| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
18,036 |
17,887 |
-149 |
-0.8% |
17,734 |
| High |
18,080 |
17,951 |
-129 |
-0.7% |
18,083 |
| Low |
17,866 |
17,827 |
-39 |
-0.2% |
17,692 |
| Close |
17,899 |
17,917 |
18 |
0.1% |
17,917 |
| Range |
214 |
124 |
-90 |
-42.1% |
391 |
| ATR |
187 |
182 |
-4 |
-2.4% |
0 |
| Volume |
151,053 |
140,151 |
-10,902 |
-7.2% |
707,143 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,270 |
18,218 |
17,985 |
|
| R3 |
18,146 |
18,094 |
17,951 |
|
| R2 |
18,022 |
18,022 |
17,940 |
|
| R1 |
17,970 |
17,970 |
17,928 |
17,996 |
| PP |
17,898 |
17,898 |
17,898 |
17,912 |
| S1 |
17,846 |
17,846 |
17,906 |
17,872 |
| S2 |
17,774 |
17,774 |
17,894 |
|
| S3 |
17,650 |
17,722 |
17,883 |
|
| S4 |
17,526 |
17,598 |
17,849 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,070 |
18,885 |
18,132 |
|
| R3 |
18,679 |
18,494 |
18,025 |
|
| R2 |
18,288 |
18,288 |
17,989 |
|
| R1 |
18,103 |
18,103 |
17,953 |
18,196 |
| PP |
17,897 |
17,897 |
17,897 |
17,944 |
| S1 |
17,712 |
17,712 |
17,881 |
17,805 |
| S2 |
17,506 |
17,506 |
17,845 |
|
| S3 |
17,115 |
17,321 |
17,810 |
|
| S4 |
16,724 |
16,930 |
17,702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,083 |
17,692 |
391 |
2.2% |
183 |
1.0% |
58% |
False |
False |
141,428 |
| 10 |
18,083 |
17,412 |
671 |
3.7% |
177 |
1.0% |
75% |
False |
False |
142,717 |
| 20 |
18,083 |
17,333 |
750 |
4.2% |
176 |
1.0% |
78% |
False |
False |
140,810 |
| 40 |
18,083 |
16,339 |
1,744 |
9.7% |
183 |
1.0% |
90% |
False |
False |
103,461 |
| 60 |
18,083 |
15,370 |
2,713 |
15.1% |
215 |
1.2% |
94% |
False |
False |
69,038 |
| 80 |
18,083 |
15,299 |
2,784 |
15.5% |
244 |
1.4% |
94% |
False |
False |
51,807 |
| 100 |
18,083 |
15,299 |
2,784 |
15.5% |
216 |
1.2% |
94% |
False |
False |
41,449 |
| 120 |
18,083 |
15,299 |
2,784 |
15.5% |
189 |
1.1% |
94% |
False |
False |
34,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,478 |
|
2.618 |
18,276 |
|
1.618 |
18,152 |
|
1.000 |
18,075 |
|
0.618 |
18,028 |
|
HIGH |
17,951 |
|
0.618 |
17,904 |
|
0.500 |
17,889 |
|
0.382 |
17,874 |
|
LOW |
17,827 |
|
0.618 |
17,750 |
|
1.000 |
17,703 |
|
1.618 |
17,626 |
|
2.618 |
17,502 |
|
4.250 |
17,300 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,908 |
17,955 |
| PP |
17,898 |
17,942 |
| S1 |
17,889 |
17,930 |
|