Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,528.25 |
4,533.25 |
5.00 |
0.1% |
4,470.00 |
High |
4,556.00 |
4,551.75 |
-4.25 |
-0.1% |
4,563.25 |
Low |
4,509.00 |
4,488.00 |
-21.00 |
-0.5% |
4,426.50 |
Close |
4,535.75 |
4,497.75 |
-38.00 |
-0.8% |
4,538.50 |
Range |
47.00 |
63.75 |
16.75 |
35.6% |
136.75 |
ATR |
60.96 |
61.16 |
0.20 |
0.3% |
0.00 |
Volume |
193,071 |
239,652 |
46,581 |
24.1% |
1,059,825 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,703.75 |
4,664.50 |
4,532.75 |
|
R3 |
4,640.00 |
4,600.75 |
4,515.25 |
|
R2 |
4,576.25 |
4,576.25 |
4,509.50 |
|
R1 |
4,537.00 |
4,537.00 |
4,503.50 |
4,524.75 |
PP |
4,512.50 |
4,512.50 |
4,512.50 |
4,506.50 |
S1 |
4,473.25 |
4,473.25 |
4,492.00 |
4,461.00 |
S2 |
4,448.75 |
4,448.75 |
4,486.00 |
|
S3 |
4,385.00 |
4,409.50 |
4,480.25 |
|
S4 |
4,321.25 |
4,345.75 |
4,462.75 |
|
|
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 |
4,488.00 |
96.50 |
2.1% |
56.00 |
1.2% |
10% |
False |
True |
208,259 |
10 |
4,584.50 |
4,426.50 |
158.00 |
3.5% |
57.25 |
1.3% |
45% |
False |
False |
216,187 |
20 |
4,584.50 |
4,365.00 |
219.50 |
4.9% |
58.50 |
1.3% |
60% |
False |
False |
214,571 |
40 |
4,584.50 |
4,162.25 |
422.25 |
9.4% |
61.50 |
1.4% |
79% |
False |
False |
160,215 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.2% |
75.50 |
1.7% |
88% |
False |
False |
106,928 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.6% |
86.25 |
1.9% |
77% |
False |
False |
80,236 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.2% |
80.25 |
1.8% |
74% |
False |
False |
64,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,822.75 |
2.618 |
4,718.75 |
1.618 |
4,655.00 |
1.000 |
4,615.50 |
0.618 |
4,591.25 |
HIGH |
4,551.75 |
0.618 |
4,527.50 |
0.500 |
4,520.00 |
0.382 |
4,512.25 |
LOW |
4,488.00 |
0.618 |
4,448.50 |
1.000 |
4,424.25 |
1.618 |
4,384.75 |
2.618 |
4,321.00 |
4.250 |
4,217.00 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,520.00 |
4,536.25 |
PP |
4,512.50 |
4,523.50 |
S1 |
4,505.00 |
4,510.50 |
|