| 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 |
1,245.7 |
1,251.8 |
6.1 |
0.5% |
1,241.2 |
| High |
1,251.1 |
1,257.3 |
6.2 |
0.5% |
1,277.1 |
| Low |
1,238.2 |
1,247.2 |
9.0 |
0.7% |
1,234.2 |
| Close |
1,248.5 |
1,255.7 |
7.2 |
0.6% |
1,235.0 |
| Range |
12.9 |
10.1 |
-2.8 |
-21.7% |
42.9 |
| ATR |
18.4 |
17.8 |
-0.6 |
-3.2% |
0.0 |
| Volume |
1,516 |
2,469 |
953 |
62.9% |
8,959 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.7 |
1,279.8 |
1,261.3 |
|
| R3 |
1,273.6 |
1,269.7 |
1,258.5 |
|
| R2 |
1,263.5 |
1,263.5 |
1,257.6 |
|
| R1 |
1,259.6 |
1,259.6 |
1,256.6 |
1,261.6 |
| PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,254.4 |
| S1 |
1,249.5 |
1,249.5 |
1,254.8 |
1,251.5 |
| S2 |
1,243.3 |
1,243.3 |
1,253.8 |
|
| S3 |
1,233.2 |
1,239.4 |
1,252.9 |
|
| S4 |
1,223.1 |
1,229.3 |
1,250.1 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.5 |
1,349.1 |
1,258.6 |
|
| R3 |
1,334.6 |
1,306.2 |
1,246.8 |
|
| R2 |
1,291.7 |
1,291.7 |
1,242.9 |
|
| R1 |
1,263.3 |
1,263.3 |
1,238.9 |
1,256.1 |
| PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,245.1 |
| S1 |
1,220.4 |
1,220.4 |
1,231.1 |
1,213.2 |
| S2 |
1,205.9 |
1,205.9 |
1,227.1 |
|
| S3 |
1,163.0 |
1,177.5 |
1,223.2 |
|
| S4 |
1,120.1 |
1,134.6 |
1,211.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.1 |
1,234.2 |
42.9 |
3.4% |
16.4 |
1.3% |
50% |
False |
False |
1,937 |
| 10 |
1,277.1 |
1,230.7 |
46.4 |
3.7% |
16.4 |
1.3% |
54% |
False |
False |
1,729 |
| 20 |
1,277.1 |
1,215.0 |
62.1 |
4.9% |
15.8 |
1.3% |
66% |
False |
False |
2,240 |
| 40 |
1,288.0 |
1,213.1 |
74.9 |
6.0% |
19.0 |
1.5% |
57% |
False |
False |
2,183 |
| 60 |
1,288.0 |
1,126.1 |
161.9 |
12.9% |
20.7 |
1.7% |
80% |
False |
False |
2,098 |
| 80 |
1,288.0 |
1,066.0 |
222.0 |
17.7% |
18.7 |
1.5% |
85% |
False |
False |
1,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.2 |
|
2.618 |
1,283.7 |
|
1.618 |
1,273.6 |
|
1.000 |
1,267.4 |
|
0.618 |
1,263.5 |
|
HIGH |
1,257.3 |
|
0.618 |
1,253.4 |
|
0.500 |
1,252.3 |
|
0.382 |
1,251.1 |
|
LOW |
1,247.2 |
|
0.618 |
1,241.0 |
|
1.000 |
1,237.1 |
|
1.618 |
1,230.9 |
|
2.618 |
1,220.8 |
|
4.250 |
1,204.3 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.6 |
1,253.0 |
| PP |
1,253.4 |
1,250.3 |
| S1 |
1,252.3 |
1,247.6 |
|