Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,447.00 |
4,489.00 |
42.00 |
0.9% |
4,526.75 |
High |
4,497.50 |
4,553.75 |
56.25 |
1.3% |
4,543.75 |
Low |
4,426.50 |
4,486.75 |
60.25 |
1.4% |
4,450.75 |
Close |
4,490.00 |
4,547.75 |
57.75 |
1.3% |
4,467.25 |
Range |
71.00 |
67.00 |
-4.00 |
-5.6% |
93.00 |
ATR |
65.35 |
65.46 |
0.12 |
0.2% |
0.00 |
Volume |
252,487 |
228,380 |
-24,107 |
-9.5% |
1,143,919 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,730.50 |
4,706.00 |
4,584.50 |
|
R3 |
4,663.50 |
4,639.00 |
4,566.25 |
|
R2 |
4,596.50 |
4,596.50 |
4,560.00 |
|
R1 |
4,572.00 |
4,572.00 |
4,554.00 |
4,584.25 |
PP |
4,529.50 |
4,529.50 |
4,529.50 |
4,535.50 |
S1 |
4,505.00 |
4,505.00 |
4,541.50 |
4,517.25 |
S2 |
4,462.50 |
4,462.50 |
4,535.50 |
|
S3 |
4,395.50 |
4,438.00 |
4,529.25 |
|
S4 |
4,328.50 |
4,371.00 |
4,511.00 |
|
|
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 |
4,553.75 |
4,426.50 |
127.25 |
2.8% |
69.75 |
1.5% |
95% |
True |
False |
243,509 |
10 |
4,553.75 |
4,426.50 |
127.25 |
2.8% |
63.50 |
1.4% |
95% |
True |
False |
230,452 |
20 |
4,553.75 |
4,340.50 |
213.25 |
4.7% |
58.50 |
1.3% |
97% |
True |
False |
222,594 |
40 |
4,553.75 |
4,060.00 |
493.75 |
10.9% |
67.50 |
1.5% |
99% |
True |
False |
130,180 |
60 |
4,553.75 |
3,856.50 |
697.25 |
15.3% |
83.25 |
1.8% |
99% |
True |
False |
86,869 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.3% |
86.75 |
1.9% |
83% |
False |
False |
65,175 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.0% |
79.00 |
1.7% |
80% |
False |
False |
52,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.50 |
2.618 |
4,729.25 |
1.618 |
4,662.25 |
1.000 |
4,620.75 |
0.618 |
4,595.25 |
HIGH |
4,553.75 |
0.618 |
4,528.25 |
0.500 |
4,520.25 |
0.382 |
4,512.25 |
LOW |
4,486.75 |
0.618 |
4,445.25 |
1.000 |
4,419.75 |
1.618 |
4,378.25 |
2.618 |
4,311.25 |
4.250 |
4,202.00 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,538.50 |
4,528.50 |
PP |
4,529.50 |
4,509.25 |
S1 |
4,520.25 |
4,490.00 |
|