| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
15,750 |
16,125 |
375 |
2.4% |
16,210 |
| High |
16,185 |
16,710 |
525 |
3.2% |
16,285 |
| Low |
15,705 |
16,115 |
410 |
2.6% |
15,375 |
| Close |
16,115 |
16,655 |
540 |
3.4% |
15,825 |
| Range |
480 |
595 |
115 |
24.0% |
910 |
| ATR |
405 |
419 |
14 |
3.4% |
0 |
| Volume |
19,055 |
19,414 |
359 |
1.9% |
95,102 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,278 |
18,062 |
16,982 |
|
| R3 |
17,683 |
17,467 |
16,819 |
|
| R2 |
17,088 |
17,088 |
16,764 |
|
| R1 |
16,872 |
16,872 |
16,710 |
16,980 |
| PP |
16,493 |
16,493 |
16,493 |
16,548 |
| S1 |
16,277 |
16,277 |
16,601 |
16,385 |
| S2 |
15,898 |
15,898 |
16,546 |
|
| S3 |
15,303 |
15,682 |
16,492 |
|
| S4 |
14,708 |
15,087 |
16,328 |
|
|
| 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 |
16,710 |
15,375 |
1,335 |
8.0% |
521 |
3.1% |
96% |
True |
False |
21,040 |
| 10 |
17,085 |
15,375 |
1,710 |
10.3% |
466 |
2.8% |
75% |
False |
False |
19,421 |
| 20 |
17,195 |
15,375 |
1,820 |
10.9% |
388 |
2.3% |
70% |
False |
False |
15,806 |
| 40 |
17,270 |
15,375 |
1,895 |
11.4% |
384 |
2.3% |
68% |
False |
False |
10,661 |
| 60 |
17,870 |
14,820 |
3,050 |
18.3% |
388 |
2.3% |
60% |
False |
False |
7,127 |
| 80 |
19,595 |
14,820 |
4,775 |
28.7% |
331 |
2.0% |
38% |
False |
False |
5,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,239 |
|
2.618 |
18,268 |
|
1.618 |
17,673 |
|
1.000 |
17,305 |
|
0.618 |
17,078 |
|
HIGH |
16,710 |
|
0.618 |
16,483 |
|
0.500 |
16,413 |
|
0.382 |
16,342 |
|
LOW |
16,115 |
|
0.618 |
15,747 |
|
1.000 |
15,520 |
|
1.618 |
15,152 |
|
2.618 |
14,557 |
|
4.250 |
13,586 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,574 |
16,483 |
| PP |
16,493 |
16,310 |
| S1 |
16,413 |
16,138 |
|