Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,182.0 |
5,208.0 |
26.0 |
0.5% |
4,932.0 |
High |
5,202.0 |
5,224.0 |
22.0 |
0.4% |
5,149.0 |
Low |
5,164.0 |
5,176.0 |
12.0 |
0.2% |
4,888.0 |
Close |
5,181.0 |
5,205.0 |
24.0 |
0.5% |
5,146.0 |
Range |
38.0 |
48.0 |
10.0 |
26.3% |
261.0 |
ATR |
67.9 |
66.5 |
-1.4 |
-2.1% |
0.0 |
Volume |
35,068 |
28,965 |
-6,103 |
-17.4% |
123,597 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,345.7 |
5,323.3 |
5,231.4 |
|
R3 |
5,297.7 |
5,275.3 |
5,218.2 |
|
R2 |
5,249.7 |
5,249.7 |
5,213.8 |
|
R1 |
5,227.3 |
5,227.3 |
5,209.4 |
5,214.5 |
PP |
5,201.7 |
5,201.7 |
5,201.7 |
5,195.3 |
S1 |
5,179.3 |
5,179.3 |
5,200.6 |
5,166.5 |
S2 |
5,153.7 |
5,153.7 |
5,196.2 |
|
S3 |
5,105.7 |
5,131.3 |
5,191.8 |
|
S4 |
5,057.7 |
5,083.3 |
5,178.6 |
|
|
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 |
5,224.0 |
5,047.0 |
177.0 |
3.4% |
50.6 |
1.0% |
89% |
True |
False |
30,448 |
10 |
5,224.0 |
4,871.0 |
353.0 |
6.8% |
52.2 |
1.0% |
95% |
True |
False |
25,951 |
20 |
5,224.0 |
4,871.0 |
353.0 |
6.8% |
59.6 |
1.1% |
95% |
True |
False |
26,395 |
40 |
5,224.0 |
4,790.0 |
434.0 |
8.3% |
56.9 |
1.1% |
96% |
True |
False |
22,734 |
60 |
5,224.0 |
4,649.0 |
575.0 |
11.0% |
54.4 |
1.0% |
97% |
True |
False |
15,186 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.2% |
46.8 |
0.9% |
88% |
False |
False |
11,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,428.0 |
2.618 |
5,349.7 |
1.618 |
5,301.7 |
1.000 |
5,272.0 |
0.618 |
5,253.7 |
HIGH |
5,224.0 |
0.618 |
5,205.7 |
0.500 |
5,200.0 |
0.382 |
5,194.3 |
LOW |
5,176.0 |
0.618 |
5,146.3 |
1.000 |
5,128.0 |
1.618 |
5,098.3 |
2.618 |
5,050.3 |
4.250 |
4,972.0 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,203.3 |
5,188.2 |
PP |
5,201.7 |
5,171.3 |
S1 |
5,200.0 |
5,154.5 |
|