Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,489.00 |
4,546.50 |
57.50 |
1.3% |
4,526.75 |
High |
4,553.75 |
4,563.25 |
9.50 |
0.2% |
4,543.75 |
Low |
4,486.75 |
4,530.50 |
43.75 |
1.0% |
4,450.75 |
Close |
4,547.75 |
4,546.25 |
-1.50 |
0.0% |
4,467.25 |
Range |
67.00 |
32.75 |
-34.25 |
-51.1% |
93.00 |
ATR |
65.46 |
63.13 |
-2.34 |
-3.6% |
0.00 |
Volume |
228,380 |
163,850 |
-64,530 |
-28.3% |
1,143,919 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,645.00 |
4,628.25 |
4,564.25 |
|
R3 |
4,612.25 |
4,595.50 |
4,555.25 |
|
R2 |
4,579.50 |
4,579.50 |
4,552.25 |
|
R1 |
4,562.75 |
4,562.75 |
4,549.25 |
4,554.75 |
PP |
4,546.75 |
4,546.75 |
4,546.75 |
4,542.50 |
S1 |
4,530.00 |
4,530.00 |
4,543.25 |
4,522.00 |
S2 |
4,514.00 |
4,514.00 |
4,540.25 |
|
S3 |
4,481.25 |
4,497.25 |
4,537.25 |
|
S4 |
4,448.50 |
4,464.50 |
4,528.25 |
|
|
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 |
4,563.25 |
4,426.50 |
136.75 |
3.0% |
58.50 |
1.3% |
88% |
True |
False |
224,115 |
10 |
4,563.25 |
4,426.50 |
136.75 |
3.0% |
63.25 |
1.4% |
88% |
True |
False |
227,784 |
20 |
4,563.25 |
4,359.75 |
203.50 |
4.5% |
57.00 |
1.3% |
92% |
True |
False |
216,618 |
40 |
4,563.25 |
4,076.50 |
486.75 |
10.7% |
64.75 |
1.4% |
97% |
True |
False |
134,263 |
60 |
4,563.25 |
3,856.50 |
706.75 |
15.5% |
81.75 |
1.8% |
98% |
True |
False |
89,597 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
85.50 |
1.9% |
83% |
False |
False |
67,223 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.0% |
78.50 |
1.7% |
80% |
False |
False |
53,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,702.50 |
2.618 |
4,649.00 |
1.618 |
4,616.25 |
1.000 |
4,596.00 |
0.618 |
4,583.50 |
HIGH |
4,563.25 |
0.618 |
4,550.75 |
0.500 |
4,547.00 |
0.382 |
4,543.00 |
LOW |
4,530.50 |
0.618 |
4,510.25 |
1.000 |
4,497.75 |
1.618 |
4,477.50 |
2.618 |
4,444.75 |
4.250 |
4,391.25 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,547.00 |
4,529.00 |
PP |
4,546.75 |
4,512.00 |
S1 |
4,546.50 |
4,495.00 |
|