| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
16,850 |
16,535 |
-315 |
-1.9% |
15,820 |
| High |
16,980 |
16,730 |
-250 |
-1.5% |
16,980 |
| Low |
16,640 |
16,290 |
-350 |
-2.1% |
15,565 |
| Close |
16,650 |
16,690 |
40 |
0.2% |
16,650 |
| Range |
340 |
440 |
100 |
29.4% |
1,415 |
| ATR |
406 |
409 |
2 |
0.6% |
0 |
| Volume |
15,166 |
17,487 |
2,321 |
15.3% |
92,863 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,890 |
17,730 |
16,932 |
|
| R3 |
17,450 |
17,290 |
16,811 |
|
| R2 |
17,010 |
17,010 |
16,771 |
|
| R1 |
16,850 |
16,850 |
16,730 |
16,930 |
| PP |
16,570 |
16,570 |
16,570 |
16,610 |
| S1 |
16,410 |
16,410 |
16,650 |
16,490 |
| S2 |
16,130 |
16,130 |
16,609 |
|
| S3 |
15,690 |
15,970 |
16,569 |
|
| S4 |
15,250 |
15,530 |
16,448 |
|
|
| 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 |
15,705 |
1,275 |
7.6% |
434 |
2.6% |
77% |
False |
False |
18,193 |
| 10 |
16,980 |
15,375 |
1,605 |
9.6% |
451 |
2.7% |
82% |
False |
False |
19,227 |
| 20 |
17,185 |
15,375 |
1,810 |
10.8% |
379 |
2.3% |
73% |
False |
False |
15,938 |
| 40 |
17,270 |
15,375 |
1,895 |
11.4% |
388 |
2.3% |
69% |
False |
False |
11,970 |
| 60 |
17,870 |
14,820 |
3,050 |
18.3% |
374 |
2.2% |
61% |
False |
False |
8,001 |
| 80 |
19,105 |
14,820 |
4,285 |
25.7% |
334 |
2.0% |
44% |
False |
False |
6,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,600 |
|
2.618 |
17,882 |
|
1.618 |
17,442 |
|
1.000 |
17,170 |
|
0.618 |
17,002 |
|
HIGH |
16,730 |
|
0.618 |
16,562 |
|
0.500 |
16,510 |
|
0.382 |
16,458 |
|
LOW |
16,290 |
|
0.618 |
16,018 |
|
1.000 |
15,850 |
|
1.618 |
15,578 |
|
2.618 |
15,138 |
|
4.250 |
14,420 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,630 |
16,672 |
| PP |
16,570 |
16,653 |
| S1 |
16,510 |
16,635 |
|