| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,075.5 |
10,104.0 |
28.5 |
0.3% |
9,649.5 |
| High |
10,137.0 |
10,125.0 |
-12.0 |
-0.1% |
10,137.0 |
| Low |
10,045.5 |
10,043.0 |
-2.5 |
0.0% |
9,551.5 |
| Close |
10,121.5 |
10,085.5 |
-36.0 |
-0.4% |
10,085.5 |
| Range |
91.5 |
82.0 |
-9.5 |
-10.4% |
585.5 |
| ATR |
209.7 |
200.5 |
-9.1 |
-4.3% |
0.0 |
| Volume |
83,296 |
103,782 |
20,486 |
24.6% |
516,553 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,330.5 |
10,290.0 |
10,130.6 |
|
| R3 |
10,248.5 |
10,208.0 |
10,108.1 |
|
| R2 |
10,166.5 |
10,166.5 |
10,100.5 |
|
| R1 |
10,126.0 |
10,126.0 |
10,093.0 |
10,105.3 |
| PP |
10,084.5 |
10,084.5 |
10,084.5 |
10,074.1 |
| S1 |
10,044.0 |
10,044.0 |
10,078.0 |
10,023.3 |
| S2 |
10,002.5 |
10,002.5 |
10,070.5 |
|
| S3 |
9,920.5 |
9,962.0 |
10,063.0 |
|
| S4 |
9,838.5 |
9,880.0 |
10,040.4 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,681.2 |
11,468.8 |
10,407.5 |
|
| R3 |
11,095.7 |
10,883.3 |
10,246.5 |
|
| R2 |
10,510.2 |
10,510.2 |
10,192.8 |
|
| R1 |
10,297.8 |
10,297.8 |
10,139.2 |
10,404.0 |
| PP |
9,924.7 |
9,924.7 |
9,924.7 |
9,977.8 |
| S1 |
9,712.3 |
9,712.3 |
10,031.8 |
9,818.5 |
| S2 |
9,339.2 |
9,339.2 |
9,978.2 |
|
| S3 |
8,753.7 |
9,126.8 |
9,924.5 |
|
| S4 |
8,168.2 |
8,541.3 |
9,763.5 |
|
|
| 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% |
156.2 |
1.5% |
91% |
False |
False |
103,310 |
| 10 |
10,137.0 |
9,472.5 |
664.5 |
6.6% |
172.8 |
1.7% |
92% |
False |
False |
107,558 |
| 20 |
10,153.0 |
9,472.5 |
680.5 |
6.7% |
180.9 |
1.8% |
90% |
False |
False |
100,547 |
| 40 |
10,153.0 |
9,158.5 |
994.5 |
9.9% |
184.7 |
1.8% |
93% |
False |
False |
57,716 |
| 60 |
10,153.0 |
8,730.0 |
1,423.0 |
14.1% |
200.2 |
2.0% |
95% |
False |
False |
38,783 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
21.7% |
211.2 |
2.1% |
62% |
False |
False |
29,334 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.0% |
203.3 |
2.0% |
50% |
False |
False |
23,503 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.0% |
186.1 |
1.8% |
50% |
False |
False |
19,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,473.5 |
|
2.618 |
10,339.7 |
|
1.618 |
10,257.7 |
|
1.000 |
10,207.0 |
|
0.618 |
10,175.7 |
|
HIGH |
10,125.0 |
|
0.618 |
10,093.7 |
|
0.500 |
10,084.0 |
|
0.382 |
10,074.3 |
|
LOW |
10,043.0 |
|
0.618 |
9,992.3 |
|
1.000 |
9,961.0 |
|
1.618 |
9,910.3 |
|
2.618 |
9,828.3 |
|
4.250 |
9,694.5 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,085.0 |
10,060.3 |
| PP |
10,084.5 |
10,035.2 |
| S1 |
10,084.0 |
10,010.0 |
|