| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
17,555.39 |
17,586.48 |
31.09 |
0.2% |
17,799.39 |
| High |
17,694.51 |
17,731.63 |
37.12 |
0.2% |
17,806.38 |
| Low |
17,528.16 |
17,555.90 |
27.74 |
0.2% |
17,484.23 |
| Close |
17,576.96 |
17,556.41 |
-20.55 |
-0.1% |
17,576.96 |
| Range |
166.35 |
175.73 |
9.38 |
5.6% |
322.15 |
| ATR |
173.57 |
173.72 |
0.15 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,141.84 |
18,024.85 |
17,653.06 |
|
| R3 |
17,966.11 |
17,849.12 |
17,604.74 |
|
| R2 |
17,790.38 |
17,790.38 |
17,588.63 |
|
| R1 |
17,673.39 |
17,673.39 |
17,572.52 |
17,644.02 |
| PP |
17,614.65 |
17,614.65 |
17,614.65 |
17,599.96 |
| S1 |
17,497.66 |
17,497.66 |
17,540.30 |
17,468.29 |
| S2 |
17,438.92 |
17,438.92 |
17,524.19 |
|
| S3 |
17,263.19 |
17,321.93 |
17,508.08 |
|
| S4 |
17,087.46 |
17,146.20 |
17,459.76 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,588.97 |
18,405.12 |
17,754.14 |
|
| R3 |
18,266.82 |
18,082.97 |
17,665.55 |
|
| R2 |
17,944.67 |
17,944.67 |
17,636.02 |
|
| R1 |
17,760.82 |
17,760.82 |
17,606.49 |
17,691.67 |
| PP |
17,622.52 |
17,622.52 |
17,622.52 |
17,587.95 |
| S1 |
17,438.67 |
17,438.67 |
17,547.43 |
17,369.52 |
| S2 |
17,300.37 |
17,300.37 |
17,517.90 |
|
| S3 |
16,978.22 |
17,116.52 |
17,488.37 |
|
| S4 |
16,656.07 |
16,794.37 |
17,399.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,731.63 |
17,484.23 |
247.40 |
1.4% |
172.92 |
1.0% |
29% |
True |
False |
|
| 10 |
17,811.48 |
17,434.27 |
377.21 |
2.1% |
163.61 |
0.9% |
32% |
False |
False |
|
| 20 |
17,811.48 |
17,120.35 |
691.13 |
3.9% |
147.03 |
0.8% |
63% |
False |
False |
|
| 40 |
17,811.48 |
15,691.62 |
2,119.86 |
12.1% |
175.43 |
1.0% |
88% |
False |
False |
|
| 60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.4% |
225.35 |
1.3% |
89% |
False |
False |
|
| 80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.4% |
233.26 |
1.3% |
89% |
False |
False |
|
| 100 |
17,914.34 |
15,450.56 |
2,463.78 |
14.0% |
228.72 |
1.3% |
85% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
217.13 |
1.2% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,478.48 |
|
2.618 |
18,191.69 |
|
1.618 |
18,015.96 |
|
1.000 |
17,907.36 |
|
0.618 |
17,840.23 |
|
HIGH |
17,731.63 |
|
0.618 |
17,664.50 |
|
0.500 |
17,643.77 |
|
0.382 |
17,623.03 |
|
LOW |
17,555.90 |
|
0.618 |
17,447.30 |
|
1.000 |
17,380.17 |
|
1.618 |
17,271.57 |
|
2.618 |
17,095.84 |
|
4.250 |
16,809.05 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,643.77 |
17,607.93 |
| PP |
17,614.65 |
17,590.76 |
| S1 |
17,585.53 |
17,573.58 |
|