| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,104.0 |
9,972.5 |
-131.5 |
-1.3% |
9,649.5 |
| High |
10,125.0 |
10,183.5 |
58.5 |
0.6% |
10,137.0 |
| Low |
10,043.0 |
9,938.0 |
-105.0 |
-1.0% |
9,551.5 |
| Close |
10,085.5 |
10,166.5 |
81.0 |
0.8% |
10,085.5 |
| Range |
82.0 |
245.5 |
163.5 |
199.4% |
585.5 |
| ATR |
200.5 |
203.7 |
3.2 |
1.6% |
0.0 |
| Volume |
103,782 |
127,327 |
23,545 |
22.7% |
516,553 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,832.5 |
10,745.0 |
10,301.5 |
|
| R3 |
10,587.0 |
10,499.5 |
10,234.0 |
|
| R2 |
10,341.5 |
10,341.5 |
10,211.5 |
|
| R1 |
10,254.0 |
10,254.0 |
10,189.0 |
10,297.8 |
| PP |
10,096.0 |
10,096.0 |
10,096.0 |
10,117.9 |
| S1 |
10,008.5 |
10,008.5 |
10,144.0 |
10,052.3 |
| S2 |
9,850.5 |
9,850.5 |
10,121.5 |
|
| S3 |
9,605.0 |
9,763.0 |
10,099.0 |
|
| S4 |
9,359.5 |
9,517.5 |
10,031.5 |
|
|
| 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 |
10,183.5 |
9,645.0 |
538.5 |
5.3% |
158.7 |
1.6% |
97% |
True |
False |
105,530 |
| 10 |
10,183.5 |
9,472.5 |
711.0 |
7.0% |
179.5 |
1.8% |
98% |
True |
False |
108,453 |
| 20 |
10,183.5 |
9,472.5 |
711.0 |
7.0% |
176.9 |
1.7% |
98% |
True |
False |
101,990 |
| 40 |
10,183.5 |
9,158.5 |
1,025.0 |
10.1% |
186.0 |
1.8% |
98% |
True |
False |
60,895 |
| 60 |
10,183.5 |
8,730.0 |
1,453.5 |
14.3% |
198.8 |
2.0% |
99% |
True |
False |
40,900 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
21.5% |
211.7 |
2.1% |
66% |
False |
False |
30,908 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.8% |
204.9 |
2.0% |
53% |
False |
False |
24,776 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.8% |
186.6 |
1.8% |
53% |
False |
False |
20,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,226.9 |
|
2.618 |
10,826.2 |
|
1.618 |
10,580.7 |
|
1.000 |
10,429.0 |
|
0.618 |
10,335.2 |
|
HIGH |
10,183.5 |
|
0.618 |
10,089.7 |
|
0.500 |
10,060.8 |
|
0.382 |
10,031.8 |
|
LOW |
9,938.0 |
|
0.618 |
9,786.3 |
|
1.000 |
9,692.5 |
|
1.618 |
9,540.8 |
|
2.618 |
9,295.3 |
|
4.250 |
8,894.6 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,131.3 |
10,131.3 |
| PP |
10,096.0 |
10,096.0 |
| S1 |
10,060.8 |
10,060.8 |
|