| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
15,490 |
15,820 |
330 |
2.1% |
16,210 |
| High |
16,075 |
15,950 |
-125 |
-0.8% |
16,285 |
| Low |
15,465 |
15,565 |
100 |
0.6% |
15,375 |
| Close |
15,825 |
15,755 |
-70 |
-0.4% |
15,825 |
| Range |
610 |
385 |
-225 |
-36.9% |
910 |
| ATR |
400 |
399 |
-1 |
-0.3% |
0 |
| Volume |
24,406 |
19,381 |
-5,025 |
-20.6% |
95,102 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,912 |
16,718 |
15,967 |
|
| R3 |
16,527 |
16,333 |
15,861 |
|
| R2 |
16,142 |
16,142 |
15,826 |
|
| R1 |
15,948 |
15,948 |
15,790 |
15,853 |
| PP |
15,757 |
15,757 |
15,757 |
15,709 |
| S1 |
15,563 |
15,563 |
15,720 |
15,468 |
| S2 |
15,372 |
15,372 |
15,685 |
|
| S3 |
14,987 |
15,178 |
15,649 |
|
| S4 |
14,602 |
14,793 |
15,543 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,558 |
18,102 |
16,326 |
|
| R3 |
17,648 |
17,192 |
16,075 |
|
| R2 |
16,738 |
16,738 |
15,992 |
|
| R1 |
16,282 |
16,282 |
15,909 |
16,055 |
| PP |
15,828 |
15,828 |
15,828 |
15,715 |
| S1 |
15,372 |
15,372 |
15,742 |
15,145 |
| S2 |
14,918 |
14,918 |
15,658 |
|
| S3 |
14,008 |
14,462 |
15,575 |
|
| S4 |
13,098 |
13,552 |
15,325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,145 |
15,375 |
770 |
4.9% |
468 |
3.0% |
49% |
False |
False |
20,262 |
| 10 |
17,185 |
15,375 |
1,810 |
11.5% |
404 |
2.6% |
21% |
False |
False |
17,927 |
| 20 |
17,270 |
15,375 |
1,895 |
12.0% |
364 |
2.3% |
20% |
False |
False |
14,822 |
| 40 |
17,270 |
14,820 |
2,450 |
15.6% |
390 |
2.5% |
38% |
False |
False |
9,711 |
| 60 |
17,870 |
14,820 |
3,050 |
19.4% |
390 |
2.5% |
31% |
False |
False |
6,486 |
| 80 |
19,595 |
14,820 |
4,775 |
30.3% |
319 |
2.0% |
20% |
False |
False |
4,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,586 |
|
2.618 |
16,958 |
|
1.618 |
16,573 |
|
1.000 |
16,335 |
|
0.618 |
16,188 |
|
HIGH |
15,950 |
|
0.618 |
15,803 |
|
0.500 |
15,758 |
|
0.382 |
15,712 |
|
LOW |
15,565 |
|
0.618 |
15,327 |
|
1.000 |
15,180 |
|
1.618 |
14,942 |
|
2.618 |
14,557 |
|
4.250 |
13,929 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,758 |
15,745 |
| PP |
15,757 |
15,735 |
| S1 |
15,756 |
15,725 |
|