| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,342.0 |
10,495.5 |
153.5 |
1.5% |
9,649.5 |
| High |
10,495.0 |
10,522.0 |
27.0 |
0.3% |
10,137.0 |
| Low |
10,313.5 |
10,371.0 |
57.5 |
0.6% |
9,551.5 |
| Close |
10,473.5 |
10,485.0 |
11.5 |
0.1% |
10,085.5 |
| Range |
181.5 |
151.0 |
-30.5 |
-16.8% |
585.5 |
| ATR |
204.7 |
200.8 |
-3.8 |
-1.9% |
0.0 |
| Volume |
108,190 |
91,755 |
-16,435 |
-15.2% |
516,553 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,912.3 |
10,849.7 |
10,568.1 |
|
| R3 |
10,761.3 |
10,698.7 |
10,526.5 |
|
| R2 |
10,610.3 |
10,610.3 |
10,512.7 |
|
| R1 |
10,547.7 |
10,547.7 |
10,498.8 |
10,503.5 |
| PP |
10,459.3 |
10,459.3 |
10,459.3 |
10,437.3 |
| S1 |
10,396.7 |
10,396.7 |
10,471.2 |
10,352.5 |
| S2 |
10,308.3 |
10,308.3 |
10,457.3 |
|
| S3 |
10,157.3 |
10,245.7 |
10,443.5 |
|
| S4 |
10,006.3 |
10,094.7 |
10,402.0 |
|
|
| 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 |
10,522.0 |
9,938.0 |
584.0 |
5.6% |
177.3 |
1.7% |
94% |
True |
False |
107,185 |
| 10 |
10,522.0 |
9,551.5 |
970.5 |
9.3% |
172.3 |
1.6% |
96% |
True |
False |
106,378 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.0% |
173.5 |
1.7% |
96% |
True |
False |
101,763 |
| 40 |
10,522.0 |
9,158.5 |
1,363.5 |
13.0% |
189.8 |
1.8% |
97% |
True |
False |
68,462 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.1% |
199.4 |
1.9% |
98% |
True |
False |
45,944 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
20.9% |
209.6 |
2.0% |
80% |
False |
False |
34,696 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.0% |
207.1 |
2.0% |
64% |
False |
False |
27,824 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.0% |
189.7 |
1.8% |
64% |
False |
False |
23,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,163.8 |
|
2.618 |
10,917.3 |
|
1.618 |
10,766.3 |
|
1.000 |
10,673.0 |
|
0.618 |
10,615.3 |
|
HIGH |
10,522.0 |
|
0.618 |
10,464.3 |
|
0.500 |
10,446.5 |
|
0.382 |
10,428.7 |
|
LOW |
10,371.0 |
|
0.618 |
10,277.7 |
|
1.000 |
10,220.0 |
|
1.618 |
10,126.7 |
|
2.618 |
9,975.7 |
|
4.250 |
9,729.3 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,472.2 |
10,440.6 |
| PP |
10,459.3 |
10,396.2 |
| S1 |
10,446.5 |
10,351.8 |
|