Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,903.0 |
5,002.0 |
99.0 |
2.0% |
4,993.0 |
High |
4,958.0 |
5,038.0 |
80.0 |
1.6% |
5,031.0 |
Low |
4,888.0 |
4,987.0 |
99.0 |
2.0% |
4,871.0 |
Close |
4,951.0 |
5,037.0 |
86.0 |
1.7% |
4,912.0 |
Range |
70.0 |
51.0 |
-19.0 |
-27.1% |
160.0 |
ATR |
67.7 |
69.1 |
1.4 |
2.0% |
0.0 |
Volume |
18,156 |
27,172 |
9,016 |
49.7% |
126,814 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,173.7 |
5,156.3 |
5,065.1 |
|
R3 |
5,122.7 |
5,105.3 |
5,051.0 |
|
R2 |
5,071.7 |
5,071.7 |
5,046.4 |
|
R1 |
5,054.3 |
5,054.3 |
5,041.7 |
5,063.0 |
PP |
5,020.7 |
5,020.7 |
5,020.7 |
5,025.0 |
S1 |
5,003.3 |
5,003.3 |
5,032.3 |
5,012.0 |
S2 |
4,969.7 |
4,969.7 |
5,027.7 |
|
S3 |
4,918.7 |
4,952.3 |
5,023.0 |
|
S4 |
4,867.7 |
4,901.3 |
5,009.0 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,418.0 |
5,325.0 |
5,000.0 |
|
R3 |
5,258.0 |
5,165.0 |
4,956.0 |
|
R2 |
5,098.0 |
5,098.0 |
4,941.3 |
|
R1 |
5,005.0 |
5,005.0 |
4,926.7 |
4,971.5 |
PP |
4,938.0 |
4,938.0 |
4,938.0 |
4,921.3 |
S1 |
4,845.0 |
4,845.0 |
4,897.3 |
4,811.5 |
S2 |
4,778.0 |
4,778.0 |
4,882.7 |
|
S3 |
4,618.0 |
4,685.0 |
4,868.0 |
|
S4 |
4,458.0 |
4,525.0 |
4,824.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,038.0 |
4,871.0 |
167.0 |
3.3% |
53.8 |
1.1% |
99% |
True |
False |
21,455 |
10 |
5,086.0 |
4,871.0 |
215.0 |
4.3% |
60.9 |
1.2% |
77% |
False |
False |
25,605 |
20 |
5,214.0 |
4,871.0 |
343.0 |
6.8% |
61.9 |
1.2% |
48% |
False |
False |
33,439 |
40 |
5,214.0 |
4,763.0 |
451.0 |
9.0% |
58.8 |
1.2% |
61% |
False |
False |
18,954 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.2% |
52.9 |
1.1% |
69% |
False |
False |
12,657 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.6% |
44.7 |
0.9% |
61% |
False |
False |
9,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,254.8 |
2.618 |
5,171.5 |
1.618 |
5,120.5 |
1.000 |
5,089.0 |
0.618 |
5,069.5 |
HIGH |
5,038.0 |
0.618 |
5,018.5 |
0.500 |
5,012.5 |
0.382 |
5,006.5 |
LOW |
4,987.0 |
0.618 |
4,955.5 |
1.000 |
4,936.0 |
1.618 |
4,904.5 |
2.618 |
4,853.5 |
4.250 |
4,770.3 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,028.8 |
5,012.3 |
PP |
5,020.7 |
4,987.7 |
S1 |
5,012.5 |
4,963.0 |
|