Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,405.00 |
4,432.00 |
27.00 |
0.6% |
4,518.75 |
High |
4,433.75 |
4,442.25 |
8.50 |
0.2% |
4,584.50 |
Low |
4,372.25 |
4,346.25 |
-26.00 |
-0.6% |
4,431.00 |
Close |
4,423.75 |
4,382.00 |
-41.75 |
-0.9% |
4,465.75 |
Range |
61.50 |
96.00 |
34.50 |
56.1% |
153.50 |
ATR |
62.55 |
64.94 |
2.39 |
3.8% |
0.00 |
Volume |
306,378 |
306,766 |
388 |
0.1% |
1,155,028 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.25 |
4,626.00 |
4,434.75 |
|
R3 |
4,582.25 |
4,530.00 |
4,408.50 |
|
R2 |
4,486.25 |
4,486.25 |
4,399.50 |
|
R1 |
4,434.00 |
4,434.00 |
4,390.75 |
4,412.00 |
PP |
4,390.25 |
4,390.25 |
4,390.25 |
4,379.25 |
S1 |
4,338.00 |
4,338.00 |
4,373.25 |
4,316.00 |
S2 |
4,294.25 |
4,294.25 |
4,364.50 |
|
S3 |
4,198.25 |
4,242.00 |
4,355.50 |
|
S4 |
4,102.25 |
4,146.00 |
4,329.25 |
|
|
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 |
4,501.75 |
4,346.25 |
155.50 |
3.5% |
68.25 |
1.6% |
23% |
False |
True |
256,787 |
10 |
4,584.50 |
4,346.25 |
238.25 |
5.4% |
62.25 |
1.4% |
15% |
False |
True |
232,523 |
20 |
4,584.50 |
4,346.25 |
238.25 |
5.4% |
62.75 |
1.4% |
15% |
False |
True |
230,154 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.3% |
59.00 |
1.3% |
44% |
False |
False |
192,186 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.6% |
72.50 |
1.7% |
72% |
False |
False |
128,310 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.6% |
85.50 |
1.9% |
72% |
False |
False |
96,281 |
100 |
4,710.50 |
3,856.50 |
854.00 |
19.5% |
81.50 |
1.9% |
62% |
False |
False |
77,031 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.7% |
74.50 |
1.7% |
61% |
False |
False |
64,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,850.25 |
2.618 |
4,693.50 |
1.618 |
4,597.50 |
1.000 |
4,538.25 |
0.618 |
4,501.50 |
HIGH |
4,442.25 |
0.618 |
4,405.50 |
0.500 |
4,394.25 |
0.382 |
4,383.00 |
LOW |
4,346.25 |
0.618 |
4,287.00 |
1.000 |
4,250.25 |
1.618 |
4,191.00 |
2.618 |
4,095.00 |
4.250 |
3,938.25 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,394.25 |
4,418.00 |
PP |
4,390.25 |
4,406.00 |
S1 |
4,386.00 |
4,394.00 |
|