| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
9,972.5 |
10,215.0 |
242.5 |
2.4% |
9,649.5 |
| High |
10,183.5 |
10,408.0 |
224.5 |
2.2% |
10,137.0 |
| Low |
9,938.0 |
10,181.5 |
243.5 |
2.5% |
9,551.5 |
| Close |
10,166.5 |
10,381.5 |
215.0 |
2.1% |
10,085.5 |
| Range |
245.5 |
226.5 |
-19.0 |
-7.7% |
585.5 |
| ATR |
203.7 |
206.4 |
2.7 |
1.3% |
0.0 |
| Volume |
127,327 |
104,874 |
-22,453 |
-17.6% |
516,553 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,003.2 |
10,918.8 |
10,506.1 |
|
| R3 |
10,776.7 |
10,692.3 |
10,443.8 |
|
| R2 |
10,550.2 |
10,550.2 |
10,423.0 |
|
| R1 |
10,465.8 |
10,465.8 |
10,402.3 |
10,508.0 |
| PP |
10,323.7 |
10,323.7 |
10,323.7 |
10,344.8 |
| S1 |
10,239.3 |
10,239.3 |
10,360.7 |
10,281.5 |
| S2 |
10,097.2 |
10,097.2 |
10,340.0 |
|
| S3 |
9,870.7 |
10,012.8 |
10,319.2 |
|
| S4 |
9,644.2 |
9,786.3 |
10,256.9 |
|
|
| 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 |
10,408.0 |
9,883.0 |
525.0 |
5.1% |
167.1 |
1.6% |
95% |
True |
False |
103,421 |
| 10 |
10,408.0 |
9,472.5 |
935.5 |
9.0% |
181.7 |
1.8% |
97% |
True |
False |
107,594 |
| 20 |
10,408.0 |
9,472.5 |
935.5 |
9.0% |
181.2 |
1.7% |
97% |
True |
False |
102,551 |
| 40 |
10,408.0 |
9,158.5 |
1,249.5 |
12.0% |
188.1 |
1.8% |
98% |
True |
False |
63,514 |
| 60 |
10,408.0 |
8,730.0 |
1,678.0 |
16.2% |
200.9 |
1.9% |
98% |
True |
False |
42,642 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
21.1% |
210.7 |
2.0% |
75% |
False |
False |
32,200 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.2% |
206.4 |
2.0% |
61% |
False |
False |
25,825 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.2% |
188.5 |
1.8% |
61% |
False |
False |
21,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,370.6 |
|
2.618 |
11,001.0 |
|
1.618 |
10,774.5 |
|
1.000 |
10,634.5 |
|
0.618 |
10,548.0 |
|
HIGH |
10,408.0 |
|
0.618 |
10,321.5 |
|
0.500 |
10,294.8 |
|
0.382 |
10,268.0 |
|
LOW |
10,181.5 |
|
0.618 |
10,041.5 |
|
1.000 |
9,955.0 |
|
1.618 |
9,815.0 |
|
2.618 |
9,588.5 |
|
4.250 |
9,218.9 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,352.6 |
10,312.0 |
| PP |
10,323.7 |
10,242.5 |
| S1 |
10,294.8 |
10,173.0 |
|