Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,488.25 |
4,477.00 |
-11.25 |
-0.3% |
4,518.75 |
High |
4,501.75 |
4,479.75 |
-22.00 |
-0.5% |
4,584.50 |
Low |
4,431.00 |
4,436.00 |
5.00 |
0.1% |
4,431.00 |
Close |
4,465.75 |
4,472.25 |
6.50 |
0.1% |
4,465.75 |
Range |
70.75 |
43.75 |
-27.00 |
-38.2% |
153.50 |
ATR |
61.84 |
60.55 |
-1.29 |
-2.1% |
0.00 |
Volume |
285,544 |
172,474 |
-113,070 |
-39.6% |
1,155,028 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,594.00 |
4,576.75 |
4,496.25 |
|
R3 |
4,550.25 |
4,533.00 |
4,484.25 |
|
R2 |
4,506.50 |
4,506.50 |
4,480.25 |
|
R1 |
4,489.25 |
4,489.25 |
4,476.25 |
4,476.00 |
PP |
4,462.75 |
4,462.75 |
4,462.75 |
4,456.00 |
S1 |
4,445.50 |
4,445.50 |
4,468.25 |
4,432.25 |
S2 |
4,419.00 |
4,419.00 |
4,464.25 |
|
S3 |
4,375.25 |
4,401.75 |
4,460.25 |
|
S4 |
4,331.50 |
4,358.00 |
4,448.25 |
|
|
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% |
60.50 |
1.4% |
27% |
False |
False |
229,526 |
10 |
4,584.50 |
4,426.50 |
158.00 |
3.5% |
56.50 |
1.3% |
29% |
False |
False |
214,403 |
20 |
4,584.50 |
4,374.00 |
210.50 |
4.7% |
60.25 |
1.3% |
47% |
False |
False |
220,985 |
40 |
4,584.50 |
4,171.25 |
413.25 |
9.2% |
60.75 |
1.4% |
73% |
False |
False |
171,598 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.3% |
74.00 |
1.7% |
85% |
False |
False |
114,550 |
80 |
4,686.00 |
3,856.50 |
829.50 |
18.5% |
86.25 |
1.9% |
74% |
False |
False |
85,960 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
81.00 |
1.8% |
71% |
False |
False |
68,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,665.75 |
2.618 |
4,594.25 |
1.618 |
4,550.50 |
1.000 |
4,523.50 |
0.618 |
4,506.75 |
HIGH |
4,479.75 |
0.618 |
4,463.00 |
0.500 |
4,458.00 |
0.382 |
4,452.75 |
LOW |
4,436.00 |
0.618 |
4,409.00 |
1.000 |
4,392.25 |
1.618 |
4,365.25 |
2.618 |
4,321.50 |
4.250 |
4,250.00 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,467.50 |
4,491.50 |
PP |
4,462.75 |
4,485.00 |
S1 |
4,458.00 |
4,478.50 |
|