Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,225.0 |
5,194.0 |
-31.0 |
-0.6% |
5,089.0 |
High |
5,257.0 |
5,233.0 |
-24.0 |
-0.5% |
5,271.0 |
Low |
5,208.0 |
5,187.0 |
-21.0 |
-0.4% |
5,085.0 |
Close |
5,210.0 |
5,195.0 |
-15.0 |
-0.3% |
5,210.0 |
Range |
49.0 |
46.0 |
-3.0 |
-6.1% |
186.0 |
ATR |
65.2 |
63.8 |
-1.4 |
-2.1% |
0.0 |
Volume |
28,423 |
32,190 |
3,767 |
13.3% |
155,117 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,343.0 |
5,315.0 |
5,220.3 |
|
R3 |
5,297.0 |
5,269.0 |
5,207.7 |
|
R2 |
5,251.0 |
5,251.0 |
5,203.4 |
|
R1 |
5,223.0 |
5,223.0 |
5,199.2 |
5,237.0 |
PP |
5,205.0 |
5,205.0 |
5,205.0 |
5,212.0 |
S1 |
5,177.0 |
5,177.0 |
5,190.8 |
5,191.0 |
S2 |
5,159.0 |
5,159.0 |
5,186.6 |
|
S3 |
5,113.0 |
5,131.0 |
5,182.4 |
|
S4 |
5,067.0 |
5,085.0 |
5,169.7 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,746.7 |
5,664.3 |
5,312.3 |
|
R3 |
5,560.7 |
5,478.3 |
5,261.2 |
|
R2 |
5,374.7 |
5,374.7 |
5,244.1 |
|
R1 |
5,292.3 |
5,292.3 |
5,227.1 |
5,333.5 |
PP |
5,188.7 |
5,188.7 |
5,188.7 |
5,209.3 |
S1 |
5,106.3 |
5,106.3 |
5,193.0 |
5,147.5 |
S2 |
5,002.7 |
5,002.7 |
5,175.9 |
|
S3 |
4,816.7 |
4,920.3 |
5,158.9 |
|
S4 |
4,630.7 |
4,734.3 |
5,107.7 |
|
|
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 |
5,164.0 |
107.0 |
2.1% |
44.0 |
0.8% |
29% |
False |
False |
32,041 |
10 |
5,271.0 |
4,888.0 |
383.0 |
7.4% |
50.8 |
1.0% |
80% |
False |
False |
29,374 |
20 |
5,271.0 |
4,871.0 |
400.0 |
7.7% |
59.4 |
1.1% |
81% |
False |
False |
28,056 |
40 |
5,271.0 |
4,800.0 |
471.0 |
9.1% |
56.9 |
1.1% |
84% |
False |
False |
25,132 |
60 |
5,271.0 |
4,649.0 |
622.0 |
12.0% |
55.5 |
1.1% |
88% |
False |
False |
16,788 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.2% |
48.1 |
0.9% |
86% |
False |
False |
12,599 |
100 |
5,282.0 |
4,649.0 |
633.0 |
12.2% |
39.7 |
0.8% |
86% |
False |
False |
10,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,428.5 |
2.618 |
5,353.4 |
1.618 |
5,307.4 |
1.000 |
5,279.0 |
0.618 |
5,261.4 |
HIGH |
5,233.0 |
0.618 |
5,215.4 |
0.500 |
5,210.0 |
0.382 |
5,204.6 |
LOW |
5,187.0 |
0.618 |
5,158.6 |
1.000 |
5,141.0 |
1.618 |
5,112.6 |
2.618 |
5,066.6 |
4.250 |
4,991.5 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,210.0 |
5,229.0 |
PP |
5,205.0 |
5,217.7 |
S1 |
5,200.0 |
5,206.3 |
|