Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,115.0 |
5,089.0 |
-26.0 |
-0.5% |
4,932.0 |
High |
5,149.0 |
5,140.0 |
-9.0 |
-0.2% |
5,149.0 |
Low |
5,090.0 |
5,085.0 |
-5.0 |
-0.1% |
4,888.0 |
Close |
5,146.0 |
5,129.0 |
-17.0 |
-0.3% |
5,146.0 |
Range |
59.0 |
55.0 |
-4.0 |
-6.8% |
261.0 |
ATR |
68.0 |
67.5 |
-0.5 |
-0.7% |
0.0 |
Volume |
31,245 |
27,098 |
-4,147 |
-13.3% |
123,597 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,283.0 |
5,261.0 |
5,159.3 |
|
R3 |
5,228.0 |
5,206.0 |
5,144.1 |
|
R2 |
5,173.0 |
5,173.0 |
5,139.1 |
|
R1 |
5,151.0 |
5,151.0 |
5,134.0 |
5,162.0 |
PP |
5,118.0 |
5,118.0 |
5,118.0 |
5,123.5 |
S1 |
5,096.0 |
5,096.0 |
5,124.0 |
5,107.0 |
S2 |
5,063.0 |
5,063.0 |
5,118.9 |
|
S3 |
5,008.0 |
5,041.0 |
5,113.9 |
|
S4 |
4,953.0 |
4,986.0 |
5,098.8 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,844.0 |
5,756.0 |
5,289.6 |
|
R3 |
5,583.0 |
5,495.0 |
5,217.8 |
|
R2 |
5,322.0 |
5,322.0 |
5,193.9 |
|
R1 |
5,234.0 |
5,234.0 |
5,169.9 |
5,278.0 |
PP |
5,061.0 |
5,061.0 |
5,061.0 |
5,083.0 |
S1 |
4,973.0 |
4,973.0 |
5,122.1 |
5,017.0 |
S2 |
4,800.0 |
4,800.0 |
5,098.2 |
|
S3 |
4,539.0 |
4,712.0 |
5,074.2 |
|
S4 |
4,278.0 |
4,451.0 |
5,002.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,149.0 |
4,888.0 |
261.0 |
5.1% |
57.6 |
1.1% |
92% |
False |
False |
26,707 |
10 |
5,149.0 |
4,871.0 |
278.0 |
5.4% |
58.4 |
1.1% |
93% |
False |
False |
25,595 |
20 |
5,214.0 |
4,871.0 |
343.0 |
6.7% |
61.0 |
1.2% |
75% |
False |
False |
25,282 |
40 |
5,214.0 |
4,790.0 |
424.0 |
8.3% |
56.1 |
1.1% |
80% |
False |
False |
21,152 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.0% |
54.0 |
1.1% |
85% |
False |
False |
14,123 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
45.8 |
0.9% |
76% |
False |
False |
10,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,373.8 |
2.618 |
5,284.0 |
1.618 |
5,229.0 |
1.000 |
5,195.0 |
0.618 |
5,174.0 |
HIGH |
5,140.0 |
0.618 |
5,119.0 |
0.500 |
5,112.5 |
0.382 |
5,106.0 |
LOW |
5,085.0 |
0.618 |
5,051.0 |
1.000 |
5,030.0 |
1.618 |
4,996.0 |
2.618 |
4,941.0 |
4.250 |
4,851.3 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,123.5 |
5,118.7 |
PP |
5,118.0 |
5,108.3 |
S1 |
5,112.5 |
5,098.0 |
|