Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,533.25 |
4,488.25 |
-45.00 |
-1.0% |
4,518.75 |
High |
4,551.75 |
4,501.75 |
-50.00 |
-1.1% |
4,584.50 |
Low |
4,488.00 |
4,431.00 |
-57.00 |
-1.3% |
4,431.00 |
Close |
4,497.75 |
4,465.75 |
-32.00 |
-0.7% |
4,465.75 |
Range |
63.75 |
70.75 |
7.00 |
11.0% |
153.50 |
ATR |
61.16 |
61.84 |
0.69 |
1.1% |
0.00 |
Volume |
239,652 |
285,544 |
45,892 |
19.1% |
1,155,028 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.50 |
4,642.75 |
4,504.75 |
|
R3 |
4,607.75 |
4,572.00 |
4,485.25 |
|
R2 |
4,537.00 |
4,537.00 |
4,478.75 |
|
R1 |
4,501.25 |
4,501.25 |
4,472.25 |
4,483.75 |
PP |
4,466.25 |
4,466.25 |
4,466.25 |
4,457.50 |
S1 |
4,430.50 |
4,430.50 |
4,459.25 |
4,413.00 |
S2 |
4,395.50 |
4,395.50 |
4,452.75 |
|
S3 |
4,324.75 |
4,359.75 |
4,446.25 |
|
S4 |
4,254.00 |
4,289.00 |
4,426.75 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,954.25 |
4,863.50 |
4,550.25 |
|
R3 |
4,800.75 |
4,710.00 |
4,508.00 |
|
R2 |
4,647.25 |
4,647.25 |
4,494.00 |
|
R1 |
4,556.50 |
4,556.50 |
4,479.75 |
4,525.00 |
PP |
4,493.75 |
4,493.75 |
4,493.75 |
4,478.00 |
S1 |
4,403.00 |
4,403.00 |
4,451.75 |
4,371.50 |
S2 |
4,340.25 |
4,340.25 |
4,437.50 |
|
S3 |
4,186.75 |
4,249.50 |
4,423.50 |
|
S4 |
4,033.25 |
4,096.00 |
4,381.25 |
|
|
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 |
4,431.00 |
153.50 |
3.4% |
64.00 |
1.4% |
23% |
False |
True |
231,005 |
10 |
4,584.50 |
4,426.50 |
158.00 |
3.5% |
58.50 |
1.3% |
25% |
False |
False |
221,485 |
20 |
4,584.50 |
4,374.00 |
210.50 |
4.7% |
60.25 |
1.3% |
44% |
False |
False |
219,047 |
40 |
4,584.50 |
4,171.25 |
413.25 |
9.3% |
61.25 |
1.4% |
71% |
False |
False |
167,299 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.3% |
74.75 |
1.7% |
84% |
False |
False |
111,679 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.7% |
86.50 |
1.9% |
73% |
False |
False |
83,805 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
81.00 |
1.8% |
71% |
False |
False |
67,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,802.50 |
2.618 |
4,687.00 |
1.618 |
4,616.25 |
1.000 |
4,572.50 |
0.618 |
4,545.50 |
HIGH |
4,501.75 |
0.618 |
4,474.75 |
0.500 |
4,466.50 |
0.382 |
4,458.00 |
LOW |
4,431.00 |
0.618 |
4,387.25 |
1.000 |
4,360.25 |
1.618 |
4,316.50 |
2.618 |
4,245.75 |
4.250 |
4,130.25 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,466.50 |
4,493.50 |
PP |
4,466.25 |
4,484.25 |
S1 |
4,466.00 |
4,475.00 |
|