| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
10,495.5 |
10,428.0 |
-67.5 |
-0.6% |
9,972.5 |
| High |
10,522.0 |
10,462.0 |
-60.0 |
-0.6% |
10,522.0 |
| Low |
10,371.0 |
10,357.0 |
-14.0 |
-0.1% |
9,938.0 |
| Close |
10,485.0 |
10,396.5 |
-88.5 |
-0.8% |
10,396.5 |
| Range |
151.0 |
105.0 |
-46.0 |
-30.5% |
584.0 |
| ATR |
200.8 |
195.6 |
-5.2 |
-2.6% |
0.0 |
| Volume |
91,755 |
111,518 |
19,763 |
21.5% |
543,664 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,720.2 |
10,663.3 |
10,454.3 |
|
| R3 |
10,615.2 |
10,558.3 |
10,425.4 |
|
| R2 |
10,510.2 |
10,510.2 |
10,415.8 |
|
| R1 |
10,453.3 |
10,453.3 |
10,406.1 |
10,429.3 |
| PP |
10,405.2 |
10,405.2 |
10,405.2 |
10,393.1 |
| S1 |
10,348.3 |
10,348.3 |
10,386.9 |
10,324.3 |
| S2 |
10,300.2 |
10,300.2 |
10,377.3 |
|
| S3 |
10,195.2 |
10,243.3 |
10,367.6 |
|
| S4 |
10,090.2 |
10,138.3 |
10,338.8 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,037.5 |
11,801.0 |
10,717.7 |
|
| R3 |
11,453.5 |
11,217.0 |
10,557.1 |
|
| R2 |
10,869.5 |
10,869.5 |
10,503.6 |
|
| R1 |
10,633.0 |
10,633.0 |
10,450.0 |
10,751.3 |
| PP |
10,285.5 |
10,285.5 |
10,285.5 |
10,344.6 |
| S1 |
10,049.0 |
10,049.0 |
10,343.0 |
10,167.3 |
| S2 |
9,701.5 |
9,701.5 |
10,289.4 |
|
| S3 |
9,117.5 |
9,465.0 |
10,235.9 |
|
| S4 |
8,533.5 |
8,881.0 |
10,075.3 |
|
|
| 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% |
181.9 |
1.7% |
79% |
False |
False |
108,732 |
| 10 |
10,522.0 |
9,551.5 |
970.5 |
9.3% |
169.1 |
1.6% |
87% |
False |
False |
106,021 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.1% |
171.1 |
1.6% |
88% |
False |
False |
107,265 |
| 40 |
10,522.0 |
9,233.5 |
1,288.5 |
12.4% |
185.1 |
1.8% |
90% |
False |
False |
71,244 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.2% |
197.9 |
1.9% |
93% |
False |
False |
47,793 |
| 80 |
10,920.5 |
8,730.0 |
2,190.5 |
21.1% |
209.4 |
2.0% |
76% |
False |
False |
36,087 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
26.2% |
206.6 |
2.0% |
61% |
False |
False |
28,938 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.2% |
189.9 |
1.8% |
61% |
False |
False |
24,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,908.3 |
|
2.618 |
10,736.9 |
|
1.618 |
10,631.9 |
|
1.000 |
10,567.0 |
|
0.618 |
10,526.9 |
|
HIGH |
10,462.0 |
|
0.618 |
10,421.9 |
|
0.500 |
10,409.5 |
|
0.382 |
10,397.1 |
|
LOW |
10,357.0 |
|
0.618 |
10,292.1 |
|
1.000 |
10,252.0 |
|
1.618 |
10,187.1 |
|
2.618 |
10,082.1 |
|
4.250 |
9,910.8 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,409.5 |
10,417.8 |
| PP |
10,405.2 |
10,410.7 |
| S1 |
10,400.8 |
10,403.6 |
|