| 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 |
2,081.00 |
2,065.50 |
-15.50 |
-0.7% |
2,081.25 |
| High |
2,086.50 |
2,068.00 |
-18.50 |
-0.9% |
2,086.50 |
| Low |
2,057.50 |
2,038.00 |
-19.50 |
-0.9% |
2,038.00 |
| Close |
2,064.50 |
2,051.25 |
-13.25 |
-0.6% |
2,051.25 |
| Range |
29.00 |
30.00 |
1.00 |
3.4% |
48.50 |
| ATR |
21.36 |
21.98 |
0.62 |
2.9% |
0.00 |
| Volume |
8,977 |
7,795 |
-1,182 |
-13.2% |
21,968 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.50 |
2,126.75 |
2,067.75 |
|
| R3 |
2,112.50 |
2,096.75 |
2,059.50 |
|
| R2 |
2,082.50 |
2,082.50 |
2,056.75 |
|
| R1 |
2,066.75 |
2,066.75 |
2,054.00 |
2,059.50 |
| PP |
2,052.50 |
2,052.50 |
2,052.50 |
2,048.75 |
| S1 |
2,036.75 |
2,036.75 |
2,048.50 |
2,029.50 |
| S2 |
2,022.50 |
2,022.50 |
2,045.75 |
|
| S3 |
1,992.50 |
2,006.75 |
2,043.00 |
|
| S4 |
1,962.50 |
1,976.75 |
2,034.75 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.00 |
2,176.25 |
2,078.00 |
|
| R3 |
2,155.50 |
2,127.75 |
2,064.50 |
|
| R2 |
2,107.00 |
2,107.00 |
2,060.25 |
|
| R1 |
2,079.25 |
2,079.25 |
2,055.75 |
2,069.00 |
| PP |
2,058.50 |
2,058.50 |
2,058.50 |
2,053.50 |
| S1 |
2,030.75 |
2,030.75 |
2,046.75 |
2,020.50 |
| S2 |
2,010.00 |
2,010.00 |
2,042.25 |
|
| S3 |
1,961.50 |
1,982.25 |
2,038.00 |
|
| S4 |
1,913.00 |
1,933.75 |
2,024.50 |
|
|
| 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 |
2,038.00 |
48.50 |
2.4% |
21.50 |
1.0% |
27% |
False |
True |
4,393 |
| 10 |
2,097.00 |
2,038.00 |
59.00 |
2.9% |
21.00 |
1.0% |
22% |
False |
True |
3,428 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.9% |
21.50 |
1.0% |
42% |
False |
False |
2,940 |
| 40 |
2,097.00 |
1,950.50 |
146.50 |
7.1% |
21.50 |
1.0% |
69% |
False |
False |
2,054 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
25.75 |
1.3% |
85% |
False |
False |
1,475 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
31.50 |
1.5% |
85% |
False |
False |
1,318 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
31.25 |
1.5% |
85% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.50 |
|
2.618 |
2,146.50 |
|
1.618 |
2,116.50 |
|
1.000 |
2,098.00 |
|
0.618 |
2,086.50 |
|
HIGH |
2,068.00 |
|
0.618 |
2,056.50 |
|
0.500 |
2,053.00 |
|
0.382 |
2,049.50 |
|
LOW |
2,038.00 |
|
0.618 |
2,019.50 |
|
1.000 |
2,008.00 |
|
1.618 |
1,989.50 |
|
2.618 |
1,959.50 |
|
4.250 |
1,910.50 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.00 |
2,062.25 |
| PP |
2,052.50 |
2,058.50 |
| S1 |
2,051.75 |
2,055.00 |
|