| 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 |
2,076.25 |
2,073.25 |
-3.00 |
-0.1% |
2,058.00 |
| High |
2,083.00 |
2,085.75 |
2.75 |
0.1% |
2,097.00 |
| Low |
2,071.50 |
2,068.75 |
-2.75 |
-0.1% |
2,050.00 |
| Close |
2,080.50 |
2,082.75 |
2.25 |
0.1% |
2,077.75 |
| Range |
11.50 |
17.00 |
5.50 |
47.8% |
47.00 |
| ATR |
21.06 |
20.77 |
-0.29 |
-1.4% |
0.00 |
| Volume |
2,851 |
1,282 |
-1,569 |
-55.0% |
12,318 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.00 |
2,123.50 |
2,092.00 |
|
| R3 |
2,113.00 |
2,106.50 |
2,087.50 |
|
| R2 |
2,096.00 |
2,096.00 |
2,085.75 |
|
| R1 |
2,089.50 |
2,089.50 |
2,084.25 |
2,092.75 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,080.75 |
| S1 |
2,072.50 |
2,072.50 |
2,081.25 |
2,075.75 |
| S2 |
2,062.00 |
2,062.00 |
2,079.75 |
|
| S3 |
2,045.00 |
2,055.50 |
2,078.00 |
|
| S4 |
2,028.00 |
2,038.50 |
2,073.50 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.00 |
2,193.75 |
2,103.50 |
|
| R3 |
2,169.00 |
2,146.75 |
2,090.75 |
|
| R2 |
2,122.00 |
2,122.00 |
2,086.25 |
|
| R1 |
2,099.75 |
2,099.75 |
2,082.00 |
2,111.00 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,080.50 |
| S1 |
2,052.75 |
2,052.75 |
2,073.50 |
2,064.00 |
| S2 |
2,028.00 |
2,028.00 |
2,069.25 |
|
| S3 |
1,981.00 |
2,005.75 |
2,064.75 |
|
| S4 |
1,934.00 |
1,958.75 |
2,052.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.50 |
2,063.00 |
32.50 |
1.6% |
17.25 |
0.8% |
61% |
False |
False |
1,899 |
| 10 |
2,097.00 |
2,050.00 |
47.00 |
2.3% |
17.25 |
0.8% |
70% |
False |
False |
2,130 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.8% |
20.75 |
1.0% |
82% |
False |
False |
2,455 |
| 40 |
2,097.00 |
1,950.00 |
147.00 |
7.1% |
20.75 |
1.0% |
90% |
False |
False |
1,649 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
26.00 |
1.3% |
95% |
False |
False |
1,205 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
32.00 |
1.5% |
95% |
False |
False |
1,153 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
31.50 |
1.5% |
95% |
False |
False |
967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,158.00 |
|
2.618 |
2,130.25 |
|
1.618 |
2,113.25 |
|
1.000 |
2,102.75 |
|
0.618 |
2,096.25 |
|
HIGH |
2,085.75 |
|
0.618 |
2,079.25 |
|
0.500 |
2,077.25 |
|
0.382 |
2,075.25 |
|
LOW |
2,068.75 |
|
0.618 |
2,058.25 |
|
1.000 |
2,051.75 |
|
1.618 |
2,041.25 |
|
2.618 |
2,024.25 |
|
4.250 |
1,996.50 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.00 |
2,080.00 |
| PP |
2,079.00 |
2,077.25 |
| S1 |
2,077.25 |
2,074.50 |
|