| 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 |
2,073.25 |
2,081.00 |
7.75 |
0.4% |
2,058.00 |
| High |
2,085.75 |
2,086.50 |
0.75 |
0.0% |
2,097.00 |
| Low |
2,068.75 |
2,057.50 |
-11.25 |
-0.5% |
2,050.00 |
| Close |
2,082.75 |
2,064.50 |
-18.25 |
-0.9% |
2,077.75 |
| Range |
17.00 |
29.00 |
12.00 |
70.6% |
47.00 |
| ATR |
20.77 |
21.36 |
0.59 |
2.8% |
0.00 |
| Volume |
1,282 |
8,977 |
7,695 |
600.2% |
12,318 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,139.50 |
2,080.50 |
|
| R3 |
2,127.50 |
2,110.50 |
2,072.50 |
|
| R2 |
2,098.50 |
2,098.50 |
2,069.75 |
|
| R1 |
2,081.50 |
2,081.50 |
2,067.25 |
2,075.50 |
| PP |
2,069.50 |
2,069.50 |
2,069.50 |
2,066.50 |
| S1 |
2,052.50 |
2,052.50 |
2,061.75 |
2,046.50 |
| S2 |
2,040.50 |
2,040.50 |
2,059.25 |
|
| S3 |
2,011.50 |
2,023.50 |
2,056.50 |
|
| S4 |
1,982.50 |
1,994.50 |
2,048.50 |
|
|
| 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 |
2,086.50 |
2,057.50 |
29.00 |
1.4% |
18.25 |
0.9% |
24% |
True |
True |
3,101 |
| 10 |
2,097.00 |
2,050.00 |
47.00 |
2.3% |
19.00 |
0.9% |
31% |
False |
False |
2,919 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.8% |
21.50 |
1.0% |
59% |
False |
False |
2,760 |
| 40 |
2,097.00 |
1,950.50 |
146.50 |
7.1% |
21.00 |
1.0% |
78% |
False |
False |
1,861 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
26.00 |
1.3% |
89% |
False |
False |
1,353 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
31.50 |
1.5% |
89% |
False |
False |
1,227 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
31.50 |
1.5% |
89% |
False |
False |
1,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,209.75 |
|
2.618 |
2,162.50 |
|
1.618 |
2,133.50 |
|
1.000 |
2,115.50 |
|
0.618 |
2,104.50 |
|
HIGH |
2,086.50 |
|
0.618 |
2,075.50 |
|
0.500 |
2,072.00 |
|
0.382 |
2,068.50 |
|
LOW |
2,057.50 |
|
0.618 |
2,039.50 |
|
1.000 |
2,028.50 |
|
1.618 |
2,010.50 |
|
2.618 |
1,981.50 |
|
4.250 |
1,934.25 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.00 |
2,072.00 |
| PP |
2,069.50 |
2,069.50 |
| S1 |
2,067.00 |
2,067.00 |
|