| 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 |
17,792 |
17,778 |
-14 |
-0.1% |
17,614 |
| High |
17,900 |
17,850 |
-50 |
-0.3% |
17,989 |
| Low |
17,763 |
17,650 |
-113 |
-0.6% |
17,614 |
| Close |
17,873 |
17,673 |
-200 |
-1.1% |
17,826 |
| Range |
137 |
200 |
63 |
46.0% |
375 |
| ATR |
145 |
150 |
6 |
3.9% |
0 |
| Volume |
26 |
70 |
44 |
169.2% |
468 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,324 |
18,199 |
17,783 |
|
| R3 |
18,124 |
17,999 |
17,728 |
|
| R2 |
17,924 |
17,924 |
17,710 |
|
| R1 |
17,799 |
17,799 |
17,691 |
17,762 |
| PP |
17,724 |
17,724 |
17,724 |
17,706 |
| S1 |
17,599 |
17,599 |
17,655 |
17,562 |
| S2 |
17,524 |
17,524 |
17,636 |
|
| S3 |
17,324 |
17,399 |
17,618 |
|
| S4 |
17,124 |
17,199 |
17,563 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,935 |
18,755 |
18,032 |
|
| R3 |
18,560 |
18,380 |
17,929 |
|
| R2 |
18,185 |
18,185 |
17,895 |
|
| R1 |
18,005 |
18,005 |
17,861 |
18,095 |
| PP |
17,810 |
17,810 |
17,810 |
17,855 |
| S1 |
17,630 |
17,630 |
17,792 |
17,720 |
| S2 |
17,435 |
17,435 |
17,757 |
|
| S3 |
17,060 |
17,255 |
17,723 |
|
| S4 |
16,685 |
16,880 |
17,620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,900 |
17,650 |
250 |
1.4% |
130 |
0.7% |
9% |
False |
True |
40 |
| 10 |
17,989 |
17,614 |
375 |
2.1% |
143 |
0.8% |
16% |
False |
False |
77 |
| 20 |
17,989 |
17,330 |
659 |
3.7% |
152 |
0.9% |
52% |
False |
False |
94 |
| 40 |
17,989 |
16,650 |
1,339 |
7.6% |
137 |
0.8% |
76% |
False |
False |
77 |
| 60 |
17,989 |
15,450 |
2,539 |
14.4% |
130 |
0.7% |
88% |
False |
False |
55 |
| 80 |
17,989 |
15,450 |
2,539 |
14.4% |
140 |
0.8% |
88% |
False |
False |
43 |
| 100 |
17,989 |
15,450 |
2,539 |
14.4% |
116 |
0.7% |
88% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,700 |
|
2.618 |
18,374 |
|
1.618 |
18,174 |
|
1.000 |
18,050 |
|
0.618 |
17,974 |
|
HIGH |
17,850 |
|
0.618 |
17,774 |
|
0.500 |
17,750 |
|
0.382 |
17,727 |
|
LOW |
17,650 |
|
0.618 |
17,527 |
|
1.000 |
17,450 |
|
1.618 |
17,327 |
|
2.618 |
17,127 |
|
4.250 |
16,800 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,750 |
17,775 |
| PP |
17,724 |
17,741 |
| S1 |
17,699 |
17,707 |
|