| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
16,820 |
16,210 |
-610 |
-3.6% |
16,890 |
| High |
16,855 |
16,285 |
-570 |
-3.4% |
17,185 |
| Low |
16,140 |
16,065 |
-75 |
-0.5% |
16,140 |
| Close |
16,210 |
16,150 |
-60 |
-0.4% |
16,210 |
| Range |
715 |
220 |
-495 |
-69.2% |
1,045 |
| ATR |
379 |
368 |
-11 |
-3.0% |
0 |
| Volume |
27,958 |
13,173 |
-14,785 |
-52.9% |
71,120 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,827 |
16,708 |
16,271 |
|
| R3 |
16,607 |
16,488 |
16,211 |
|
| R2 |
16,387 |
16,387 |
16,190 |
|
| R1 |
16,268 |
16,268 |
16,170 |
16,218 |
| PP |
16,167 |
16,167 |
16,167 |
16,141 |
| S1 |
16,048 |
16,048 |
16,130 |
15,998 |
| S2 |
15,947 |
15,947 |
16,110 |
|
| S3 |
15,727 |
15,828 |
16,090 |
|
| S4 |
15,507 |
15,608 |
16,029 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,647 |
18,973 |
16,785 |
|
| R3 |
18,602 |
17,928 |
16,498 |
|
| R2 |
17,557 |
17,557 |
16,402 |
|
| R1 |
16,883 |
16,883 |
16,306 |
16,698 |
| PP |
16,512 |
16,512 |
16,512 |
16,419 |
| S1 |
15,838 |
15,838 |
16,114 |
15,653 |
| S2 |
15,467 |
15,467 |
16,019 |
|
| S3 |
14,422 |
14,793 |
15,923 |
|
| S4 |
13,377 |
13,748 |
15,635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,185 |
16,065 |
1,120 |
6.9% |
339 |
2.1% |
8% |
False |
True |
15,592 |
| 10 |
17,185 |
16,065 |
1,120 |
6.9% |
307 |
1.9% |
8% |
False |
True |
12,649 |
| 20 |
17,270 |
16,065 |
1,205 |
7.5% |
366 |
2.3% |
7% |
False |
True |
14,133 |
| 40 |
17,270 |
14,820 |
2,450 |
15.2% |
369 |
2.3% |
54% |
False |
False |
7,190 |
| 60 |
17,870 |
14,820 |
3,050 |
18.9% |
363 |
2.2% |
44% |
False |
False |
4,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,220 |
|
2.618 |
16,861 |
|
1.618 |
16,641 |
|
1.000 |
16,505 |
|
0.618 |
16,421 |
|
HIGH |
16,285 |
|
0.618 |
16,201 |
|
0.500 |
16,175 |
|
0.382 |
16,149 |
|
LOW |
16,065 |
|
0.618 |
15,929 |
|
1.000 |
15,845 |
|
1.618 |
15,709 |
|
2.618 |
15,489 |
|
4.250 |
15,130 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,175 |
16,575 |
| PP |
16,167 |
16,433 |
| S1 |
16,158 |
16,292 |
|