| 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 |
16,825 |
16,705 |
-120 |
-0.7% |
15,640 |
| High |
16,860 |
16,705 |
-155 |
-0.9% |
16,860 |
| Low |
16,825 |
16,665 |
-160 |
-1.0% |
15,640 |
| Close |
16,860 |
16,665 |
-195 |
-1.2% |
16,665 |
| Range |
35 |
40 |
5 |
14.3% |
1,220 |
| ATR |
258 |
253 |
-4 |
-1.7% |
0 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,798 |
16,772 |
16,687 |
|
| R3 |
16,758 |
16,732 |
16,676 |
|
| R2 |
16,718 |
16,718 |
16,672 |
|
| R1 |
16,692 |
16,692 |
16,669 |
16,685 |
| PP |
16,678 |
16,678 |
16,678 |
16,675 |
| S1 |
16,652 |
16,652 |
16,661 |
16,645 |
| S2 |
16,638 |
16,638 |
16,658 |
|
| S3 |
16,598 |
16,612 |
16,654 |
|
| S4 |
16,558 |
16,572 |
16,643 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,048 |
19,577 |
17,336 |
|
| R3 |
18,828 |
18,357 |
17,001 |
|
| R2 |
17,608 |
17,608 |
16,889 |
|
| R1 |
17,137 |
17,137 |
16,777 |
17,373 |
| PP |
16,388 |
16,388 |
16,388 |
16,506 |
| S1 |
15,917 |
15,917 |
16,553 |
16,153 |
| S2 |
15,168 |
15,168 |
16,441 |
|
| S3 |
13,948 |
14,697 |
16,330 |
|
| S4 |
12,728 |
13,477 |
15,994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,860 |
15,640 |
1,220 |
7.3% |
81 |
0.5% |
84% |
False |
False |
1 |
| 10 |
16,860 |
15,505 |
1,355 |
8.1% |
71 |
0.4% |
86% |
False |
False |
|
| 20 |
17,115 |
15,505 |
1,610 |
9.7% |
62 |
0.4% |
72% |
False |
False |
1 |
| 40 |
17,220 |
15,505 |
1,715 |
10.3% |
33 |
0.2% |
68% |
False |
False |
|
| 60 |
17,775 |
15,145 |
2,630 |
15.8% |
22 |
0.1% |
58% |
False |
False |
|
| 80 |
19,030 |
15,145 |
3,885 |
23.3% |
17 |
0.1% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,875 |
|
2.618 |
16,810 |
|
1.618 |
16,770 |
|
1.000 |
16,745 |
|
0.618 |
16,730 |
|
HIGH |
16,705 |
|
0.618 |
16,690 |
|
0.500 |
16,685 |
|
0.382 |
16,680 |
|
LOW |
16,665 |
|
0.618 |
16,640 |
|
1.000 |
16,625 |
|
1.618 |
16,600 |
|
2.618 |
16,560 |
|
4.250 |
16,495 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,685 |
16,763 |
| PP |
16,678 |
16,730 |
| S1 |
16,672 |
16,698 |
|