| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
16,125 |
16,675 |
550 |
3.4% |
16,210 |
| High |
16,710 |
16,970 |
260 |
1.6% |
16,285 |
| Low |
16,115 |
16,655 |
540 |
3.4% |
15,375 |
| Close |
16,655 |
16,845 |
190 |
1.1% |
15,825 |
| Range |
595 |
315 |
-280 |
-47.1% |
910 |
| ATR |
419 |
411 |
-7 |
-1.8% |
0 |
| Volume |
19,414 |
19,847 |
433 |
2.2% |
95,102 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,768 |
17,622 |
17,018 |
|
| R3 |
17,453 |
17,307 |
16,932 |
|
| R2 |
17,138 |
17,138 |
16,903 |
|
| R1 |
16,992 |
16,992 |
16,874 |
17,065 |
| PP |
16,823 |
16,823 |
16,823 |
16,860 |
| S1 |
16,677 |
16,677 |
16,816 |
16,750 |
| S2 |
16,508 |
16,508 |
16,787 |
|
| S3 |
16,193 |
16,362 |
16,759 |
|
| S4 |
15,878 |
16,047 |
16,672 |
|
|
| 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 |
16,970 |
15,465 |
1,505 |
8.9% |
477 |
2.8% |
92% |
True |
False |
20,420 |
| 10 |
16,970 |
15,375 |
1,595 |
9.5% |
467 |
2.8% |
92% |
True |
False |
20,075 |
| 20 |
17,195 |
15,375 |
1,820 |
10.8% |
393 |
2.3% |
81% |
False |
False |
16,004 |
| 40 |
17,270 |
15,375 |
1,895 |
11.2% |
380 |
2.3% |
78% |
False |
False |
11,156 |
| 60 |
17,870 |
14,820 |
3,050 |
18.1% |
385 |
2.3% |
66% |
False |
False |
7,457 |
| 80 |
19,595 |
14,820 |
4,775 |
28.3% |
335 |
2.0% |
42% |
False |
False |
5,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,309 |
|
2.618 |
17,795 |
|
1.618 |
17,480 |
|
1.000 |
17,285 |
|
0.618 |
17,165 |
|
HIGH |
16,970 |
|
0.618 |
16,850 |
|
0.500 |
16,813 |
|
0.382 |
16,775 |
|
LOW |
16,655 |
|
0.618 |
16,460 |
|
1.000 |
16,340 |
|
1.618 |
16,145 |
|
2.618 |
15,830 |
|
4.250 |
15,316 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,834 |
16,676 |
| PP |
16,823 |
16,507 |
| S1 |
16,813 |
16,338 |
|