
513 |
3.1% |
10% |
False |
True |
19,867 |
| 20 |
17,825 |
15,375 |
2,450 |
15.0% |
490 |
3.0% |
39% |
False |
False |
19,971 |
| 40 |
17,825 |
15,375 |
2,450 |
15.0% |
419 |
2.6% |
39% |
False |
False |
16,065 |
| 60 |
17,825 |
14,820 |
3,005 |
18.4% |
404 |
2.5% |
50% |
False |
False |
10,768 |
| 80 |
18,390 |
14,820 |
3,570 |
21.9% |
383 |
2.3% |
42% |
False |
False |
8,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,835 |
|
2.618 |
21,452 |
|
1.618 |
19,992 |
|
1.000 |
19,090 |
|
0.618 |
18,532 |
|
HIGH |
17,630 |
|
0.618 |
17,072 |
|
0.500 |
16,900 |
|
0.382 |
16,728 |
|
LOW |
16,170 |
|
0.618 |
15,268 |
|
1.000 |
14,710 |
|
1.618 |
13,808 |
|
2.618 |
12,348 |
|
4.250 |
9,965 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,900 |
16,900 |
| PP |
16,712 |
16,712 |
| S1 |
16,523 |
16,523 |
|