| 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 |
17,778 |
17,675 |
-103 |
-0.6% |
17,818 |
| High |
17,850 |
17,693 |
-157 |
-0.9% |
17,900 |
| Low |
17,650 |
17,486 |
-164 |
-0.9% |
17,486 |
| Close |
17,673 |
17,606 |
-67 |
-0.4% |
17,606 |
| Range |
200 |
207 |
7 |
3.5% |
414 |
| ATR |
150 |
154 |
4 |
2.7% |
0 |
| Volume |
70 |
80 |
10 |
14.3% |
246 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,216 |
18,118 |
17,720 |
|
| R3 |
18,009 |
17,911 |
17,663 |
|
| R2 |
17,802 |
17,802 |
17,644 |
|
| R1 |
17,704 |
17,704 |
17,625 |
17,650 |
| PP |
17,595 |
17,595 |
17,595 |
17,568 |
| S1 |
17,497 |
17,497 |
17,587 |
17,443 |
| S2 |
17,388 |
17,388 |
17,568 |
|
| S3 |
17,181 |
17,290 |
17,549 |
|
| S4 |
16,974 |
17,083 |
17,492 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,906 |
18,670 |
17,834 |
|
| R3 |
18,492 |
18,256 |
17,720 |
|
| R2 |
18,078 |
18,078 |
17,682 |
|
| R1 |
17,842 |
17,842 |
17,644 |
17,753 |
| PP |
17,664 |
17,664 |
17,664 |
17,620 |
| S1 |
17,428 |
17,428 |
17,568 |
17,339 |
| S2 |
17,250 |
17,250 |
17,530 |
|
| S3 |
16,836 |
17,014 |
17,492 |
|
| S4 |
16,422 |
16,600 |
17,378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,900 |
17,486 |
414 |
2.4% |
154 |
0.9% |
29% |
False |
True |
49 |
| 10 |
17,989 |
17,486 |
503 |
2.9% |
158 |
0.9% |
24% |
False |
True |
71 |
| 20 |
17,989 |
17,330 |
659 |
3.7% |
152 |
0.9% |
42% |
False |
False |
96 |
| 40 |
17,989 |
16,670 |
1,319 |
7.5% |
140 |
0.8% |
71% |
False |
False |
78 |
| 60 |
17,989 |
15,450 |
2,539 |
14.4% |
131 |
0.7% |
85% |
False |
False |
56 |
| 80 |
17,989 |
15,450 |
2,539 |
14.4% |
143 |
0.8% |
85% |
False |
False |
44 |
| 100 |
17,989 |
15,450 |
2,539 |
14.4% |
118 |
0.7% |
85% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,573 |
|
2.618 |
18,235 |
|
1.618 |
18,028 |
|
1.000 |
17,900 |
|
0.618 |
17,821 |
|
HIGH |
17,693 |
|
0.618 |
17,614 |
|
0.500 |
17,590 |
|
0.382 |
17,565 |
|
LOW |
17,486 |
|
0.618 |
17,358 |
|
1.000 |
17,279 |
|
1.618 |
17,151 |
|
2.618 |
16,944 |
|
4.250 |
16,606 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,601 |
17,693 |
| PP |
17,595 |
17,664 |
| S1 |
17,590 |
17,635 |
|