| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,883.0 |
10,075.5 |
192.5 |
1.9% |
9,860.5 |
| High |
10,073.0 |
10,137.0 |
64.0 |
0.6% |
9,946.0 |
| Low |
9,883.0 |
10,045.5 |
162.5 |
1.6% |
9,472.5 |
| Close |
10,031.5 |
10,121.5 |
90.0 |
0.9% |
9,650.5 |
| Range |
190.0 |
91.5 |
-98.5 |
-51.8% |
473.5 |
| ATR |
217.7 |
209.7 |
-8.0 |
-3.7% |
0.0 |
| Volume |
97,827 |
83,296 |
-14,531 |
-14.9% |
559,031 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,375.8 |
10,340.2 |
10,171.8 |
|
| R3 |
10,284.3 |
10,248.7 |
10,146.7 |
|
| R2 |
10,192.8 |
10,192.8 |
10,138.3 |
|
| R1 |
10,157.2 |
10,157.2 |
10,129.9 |
10,175.0 |
| PP |
10,101.3 |
10,101.3 |
10,101.3 |
10,110.3 |
| S1 |
10,065.7 |
10,065.7 |
10,113.1 |
10,083.5 |
| S2 |
10,009.8 |
10,009.8 |
10,104.7 |
|
| S3 |
9,918.3 |
9,974.2 |
10,096.3 |
|
| S4 |
9,826.8 |
9,882.7 |
10,071.2 |
|
|
| 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 |
10,137.0 |
9,551.5 |
585.5 |
5.8% |
167.3 |
1.7% |
97% |
True |
False |
105,571 |
| 10 |
10,137.0 |
9,472.5 |
664.5 |
6.6% |
185.3 |
1.8% |
98% |
True |
False |
108,792 |
| 20 |
10,153.0 |
9,472.5 |
680.5 |
6.7% |
181.8 |
1.8% |
95% |
False |
False |
99,597 |
| 40 |
10,153.0 |
9,158.5 |
994.5 |
9.8% |
189.6 |
1.9% |
97% |
False |
False |
55,154 |
| 60 |
10,153.0 |
8,730.0 |
1,423.0 |
14.1% |
203.0 |
2.0% |
98% |
False |
False |
37,072 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
21.6% |
212.8 |
2.1% |
64% |
False |
False |
28,041 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.9% |
203.4 |
2.0% |
51% |
False |
False |
22,466 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.9% |
188.0 |
1.9% |
51% |
False |
False |
18,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,525.9 |
|
2.618 |
10,376.5 |
|
1.618 |
10,285.0 |
|
1.000 |
10,228.5 |
|
0.618 |
10,193.5 |
|
HIGH |
10,137.0 |
|
0.618 |
10,102.0 |
|
0.500 |
10,091.3 |
|
0.382 |
10,080.5 |
|
LOW |
10,045.5 |
|
0.618 |
9,989.0 |
|
1.000 |
9,954.0 |
|
1.618 |
9,897.5 |
|
2.618 |
9,806.0 |
|
4.250 |
9,656.6 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,111.4 |
10,044.7 |
| PP |
10,101.3 |
9,967.8 |
| S1 |
10,091.3 |
9,891.0 |
|