| 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 |
17,741.66 |
17,912.25 |
170.59 |
1.0% |
17,799.39 |
| High |
17,918.35 |
17,962.14 |
43.79 |
0.2% |
17,806.38 |
| Low |
17,741.66 |
17,885.44 |
143.78 |
0.8% |
17,484.23 |
| Close |
17,908.28 |
17,926.43 |
18.15 |
0.1% |
17,576.96 |
| Range |
176.69 |
76.70 |
-99.99 |
-56.6% |
322.15 |
| ATR |
176.53 |
169.40 |
-7.13 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,154.77 |
18,117.30 |
17,968.62 |
|
| R3 |
18,078.07 |
18,040.60 |
17,947.52 |
|
| R2 |
18,001.37 |
18,001.37 |
17,940.49 |
|
| R1 |
17,963.90 |
17,963.90 |
17,933.46 |
17,982.64 |
| PP |
17,924.67 |
17,924.67 |
17,924.67 |
17,934.04 |
| S1 |
17,887.20 |
17,887.20 |
17,919.40 |
17,905.94 |
| S2 |
17,847.97 |
17,847.97 |
17,912.37 |
|
| S3 |
17,771.27 |
17,810.50 |
17,905.34 |
|
| S4 |
17,694.57 |
17,733.80 |
17,884.25 |
|
|
| 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 |
17,962.14 |
17,528.16 |
433.98 |
2.4% |
157.27 |
0.9% |
92% |
True |
False |
|
| 10 |
17,962.14 |
17,484.23 |
477.91 |
2.7% |
164.80 |
0.9% |
93% |
True |
False |
|
| 20 |
17,962.14 |
17,297.65 |
664.49 |
3.7% |
148.22 |
0.8% |
95% |
True |
False |
|
| 40 |
17,962.14 |
16,165.86 |
1,796.28 |
10.0% |
168.17 |
0.9% |
98% |
True |
False |
|
| 60 |
17,962.14 |
15,450.56 |
2,511.58 |
14.0% |
212.91 |
1.2% |
99% |
True |
False |
|
| 80 |
17,962.14 |
15,450.56 |
2,511.58 |
14.0% |
227.68 |
1.3% |
99% |
True |
False |
|
| 100 |
17,962.14 |
15,450.56 |
2,511.58 |
14.0% |
226.29 |
1.3% |
99% |
True |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.1% |
217.62 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,288.12 |
|
2.618 |
18,162.94 |
|
1.618 |
18,086.24 |
|
1.000 |
18,038.84 |
|
0.618 |
18,009.54 |
|
HIGH |
17,962.14 |
|
0.618 |
17,932.84 |
|
0.500 |
17,923.79 |
|
0.382 |
17,914.74 |
|
LOW |
17,885.44 |
|
0.618 |
17,838.04 |
|
1.000 |
17,808.74 |
|
1.618 |
17,761.34 |
|
2.618 |
17,684.64 |
|
4.250 |
17,559.47 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,925.55 |
17,870.24 |
| PP |
17,924.67 |
17,814.05 |
| S1 |
17,923.79 |
17,757.86 |
|