| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
16,675 |
16,850 |
175 |
1.0% |
15,820 |
| High |
16,970 |
16,980 |
10 |
0.1% |
16,980 |
| Low |
16,655 |
16,640 |
-15 |
-0.1% |
15,565 |
| Close |
16,845 |
16,650 |
-195 |
-1.2% |
16,650 |
| Range |
315 |
340 |
25 |
7.9% |
1,415 |
| ATR |
411 |
406 |
-5 |
-1.2% |
0 |
| Volume |
19,847 |
15,166 |
-4,681 |
-23.6% |
92,863 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,777 |
17,553 |
16,837 |
|
| R3 |
17,437 |
17,213 |
16,744 |
|
| R2 |
17,097 |
17,097 |
16,712 |
|
| R1 |
16,873 |
16,873 |
16,681 |
16,815 |
| PP |
16,757 |
16,757 |
16,757 |
16,728 |
| S1 |
16,533 |
16,533 |
16,619 |
16,475 |
| S2 |
16,417 |
16,417 |
16,588 |
|
| S3 |
16,077 |
16,193 |
16,557 |
|
| S4 |
15,737 |
15,853 |
16,463 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,643 |
20,062 |
17,428 |
|
| R3 |
19,228 |
18,647 |
17,039 |
|
| R2 |
17,813 |
17,813 |
16,910 |
|
| R1 |
17,232 |
17,232 |
16,780 |
17,523 |
| PP |
16,398 |
16,398 |
16,398 |
16,544 |
| S1 |
15,817 |
15,817 |
16,520 |
16,108 |
| S2 |
14,983 |
14,983 |
16,391 |
|
| S3 |
13,568 |
14,402 |
16,261 |
|
| S4 |
12,153 |
12,987 |
15,872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,980 |
15,565 |
1,415 |
8.5% |
423 |
2.5% |
77% |
True |
False |
18,572 |
| 10 |
16,980 |
15,375 |
1,605 |
9.6% |
429 |
2.6% |
79% |
True |
False |
18,796 |
| 20 |
17,185 |
15,375 |
1,810 |
10.9% |
376 |
2.3% |
70% |
False |
False |
15,898 |
| 40 |
17,270 |
15,375 |
1,895 |
11.4% |
381 |
2.3% |
67% |
False |
False |
11,533 |
| 60 |
17,870 |
14,820 |
3,050 |
18.3% |
379 |
2.3% |
60% |
False |
False |
7,710 |
| 80 |
19,105 |
14,820 |
4,285 |
25.7% |
329 |
2.0% |
43% |
False |
False |
5,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,425 |
|
2.618 |
17,870 |
|
1.618 |
17,530 |
|
1.000 |
17,320 |
|
0.618 |
17,190 |
|
HIGH |
16,980 |
|
0.618 |
16,850 |
|
0.500 |
16,810 |
|
0.382 |
16,770 |
|
LOW |
16,640 |
|
0.618 |
16,430 |
|
1.000 |
16,300 |
|
1.618 |
16,090 |
|
2.618 |
15,750 |
|
4.250 |
15,195 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,810 |
16,616 |
| PP |
16,757 |
16,582 |
| S1 |
16,703 |
16,548 |
|