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 |
5,002.0 |
5,070.0 |
68.0 |
1.4% |
4,993.0 |
High |
5,038.0 |
5,100.0 |
62.0 |
1.2% |
5,031.0 |
Low |
4,987.0 |
5,047.0 |
60.0 |
1.2% |
4,871.0 |
Close |
5,037.0 |
5,091.0 |
54.0 |
1.1% |
4,912.0 |
Range |
51.0 |
53.0 |
2.0 |
3.9% |
160.0 |
ATR |
69.1 |
68.7 |
-0.4 |
-0.6% |
0.0 |
Volume |
27,172 |
29,864 |
2,692 |
9.9% |
126,814 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,238.3 |
5,217.7 |
5,120.2 |
|
R3 |
5,185.3 |
5,164.7 |
5,105.6 |
|
R2 |
5,132.3 |
5,132.3 |
5,100.7 |
|
R1 |
5,111.7 |
5,111.7 |
5,095.9 |
5,122.0 |
PP |
5,079.3 |
5,079.3 |
5,079.3 |
5,084.5 |
S1 |
5,058.7 |
5,058.7 |
5,086.1 |
5,069.0 |
S2 |
5,026.3 |
5,026.3 |
5,081.3 |
|
S3 |
4,973.3 |
5,005.7 |
5,076.4 |
|
S4 |
4,920.3 |
4,952.7 |
5,061.9 |
|
|
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 |
5,100.0 |
4,871.0 |
229.0 |
4.5% |
57.2 |
1.1% |
96% |
True |
False |
23,322 |
10 |
5,100.0 |
4,871.0 |
229.0 |
4.5% |
61.1 |
1.2% |
96% |
True |
False |
25,517 |
20 |
5,214.0 |
4,871.0 |
343.0 |
6.7% |
60.3 |
1.2% |
64% |
False |
False |
27,728 |
40 |
5,214.0 |
4,790.0 |
424.0 |
8.3% |
57.6 |
1.1% |
71% |
False |
False |
19,700 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.1% |
53.6 |
1.1% |
78% |
False |
False |
13,155 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.4% |
45.4 |
0.9% |
70% |
False |
False |
9,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,325.3 |
2.618 |
5,238.8 |
1.618 |
5,185.8 |
1.000 |
5,153.0 |
0.618 |
5,132.8 |
HIGH |
5,100.0 |
0.618 |
5,079.8 |
0.500 |
5,073.5 |
0.382 |
5,067.2 |
LOW |
5,047.0 |
0.618 |
5,014.2 |
1.000 |
4,994.0 |
1.618 |
4,961.2 |
2.618 |
4,908.2 |
4.250 |
4,821.8 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,085.2 |
5,058.7 |
PP |
5,079.3 |
5,026.3 |
S1 |
5,073.5 |
4,994.0 |
|