| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,649.5 |
9,706.0 |
56.5 |
0.6% |
9,860.5 |
| High |
9,784.5 |
9,829.5 |
45.0 |
0.5% |
9,946.0 |
| Low |
9,551.5 |
9,645.0 |
93.5 |
1.0% |
9,472.5 |
| Close |
9,726.0 |
9,797.0 |
71.0 |
0.7% |
9,650.5 |
| Range |
233.0 |
184.5 |
-48.5 |
-20.8% |
473.5 |
| ATR |
215.4 |
213.2 |
-2.2 |
-1.0% |
0.0 |
| Volume |
116,230 |
115,418 |
-812 |
-0.7% |
559,031 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,310.7 |
10,238.3 |
9,898.5 |
|
| R3 |
10,126.2 |
10,053.8 |
9,847.7 |
|
| R2 |
9,941.7 |
9,941.7 |
9,830.8 |
|
| R1 |
9,869.3 |
9,869.3 |
9,813.9 |
9,905.5 |
| PP |
9,757.2 |
9,757.2 |
9,757.2 |
9,775.3 |
| S1 |
9,684.8 |
9,684.8 |
9,780.1 |
9,721.0 |
| S2 |
9,572.7 |
9,572.7 |
9,763.2 |
|
| S3 |
9,388.2 |
9,500.3 |
9,746.3 |
|
| S4 |
9,203.7 |
9,315.8 |
9,695.5 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,110.2 |
10,853.8 |
9,910.9 |
|
| R3 |
10,636.7 |
10,380.3 |
9,780.7 |
|
| R2 |
10,163.2 |
10,163.2 |
9,737.3 |
|
| R1 |
9,906.8 |
9,906.8 |
9,693.9 |
9,798.3 |
| PP |
9,689.7 |
9,689.7 |
9,689.7 |
9,635.4 |
| S1 |
9,433.3 |
9,433.3 |
9,607.1 |
9,324.8 |
| S2 |
9,216.2 |
9,216.2 |
9,563.7 |
|
| S3 |
8,742.7 |
8,959.8 |
9,520.3 |
|
| S4 |
8,269.2 |
8,486.3 |
9,390.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,829.5 |
9,472.5 |
357.0 |
3.6% |
196.3 |
2.0% |
91% |
True |
False |
111,768 |
| 10 |
10,139.0 |
9,472.5 |
666.5 |
6.8% |
185.4 |
1.9% |
49% |
False |
False |
113,991 |
| 20 |
10,153.0 |
9,472.5 |
680.5 |
6.9% |
180.5 |
1.8% |
48% |
False |
False |
98,015 |
| 40 |
10,153.0 |
9,087.0 |
1,066.0 |
10.9% |
191.6 |
2.0% |
67% |
False |
False |
50,679 |
| 60 |
10,153.0 |
8,730.0 |
1,423.0 |
14.5% |
204.9 |
2.1% |
75% |
False |
False |
34,107 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
22.4% |
214.5 |
2.2% |
49% |
False |
False |
25,786 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
203.1 |
2.1% |
39% |
False |
False |
20,655 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
186.8 |
1.9% |
39% |
False |
False |
17,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,613.6 |
|
2.618 |
10,312.5 |
|
1.618 |
10,128.0 |
|
1.000 |
10,014.0 |
|
0.618 |
9,943.5 |
|
HIGH |
9,829.5 |
|
0.618 |
9,759.0 |
|
0.500 |
9,737.3 |
|
0.382 |
9,715.5 |
|
LOW |
9,645.0 |
|
0.618 |
9,531.0 |
|
1.000 |
9,460.5 |
|
1.618 |
9,346.5 |
|
2.618 |
9,162.0 |
|
4.250 |
8,860.9 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,777.1 |
9,761.5 |
| PP |
9,757.2 |
9,726.0 |
| S1 |
9,737.3 |
9,690.5 |
|