| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,215.0 |
10,342.0 |
127.0 |
1.2% |
9,649.5 |
| High |
10,408.0 |
10,495.0 |
87.0 |
0.8% |
10,137.0 |
| Low |
10,181.5 |
10,313.5 |
132.0 |
1.3% |
9,551.5 |
| Close |
10,381.5 |
10,473.5 |
92.0 |
0.9% |
10,085.5 |
| Range |
226.5 |
181.5 |
-45.0 |
-19.9% |
585.5 |
| ATR |
206.4 |
204.7 |
-1.8 |
-0.9% |
0.0 |
| Volume |
104,874 |
108,190 |
3,316 |
3.2% |
516,553 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,971.8 |
10,904.2 |
10,573.3 |
|
| R3 |
10,790.3 |
10,722.7 |
10,523.4 |
|
| R2 |
10,608.8 |
10,608.8 |
10,506.8 |
|
| R1 |
10,541.2 |
10,541.2 |
10,490.1 |
10,575.0 |
| PP |
10,427.3 |
10,427.3 |
10,427.3 |
10,444.3 |
| S1 |
10,359.7 |
10,359.7 |
10,456.9 |
10,393.5 |
| S2 |
10,245.8 |
10,245.8 |
10,440.2 |
|
| S3 |
10,064.3 |
10,178.2 |
10,423.6 |
|
| S4 |
9,882.8 |
9,996.7 |
10,373.7 |
|
|
| 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 |
10,495.0 |
9,938.0 |
557.0 |
5.3% |
165.4 |
1.6% |
96% |
True |
False |
105,493 |
| 10 |
10,495.0 |
9,472.5 |
1,022.5 |
9.8% |
183.6 |
1.8% |
98% |
True |
False |
106,866 |
| 20 |
10,495.0 |
9,472.5 |
1,022.5 |
9.8% |
178.3 |
1.7% |
98% |
True |
False |
102,147 |
| 40 |
10,495.0 |
9,158.5 |
1,336.5 |
12.8% |
189.1 |
1.8% |
98% |
True |
False |
66,205 |
| 60 |
10,495.0 |
8,730.0 |
1,765.0 |
16.9% |
201.6 |
1.9% |
99% |
True |
False |
44,429 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
20.9% |
210.1 |
2.0% |
80% |
False |
False |
33,550 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.0% |
206.7 |
2.0% |
64% |
False |
False |
26,906 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.0% |
189.9 |
1.8% |
64% |
False |
False |
22,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,266.4 |
|
2.618 |
10,970.2 |
|
1.618 |
10,788.7 |
|
1.000 |
10,676.5 |
|
0.618 |
10,607.2 |
|
HIGH |
10,495.0 |
|
0.618 |
10,425.7 |
|
0.500 |
10,404.3 |
|
0.382 |
10,382.8 |
|
LOW |
10,313.5 |
|
0.618 |
10,201.3 |
|
1.000 |
10,132.0 |
|
1.618 |
10,019.8 |
|
2.618 |
9,838.3 |
|
4.250 |
9,542.1 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,450.4 |
10,387.8 |
| PP |
10,427.3 |
10,302.2 |
| S1 |
10,404.3 |
10,216.5 |
|