Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,545.50 |
4,528.25 |
-17.25 |
-0.4% |
4,470.00 |
High |
4,584.50 |
4,556.00 |
-28.50 |
-0.6% |
4,563.25 |
Low |
4,506.75 |
4,509.00 |
2.25 |
0.0% |
4,426.50 |
Close |
4,526.75 |
4,535.75 |
9.00 |
0.2% |
4,538.50 |
Range |
77.75 |
47.00 |
-30.75 |
-39.5% |
136.75 |
ATR |
62.03 |
60.96 |
-1.07 |
-1.7% |
0.00 |
Volume |
256,892 |
193,071 |
-63,821 |
-24.8% |
1,059,825 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,674.50 |
4,652.25 |
4,561.50 |
|
R3 |
4,627.50 |
4,605.25 |
4,548.75 |
|
R2 |
4,580.50 |
4,580.50 |
4,544.25 |
|
R1 |
4,558.25 |
4,558.25 |
4,540.00 |
4,569.50 |
PP |
4,533.50 |
4,533.50 |
4,533.50 |
4,539.25 |
S1 |
4,511.25 |
4,511.25 |
4,531.50 |
4,522.50 |
S2 |
4,486.50 |
4,486.50 |
4,527.25 |
|
S3 |
4,439.50 |
4,464.25 |
4,522.75 |
|
S4 |
4,392.50 |
4,417.25 |
4,510.00 |
|
|
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 |
4,584.50 |
4,501.00 |
83.50 |
1.8% |
49.75 |
1.1% |
42% |
False |
False |
193,098 |
10 |
4,584.50 |
4,426.50 |
158.00 |
3.5% |
59.75 |
1.3% |
69% |
False |
False |
218,303 |
20 |
4,584.50 |
4,365.00 |
219.50 |
4.8% |
58.25 |
1.3% |
78% |
False |
False |
213,190 |
40 |
4,584.50 |
4,076.50 |
508.00 |
11.2% |
63.00 |
1.4% |
90% |
False |
False |
154,250 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
76.25 |
1.7% |
93% |
False |
False |
102,936 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
85.50 |
1.9% |
81% |
False |
False |
77,240 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.0% |
79.75 |
1.8% |
79% |
False |
False |
61,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,755.75 |
2.618 |
4,679.00 |
1.618 |
4,632.00 |
1.000 |
4,603.00 |
0.618 |
4,585.00 |
HIGH |
4,556.00 |
0.618 |
4,538.00 |
0.500 |
4,532.50 |
0.382 |
4,527.00 |
LOW |
4,509.00 |
0.618 |
4,480.00 |
1.000 |
4,462.00 |
1.618 |
4,433.00 |
2.618 |
4,386.00 |
4.250 |
4,309.25 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,534.75 |
4,542.75 |
PP |
4,533.50 |
4,540.50 |
S1 |
4,532.50 |
4,538.00 |
|