| 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 |
17,837 |
17,792 |
-45 |
-0.3% |
17,614 |
| High |
17,875 |
17,900 |
25 |
0.1% |
17,989 |
| Low |
17,768 |
17,763 |
-5 |
0.0% |
17,614 |
| Close |
17,829 |
17,873 |
44 |
0.2% |
17,826 |
| Range |
107 |
137 |
30 |
28.0% |
375 |
| ATR |
145 |
145 |
-1 |
-0.4% |
0 |
| Volume |
36 |
26 |
-10 |
-27.8% |
468 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,256 |
18,202 |
17,948 |
|
| R3 |
18,119 |
18,065 |
17,911 |
|
| R2 |
17,982 |
17,982 |
17,898 |
|
| R1 |
17,928 |
17,928 |
17,886 |
17,955 |
| PP |
17,845 |
17,845 |
17,845 |
17,859 |
| S1 |
17,791 |
17,791 |
17,861 |
17,818 |
| S2 |
17,708 |
17,708 |
17,848 |
|
| S3 |
17,571 |
17,654 |
17,835 |
|
| S4 |
17,434 |
17,517 |
17,798 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,935 |
18,755 |
18,032 |
|
| R3 |
18,560 |
18,380 |
17,929 |
|
| R2 |
18,185 |
18,185 |
17,895 |
|
| R1 |
18,005 |
18,005 |
17,861 |
18,095 |
| PP |
17,810 |
17,810 |
17,810 |
17,855 |
| S1 |
17,630 |
17,630 |
17,792 |
17,720 |
| S2 |
17,435 |
17,435 |
17,757 |
|
| S3 |
17,060 |
17,255 |
17,723 |
|
| S4 |
16,685 |
16,880 |
17,620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,985 |
17,700 |
285 |
1.6% |
130 |
0.7% |
61% |
False |
False |
42 |
| 10 |
17,989 |
17,614 |
375 |
2.1% |
133 |
0.7% |
69% |
False |
False |
74 |
| 20 |
17,989 |
17,330 |
659 |
3.7% |
145 |
0.8% |
82% |
False |
False |
100 |
| 40 |
17,989 |
16,599 |
1,390 |
7.8% |
135 |
0.8% |
92% |
False |
False |
76 |
| 60 |
17,989 |
15,450 |
2,539 |
14.2% |
127 |
0.7% |
95% |
False |
False |
54 |
| 80 |
17,989 |
15,450 |
2,539 |
14.2% |
139 |
0.8% |
95% |
False |
False |
42 |
| 100 |
17,989 |
15,450 |
2,539 |
14.2% |
114 |
0.6% |
95% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,482 |
|
2.618 |
18,259 |
|
1.618 |
18,122 |
|
1.000 |
18,037 |
|
0.618 |
17,985 |
|
HIGH |
17,900 |
|
0.618 |
17,848 |
|
0.500 |
17,832 |
|
0.382 |
17,815 |
|
LOW |
17,763 |
|
0.618 |
17,678 |
|
1.000 |
17,626 |
|
1.618 |
17,541 |
|
2.618 |
17,404 |
|
4.250 |
17,181 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,859 |
17,849 |
| PP |
17,845 |
17,824 |
| S1 |
17,832 |
17,800 |
|