Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,208.0 |
5,251.0 |
43.0 |
0.8% |
4,932.0 |
High |
5,224.0 |
5,271.0 |
47.0 |
0.9% |
5,149.0 |
Low |
5,176.0 |
5,232.0 |
56.0 |
1.1% |
4,888.0 |
Close |
5,205.0 |
5,257.0 |
52.0 |
1.0% |
5,146.0 |
Range |
48.0 |
39.0 |
-9.0 |
-18.8% |
261.0 |
ATR |
66.5 |
66.4 |
0.0 |
0.0% |
0.0 |
Volume |
28,965 |
35,563 |
6,598 |
22.8% |
123,597 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,370.3 |
5,352.7 |
5,278.5 |
|
R3 |
5,331.3 |
5,313.7 |
5,267.7 |
|
R2 |
5,292.3 |
5,292.3 |
5,264.2 |
|
R1 |
5,274.7 |
5,274.7 |
5,260.6 |
5,283.5 |
PP |
5,253.3 |
5,253.3 |
5,253.3 |
5,257.8 |
S1 |
5,235.7 |
5,235.7 |
5,253.4 |
5,244.5 |
S2 |
5,214.3 |
5,214.3 |
5,249.9 |
|
S3 |
5,175.3 |
5,196.7 |
5,246.3 |
|
S4 |
5,136.3 |
5,157.7 |
5,235.6 |
|
|
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 |
5,271.0 |
5,085.0 |
186.0 |
3.5% |
47.8 |
0.9% |
92% |
True |
False |
31,587 |
10 |
5,271.0 |
4,871.0 |
400.0 |
7.6% |
52.5 |
1.0% |
97% |
True |
False |
27,455 |
20 |
5,271.0 |
4,871.0 |
400.0 |
7.6% |
59.5 |
1.1% |
97% |
True |
False |
27,187 |
40 |
5,271.0 |
4,790.0 |
481.0 |
9.1% |
56.6 |
1.1% |
97% |
True |
False |
23,622 |
60 |
5,271.0 |
4,649.0 |
622.0 |
11.8% |
55.1 |
1.0% |
98% |
True |
False |
15,779 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.0% |
47.3 |
0.9% |
96% |
False |
False |
11,841 |
100 |
5,282.0 |
4,649.0 |
633.0 |
12.0% |
38.7 |
0.7% |
96% |
False |
False |
9,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,436.8 |
2.618 |
5,373.1 |
1.618 |
5,334.1 |
1.000 |
5,310.0 |
0.618 |
5,295.1 |
HIGH |
5,271.0 |
0.618 |
5,256.1 |
0.500 |
5,251.5 |
0.382 |
5,246.9 |
LOW |
5,232.0 |
0.618 |
5,207.9 |
1.000 |
5,193.0 |
1.618 |
5,168.9 |
2.618 |
5,129.9 |
4.250 |
5,066.3 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,255.2 |
5,243.8 |
PP |
5,253.3 |
5,230.7 |
S1 |
5,251.5 |
5,217.5 |
|