| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
17,734 |
17,881 |
147 |
0.8% |
17,487 |
| High |
17,935 |
18,018 |
83 |
0.5% |
17,880 |
| Low |
17,692 |
17,877 |
185 |
1.0% |
17,412 |
| Close |
17,928 |
17,961 |
33 |
0.2% |
17,814 |
| Range |
243 |
141 |
-102 |
-42.0% |
468 |
| ATR |
187 |
184 |
-3 |
-1.8% |
0 |
| Volume |
128,805 |
146,276 |
17,471 |
13.6% |
720,030 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,375 |
18,309 |
18,039 |
|
| R3 |
18,234 |
18,168 |
18,000 |
|
| R2 |
18,093 |
18,093 |
17,987 |
|
| R1 |
18,027 |
18,027 |
17,974 |
18,060 |
| PP |
17,952 |
17,952 |
17,952 |
17,969 |
| S1 |
17,886 |
17,886 |
17,948 |
17,919 |
| S2 |
17,811 |
17,811 |
17,935 |
|
| S3 |
17,670 |
17,745 |
17,922 |
|
| S4 |
17,529 |
17,604 |
17,884 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,106 |
18,928 |
18,072 |
|
| R3 |
18,638 |
18,460 |
17,943 |
|
| R2 |
18,170 |
18,170 |
17,900 |
|
| R1 |
17,992 |
17,992 |
17,857 |
18,081 |
| PP |
17,702 |
17,702 |
17,702 |
17,747 |
| S1 |
17,524 |
17,524 |
17,771 |
17,613 |
| S2 |
17,234 |
17,234 |
17,728 |
|
| S3 |
16,766 |
17,056 |
17,685 |
|
| S4 |
16,298 |
16,588 |
17,557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,018 |
17,629 |
389 |
2.2% |
156 |
0.9% |
85% |
True |
False |
131,026 |
| 10 |
18,018 |
17,396 |
622 |
3.5% |
186 |
1.0% |
91% |
True |
False |
148,967 |
| 20 |
18,018 |
17,299 |
719 |
4.0% |
171 |
0.9% |
92% |
True |
False |
139,570 |
| 40 |
18,018 |
16,050 |
1,968 |
11.0% |
190 |
1.1% |
97% |
True |
False |
92,693 |
| 60 |
18,018 |
15,370 |
2,648 |
14.7% |
221 |
1.2% |
98% |
True |
False |
61,840 |
| 80 |
18,018 |
15,299 |
2,719 |
15.1% |
240 |
1.3% |
98% |
True |
False |
46,407 |
| 100 |
18,018 |
15,299 |
2,719 |
15.1% |
211 |
1.2% |
98% |
True |
False |
37,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,617 |
|
2.618 |
18,387 |
|
1.618 |
18,246 |
|
1.000 |
18,159 |
|
0.618 |
18,105 |
|
HIGH |
18,018 |
|
0.618 |
17,964 |
|
0.500 |
17,948 |
|
0.382 |
17,931 |
|
LOW |
17,877 |
|
0.618 |
17,790 |
|
1.000 |
17,736 |
|
1.618 |
17,649 |
|
2.618 |
17,508 |
|
4.250 |
17,278 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,957 |
17,926 |
| PP |
17,952 |
17,890 |
| S1 |
17,948 |
17,855 |
|