| 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 |
1,245.7 |
1,247.3 |
1.6 |
0.1% |
1,236.3 |
| High |
1,254.6 |
1,271.7 |
17.1 |
1.4% |
1,272.4 |
| Low |
1,240.7 |
1,239.1 |
-1.6 |
-0.1% |
1,228.5 |
| Close |
1,250.4 |
1,266.4 |
16.0 |
1.3% |
1,230.0 |
| Range |
13.9 |
32.6 |
18.7 |
134.5% |
43.9 |
| ATR |
19.5 |
20.5 |
0.9 |
4.8% |
0.0 |
| Volume |
171,510 |
227,214 |
55,704 |
32.5% |
1,013,732 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.9 |
1,344.2 |
1,284.3 |
|
| R3 |
1,324.3 |
1,311.6 |
1,275.4 |
|
| R2 |
1,291.7 |
1,291.7 |
1,272.4 |
|
| R1 |
1,279.0 |
1,279.0 |
1,269.4 |
1,285.4 |
| PP |
1,259.1 |
1,259.1 |
1,259.1 |
1,262.2 |
| S1 |
1,246.4 |
1,246.4 |
1,263.4 |
1,252.8 |
| S2 |
1,226.5 |
1,226.5 |
1,260.4 |
|
| S3 |
1,193.9 |
1,213.8 |
1,257.4 |
|
| S4 |
1,161.3 |
1,181.2 |
1,248.5 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.3 |
1,346.6 |
1,254.1 |
|
| R3 |
1,331.4 |
1,302.7 |
1,242.1 |
|
| R2 |
1,287.5 |
1,287.5 |
1,238.0 |
|
| R1 |
1,258.8 |
1,258.8 |
1,234.0 |
1,251.2 |
| PP |
1,243.6 |
1,243.6 |
1,243.6 |
1,239.9 |
| S1 |
1,214.9 |
1,214.9 |
1,226.0 |
1,207.3 |
| S2 |
1,199.7 |
1,199.7 |
1,222.0 |
|
| S3 |
1,155.8 |
1,171.0 |
1,217.9 |
|
| S4 |
1,111.9 |
1,127.1 |
1,205.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,271.7 |
1,228.5 |
43.2 |
3.4% |
19.7 |
1.6% |
88% |
True |
False |
175,420 |
| 10 |
1,272.4 |
1,226.8 |
45.6 |
3.6% |
19.4 |
1.5% |
87% |
False |
False |
180,260 |
| 20 |
1,272.4 |
1,210.3 |
62.1 |
4.9% |
18.6 |
1.5% |
90% |
False |
False |
169,186 |
| 40 |
1,287.8 |
1,207.7 |
80.1 |
6.3% |
21.1 |
1.7% |
73% |
False |
False |
113,585 |
| 60 |
1,287.8 |
1,125.9 |
161.9 |
12.8% |
22.7 |
1.8% |
87% |
False |
False |
78,285 |
| 80 |
1,287.8 |
1,071.8 |
216.0 |
17.1% |
20.7 |
1.6% |
90% |
False |
False |
60,034 |
| 100 |
1,287.8 |
1,048.3 |
239.5 |
18.9% |
19.2 |
1.5% |
91% |
False |
False |
48,374 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.0% |
18.2 |
1.4% |
91% |
False |
False |
40,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,410.3 |
|
2.618 |
1,357.0 |
|
1.618 |
1,324.4 |
|
1.000 |
1,304.3 |
|
0.618 |
1,291.8 |
|
HIGH |
1,271.7 |
|
0.618 |
1,259.2 |
|
0.500 |
1,255.4 |
|
0.382 |
1,251.6 |
|
LOW |
1,239.1 |
|
0.618 |
1,219.0 |
|
1.000 |
1,206.5 |
|
1.618 |
1,186.4 |
|
2.618 |
1,153.8 |
|
4.250 |
1,100.6 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.7 |
1,261.7 |
| PP |
1,259.1 |
1,256.9 |
| S1 |
1,255.4 |
1,252.2 |
|