| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,706.0 |
9,883.0 |
177.0 |
1.8% |
9,860.5 |
| High |
9,829.5 |
10,073.0 |
243.5 |
2.5% |
9,946.0 |
| Low |
9,645.0 |
9,883.0 |
238.0 |
2.5% |
9,472.5 |
| Close |
9,797.0 |
10,031.5 |
234.5 |
2.4% |
9,650.5 |
| Range |
184.5 |
190.0 |
5.5 |
3.0% |
473.5 |
| ATR |
213.2 |
217.7 |
4.5 |
2.1% |
0.0 |
| Volume |
115,418 |
97,827 |
-17,591 |
-15.2% |
559,031 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,565.8 |
10,488.7 |
10,136.0 |
|
| R3 |
10,375.8 |
10,298.7 |
10,083.8 |
|
| R2 |
10,185.8 |
10,185.8 |
10,066.3 |
|
| R1 |
10,108.7 |
10,108.7 |
10,048.9 |
10,147.3 |
| PP |
9,995.8 |
9,995.8 |
9,995.8 |
10,015.1 |
| S1 |
9,918.7 |
9,918.7 |
10,014.1 |
9,957.3 |
| S2 |
9,805.8 |
9,805.8 |
9,996.7 |
|
| S3 |
9,615.8 |
9,728.7 |
9,979.3 |
|
| S4 |
9,425.8 |
9,538.7 |
9,927.0 |
|
|
| 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 |
10,073.0 |
9,472.5 |
600.5 |
6.0% |
201.7 |
2.0% |
93% |
True |
False |
108,239 |
| 10 |
10,073.0 |
9,472.5 |
600.5 |
6.0% |
186.9 |
1.9% |
93% |
True |
False |
114,814 |
| 20 |
10,153.0 |
9,472.5 |
680.5 |
6.8% |
181.4 |
1.8% |
82% |
False |
False |
99,366 |
| 40 |
10,153.0 |
9,123.0 |
1,030.0 |
10.3% |
191.6 |
1.9% |
88% |
False |
False |
53,117 |
| 60 |
10,153.0 |
8,730.0 |
1,423.0 |
14.2% |
205.2 |
2.0% |
91% |
False |
False |
35,707 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
21.8% |
214.0 |
2.1% |
59% |
False |
False |
27,007 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
203.8 |
2.0% |
48% |
False |
False |
21,633 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
187.9 |
1.9% |
48% |
False |
False |
18,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,880.5 |
|
2.618 |
10,570.4 |
|
1.618 |
10,380.4 |
|
1.000 |
10,263.0 |
|
0.618 |
10,190.4 |
|
HIGH |
10,073.0 |
|
0.618 |
10,000.4 |
|
0.500 |
9,978.0 |
|
0.382 |
9,955.6 |
|
LOW |
9,883.0 |
|
0.618 |
9,765.6 |
|
1.000 |
9,693.0 |
|
1.618 |
9,575.6 |
|
2.618 |
9,385.6 |
|
4.250 |
9,075.5 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,013.7 |
9,958.4 |
| PP |
9,995.8 |
9,885.3 |
| S1 |
9,978.0 |
9,812.3 |
|