| 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 |
17,455 |
17,515 |
60 |
0.3% |
16,535 |
| High |
17,570 |
17,565 |
-5 |
0.0% |
17,820 |
| Low |
17,255 |
17,285 |
30 |
0.2% |
16,290 |
| Close |
17,540 |
17,555 |
15 |
0.1% |
17,800 |
| Range |
315 |
280 |
-35 |
-11.1% |
1,530 |
| ATR |
417 |
407 |
-10 |
-2.3% |
0 |
| Volume |
14,462 |
17,887 |
3,425 |
23.7% |
94,841 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,308 |
18,212 |
17,709 |
|
| R3 |
18,028 |
17,932 |
17,632 |
|
| R2 |
17,748 |
17,748 |
17,606 |
|
| R1 |
17,652 |
17,652 |
17,581 |
17,700 |
| PP |
17,468 |
17,468 |
17,468 |
17,493 |
| S1 |
17,372 |
17,372 |
17,529 |
17,420 |
| S2 |
17,188 |
17,188 |
17,504 |
|
| S3 |
16,908 |
17,092 |
17,478 |
|
| S4 |
16,628 |
16,812 |
17,401 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,893 |
21,377 |
18,642 |
|
| R3 |
20,363 |
19,847 |
18,221 |
|
| R2 |
18,833 |
18,833 |
18,081 |
|
| R1 |
18,317 |
18,317 |
17,940 |
18,575 |
| PP |
17,303 |
17,303 |
17,303 |
17,433 |
| S1 |
16,787 |
16,787 |
17,660 |
17,045 |
| S2 |
15,773 |
15,773 |
17,520 |
|
| S3 |
14,243 |
15,257 |
17,379 |
|
| S4 |
12,713 |
13,727 |
16,959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,825 |
17,185 |
640 |
3.6% |
383 |
2.2% |
58% |
False |
False |
18,040 |
| 10 |
17,825 |
16,290 |
1,535 |
8.7% |
399 |
2.3% |
82% |
False |
False |
17,826 |
| 20 |
17,825 |
15,375 |
2,450 |
14.0% |
432 |
2.5% |
89% |
False |
False |
18,624 |
| 40 |
17,825 |
15,375 |
2,450 |
14.0% |
391 |
2.2% |
89% |
False |
False |
15,075 |
| 60 |
17,825 |
14,820 |
3,005 |
17.1% |
387 |
2.2% |
91% |
False |
False |
10,097 |
| 80 |
18,690 |
14,820 |
3,870 |
22.0% |
370 |
2.1% |
71% |
False |
False |
7,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,755 |
|
2.618 |
18,298 |
|
1.618 |
18,018 |
|
1.000 |
17,845 |
|
0.618 |
17,738 |
|
HIGH |
17,565 |
|
0.618 |
17,458 |
|
0.500 |
17,425 |
|
0.382 |
17,392 |
|
LOW |
17,285 |
|
0.618 |
17,112 |
|
1.000 |
17,005 |
|
1.618 |
16,832 |
|
2.618 |
16,552 |
|
4.250 |
16,095 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,512 |
17,550 |
| PP |
17,468 |
17,545 |
| S1 |
17,425 |
17,540 |
|