Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,548.75 |
4,518.75 |
-30.00 |
-0.7% |
4,470.00 |
High |
4,554.50 |
4,561.25 |
6.75 |
0.1% |
4,563.25 |
Low |
4,523.00 |
4,501.00 |
-22.00 |
-0.5% |
4,426.50 |
Close |
4,538.50 |
4,546.50 |
8.00 |
0.2% |
4,538.50 |
Range |
31.50 |
60.25 |
28.75 |
91.3% |
136.75 |
ATR |
60.87 |
60.82 |
-0.04 |
-0.1% |
0.00 |
Volume |
171,811 |
179,869 |
8,058 |
4.7% |
1,059,825 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,717.00 |
4,692.00 |
4,579.75 |
|
R3 |
4,656.75 |
4,631.75 |
4,563.00 |
|
R2 |
4,596.50 |
4,596.50 |
4,557.50 |
|
R1 |
4,571.50 |
4,571.50 |
4,552.00 |
4,584.00 |
PP |
4,536.25 |
4,536.25 |
4,536.25 |
4,542.50 |
S1 |
4,511.25 |
4,511.25 |
4,541.00 |
4,523.75 |
S2 |
4,476.00 |
4,476.00 |
4,535.50 |
|
S3 |
4,415.75 |
4,451.00 |
4,530.00 |
|
S4 |
4,355.50 |
4,390.75 |
4,513.25 |
|
|
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% |
52.50 |
1.2% |
88% |
False |
False |
199,279 |
10 |
4,563.25 |
4,426.50 |
136.75 |
3.0% |
59.00 |
1.3% |
88% |
False |
False |
219,397 |
20 |
4,563.25 |
4,365.00 |
198.25 |
4.4% |
57.00 |
1.3% |
92% |
False |
False |
208,689 |
40 |
4,563.25 |
4,076.50 |
486.75 |
10.7% |
63.75 |
1.4% |
97% |
False |
False |
143,028 |
60 |
4,563.25 |
3,856.50 |
706.75 |
15.5% |
78.50 |
1.7% |
98% |
False |
False |
95,448 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
85.00 |
1.9% |
83% |
False |
False |
71,617 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.0% |
79.25 |
1.7% |
80% |
False |
False |
57,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,817.25 |
2.618 |
4,719.00 |
1.618 |
4,658.75 |
1.000 |
4,621.50 |
0.618 |
4,598.50 |
HIGH |
4,561.25 |
0.618 |
4,538.25 |
0.500 |
4,531.00 |
0.382 |
4,524.00 |
LOW |
4,501.00 |
0.618 |
4,463.75 |
1.000 |
4,440.75 |
1.618 |
4,403.50 |
2.618 |
4,343.25 |
4.250 |
4,245.00 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,541.50 |
4,541.75 |
PP |
4,536.25 |
4,537.00 |
S1 |
4,531.00 |
4,532.00 |
|