| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
15,830 |
15,490 |
-340 |
-2.1% |
16,210 |
| High |
15,910 |
16,075 |
165 |
1.0% |
16,285 |
| Low |
15,375 |
15,465 |
90 |
0.6% |
15,375 |
| Close |
15,495 |
15,825 |
330 |
2.1% |
15,825 |
| Range |
535 |
610 |
75 |
14.0% |
910 |
| ATR |
384 |
400 |
16 |
4.2% |
0 |
| Volume |
22,948 |
24,406 |
1,458 |
6.4% |
95,102 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,618 |
17,332 |
16,161 |
|
| R3 |
17,008 |
16,722 |
15,993 |
|
| R2 |
16,398 |
16,398 |
15,937 |
|
| R1 |
16,112 |
16,112 |
15,881 |
16,255 |
| PP |
15,788 |
15,788 |
15,788 |
15,860 |
| S1 |
15,502 |
15,502 |
15,769 |
15,645 |
| S2 |
15,178 |
15,178 |
15,713 |
|
| S3 |
14,568 |
14,892 |
15,657 |
|
| S4 |
13,958 |
14,282 |
15,490 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,558 |
18,102 |
16,326 |
|
| R3 |
17,648 |
17,192 |
16,075 |
|
| R2 |
16,738 |
16,738 |
15,992 |
|
| R1 |
16,282 |
16,282 |
15,909 |
16,055 |
| PP |
15,828 |
15,828 |
15,828 |
15,715 |
| S1 |
15,372 |
15,372 |
15,742 |
15,145 |
| S2 |
14,918 |
14,918 |
15,658 |
|
| S3 |
14,008 |
14,462 |
15,575 |
|
| S4 |
13,098 |
13,552 |
15,325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,285 |
15,375 |
910 |
5.8% |
435 |
2.7% |
49% |
False |
False |
19,020 |
| 10 |
17,185 |
15,375 |
1,810 |
11.4% |
386 |
2.4% |
25% |
False |
False |
16,622 |
| 20 |
17,270 |
15,375 |
1,895 |
12.0% |
378 |
2.4% |
24% |
False |
False |
14,537 |
| 40 |
17,270 |
14,820 |
2,450 |
15.5% |
392 |
2.5% |
41% |
False |
False |
9,234 |
| 60 |
17,870 |
14,820 |
3,050 |
19.3% |
384 |
2.4% |
33% |
False |
False |
6,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,668 |
|
2.618 |
17,672 |
|
1.618 |
17,062 |
|
1.000 |
16,685 |
|
0.618 |
16,452 |
|
HIGH |
16,075 |
|
0.618 |
15,842 |
|
0.500 |
15,770 |
|
0.382 |
15,698 |
|
LOW |
15,465 |
|
0.618 |
15,088 |
|
1.000 |
14,855 |
|
1.618 |
14,478 |
|
2.618 |
13,868 |
|
4.250 |
12,873 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,807 |
15,792 |
| PP |
15,788 |
15,758 |
| S1 |
15,770 |
15,725 |
|