Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,470.00 |
4,447.00 |
-23.00 |
-0.5% |
4,526.75 |
High |
4,509.75 |
4,497.50 |
-12.25 |
-0.3% |
4,543.75 |
Low |
4,446.00 |
4,426.50 |
-19.50 |
-0.4% |
4,450.75 |
Close |
4,451.50 |
4,490.00 |
38.50 |
0.9% |
4,467.25 |
Range |
63.75 |
71.00 |
7.25 |
11.4% |
93.00 |
ATR |
64.91 |
65.35 |
0.43 |
0.7% |
0.00 |
Volume |
243,297 |
252,487 |
9,190 |
3.8% |
1,143,919 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,684.25 |
4,658.25 |
4,529.00 |
|
R3 |
4,613.25 |
4,587.25 |
4,509.50 |
|
R2 |
4,542.25 |
4,542.25 |
4,503.00 |
|
R1 |
4,516.25 |
4,516.25 |
4,496.50 |
4,529.25 |
PP |
4,471.25 |
4,471.25 |
4,471.25 |
4,478.00 |
S1 |
4,445.25 |
4,445.25 |
4,483.50 |
4,458.25 |
S2 |
4,400.25 |
4,400.25 |
4,477.00 |
|
S3 |
4,329.25 |
4,374.25 |
4,470.50 |
|
S4 |
4,258.25 |
4,303.25 |
4,451.00 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.25 |
4,709.75 |
4,518.50 |
|
R3 |
4,673.25 |
4,616.75 |
4,492.75 |
|
R2 |
4,580.25 |
4,580.25 |
4,484.25 |
|
R1 |
4,523.75 |
4,523.75 |
4,475.75 |
4,505.50 |
PP |
4,487.25 |
4,487.25 |
4,487.25 |
4,478.00 |
S1 |
4,430.75 |
4,430.75 |
4,458.75 |
4,412.50 |
S2 |
4,394.25 |
4,394.25 |
4,450.25 |
|
S3 |
4,301.25 |
4,337.75 |
4,441.75 |
|
S4 |
4,208.25 |
4,244.75 |
4,416.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,539.50 |
4,426.50 |
113.00 |
2.5% |
70.50 |
1.6% |
56% |
False |
True |
246,224 |
10 |
4,543.75 |
4,426.50 |
117.25 |
2.6% |
62.00 |
1.4% |
54% |
False |
True |
229,863 |
20 |
4,543.75 |
4,329.50 |
214.25 |
4.8% |
57.00 |
1.3% |
75% |
False |
False |
222,476 |
40 |
4,543.75 |
4,021.25 |
522.50 |
11.6% |
67.50 |
1.5% |
90% |
False |
False |
124,478 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.3% |
85.25 |
1.9% |
92% |
False |
False |
83,065 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.6% |
86.50 |
1.9% |
76% |
False |
False |
62,320 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.2% |
78.75 |
1.8% |
73% |
False |
False |
49,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,799.25 |
2.618 |
4,683.50 |
1.618 |
4,612.50 |
1.000 |
4,568.50 |
0.618 |
4,541.50 |
HIGH |
4,497.50 |
0.618 |
4,470.50 |
0.500 |
4,462.00 |
0.382 |
4,453.50 |
LOW |
4,426.50 |
0.618 |
4,382.50 |
1.000 |
4,355.50 |
1.618 |
4,311.50 |
2.618 |
4,240.50 |
4.250 |
4,124.75 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,480.75 |
4,482.75 |
PP |
4,471.25 |
4,475.50 |
S1 |
4,462.00 |
4,468.00 |
|