Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,546.50 |
4,548.75 |
2.25 |
0.0% |
4,470.00 |
High |
4,563.25 |
4,554.50 |
-8.75 |
-0.2% |
4,563.25 |
Low |
4,530.50 |
4,523.00 |
-7.50 |
-0.2% |
4,426.50 |
Close |
4,546.25 |
4,538.50 |
-7.75 |
-0.2% |
4,538.50 |
Range |
32.75 |
31.50 |
-1.25 |
-3.8% |
136.75 |
ATR |
63.13 |
60.87 |
-2.26 |
-3.6% |
0.00 |
Volume |
163,850 |
171,811 |
7,961 |
4.9% |
1,059,825 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,633.25 |
4,617.25 |
4,555.75 |
|
R3 |
4,601.75 |
4,585.75 |
4,547.25 |
|
R2 |
4,570.25 |
4,570.25 |
4,544.25 |
|
R1 |
4,554.25 |
4,554.25 |
4,541.50 |
4,546.50 |
PP |
4,538.75 |
4,538.75 |
4,538.75 |
4,534.75 |
S1 |
4,522.75 |
4,522.75 |
4,535.50 |
4,515.00 |
S2 |
4,507.25 |
4,507.25 |
4,532.75 |
|
S3 |
4,475.75 |
4,491.25 |
4,529.75 |
|
S4 |
4,444.25 |
4,459.75 |
4,521.25 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,919.75 |
4,865.75 |
4,613.75 |
|
R3 |
4,783.00 |
4,729.00 |
4,576.00 |
|
R2 |
4,646.25 |
4,646.25 |
4,563.50 |
|
R1 |
4,592.25 |
4,592.25 |
4,551.00 |
4,619.25 |
PP |
4,509.50 |
4,509.50 |
4,509.50 |
4,523.00 |
S1 |
4,455.50 |
4,455.50 |
4,526.00 |
4,482.50 |
S2 |
4,372.75 |
4,372.75 |
4,513.50 |
|
S3 |
4,236.00 |
4,318.75 |
4,501.00 |
|
S4 |
4,099.25 |
4,182.00 |
4,463.25 |
|
|
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% |
53.25 |
1.2% |
82% |
False |
False |
211,965 |
10 |
4,563.25 |
4,426.50 |
136.75 |
3.0% |
57.75 |
1.3% |
82% |
False |
False |
220,374 |
20 |
4,563.25 |
4,365.00 |
198.25 |
4.4% |
55.75 |
1.2% |
88% |
False |
False |
211,718 |
40 |
4,563.25 |
4,076.50 |
486.75 |
10.7% |
63.50 |
1.4% |
95% |
False |
False |
138,534 |
60 |
4,563.25 |
3,856.50 |
706.75 |
15.6% |
79.25 |
1.7% |
96% |
False |
False |
92,456 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
85.00 |
1.9% |
82% |
False |
False |
69,369 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.0% |
78.75 |
1.7% |
79% |
False |
False |
55,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,688.50 |
2.618 |
4,637.00 |
1.618 |
4,605.50 |
1.000 |
4,586.00 |
0.618 |
4,574.00 |
HIGH |
4,554.50 |
0.618 |
4,542.50 |
0.500 |
4,538.75 |
0.382 |
4,535.00 |
LOW |
4,523.00 |
0.618 |
4,503.50 |
1.000 |
4,491.50 |
1.618 |
4,472.00 |
2.618 |
4,440.50 |
4.250 |
4,389.00 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,538.75 |
4,534.00 |
PP |
4,538.75 |
4,529.50 |
S1 |
4,538.50 |
4,525.00 |
|