Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,089.0 |
5,182.0 |
93.0 |
1.8% |
4,932.0 |
High |
5,140.0 |
5,202.0 |
62.0 |
1.2% |
5,149.0 |
Low |
5,085.0 |
5,164.0 |
79.0 |
1.6% |
4,888.0 |
Close |
5,129.0 |
5,181.0 |
52.0 |
1.0% |
5,146.0 |
Range |
55.0 |
38.0 |
-17.0 |
-30.9% |
261.0 |
ATR |
67.5 |
67.9 |
0.4 |
0.6% |
0.0 |
Volume |
27,098 |
35,068 |
7,970 |
29.4% |
123,597 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,296.3 |
5,276.7 |
5,201.9 |
|
R3 |
5,258.3 |
5,238.7 |
5,191.5 |
|
R2 |
5,220.3 |
5,220.3 |
5,188.0 |
|
R1 |
5,200.7 |
5,200.7 |
5,184.5 |
5,191.5 |
PP |
5,182.3 |
5,182.3 |
5,182.3 |
5,177.8 |
S1 |
5,162.7 |
5,162.7 |
5,177.5 |
5,153.5 |
S2 |
5,144.3 |
5,144.3 |
5,174.0 |
|
S3 |
5,106.3 |
5,124.7 |
5,170.6 |
|
S4 |
5,068.3 |
5,086.7 |
5,160.1 |
|
|
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 |
5,202.0 |
4,987.0 |
215.0 |
4.1% |
51.2 |
1.0% |
90% |
True |
False |
30,089 |
10 |
5,202.0 |
4,871.0 |
331.0 |
6.4% |
53.0 |
1.0% |
94% |
True |
False |
25,785 |
20 |
5,202.0 |
4,871.0 |
331.0 |
6.4% |
60.1 |
1.2% |
94% |
True |
False |
25,754 |
40 |
5,214.0 |
4,790.0 |
424.0 |
8.2% |
55.7 |
1.1% |
92% |
False |
False |
22,024 |
60 |
5,214.0 |
4,649.0 |
565.0 |
10.9% |
53.7 |
1.0% |
94% |
False |
False |
14,704 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.2% |
46.2 |
0.9% |
84% |
False |
False |
11,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,363.5 |
2.618 |
5,301.5 |
1.618 |
5,263.5 |
1.000 |
5,240.0 |
0.618 |
5,225.5 |
HIGH |
5,202.0 |
0.618 |
5,187.5 |
0.500 |
5,183.0 |
0.382 |
5,178.5 |
LOW |
5,164.0 |
0.618 |
5,140.5 |
1.000 |
5,126.0 |
1.618 |
5,102.5 |
2.618 |
5,064.5 |
4.250 |
5,002.5 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,183.0 |
5,168.5 |
PP |
5,182.3 |
5,156.0 |
S1 |
5,181.7 |
5,143.5 |
|