Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,432.00 |
4,383.50 |
-48.50 |
-1.1% |
4,477.00 |
High |
4,442.25 |
4,391.25 |
-51.00 |
-1.1% |
4,489.75 |
Low |
4,346.25 |
4,296.75 |
-49.50 |
-1.1% |
4,296.75 |
Close |
4,382.00 |
4,331.50 |
-50.50 |
-1.2% |
4,331.50 |
Range |
96.00 |
94.50 |
-1.50 |
-1.6% |
193.00 |
ATR |
64.94 |
67.05 |
2.11 |
3.3% |
0.00 |
Volume |
306,766 |
402,426 |
95,660 |
31.2% |
1,400,820 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,623.25 |
4,572.00 |
4,383.50 |
|
R3 |
4,528.75 |
4,477.50 |
4,357.50 |
|
R2 |
4,434.25 |
4,434.25 |
4,348.75 |
|
R1 |
4,383.00 |
4,383.00 |
4,340.25 |
4,361.50 |
PP |
4,339.75 |
4,339.75 |
4,339.75 |
4,329.00 |
S1 |
4,288.50 |
4,288.50 |
4,322.75 |
4,267.00 |
S2 |
4,245.25 |
4,245.25 |
4,314.25 |
|
S3 |
4,150.75 |
4,194.00 |
4,305.50 |
|
S4 |
4,056.25 |
4,099.50 |
4,279.50 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,951.75 |
4,834.50 |
4,437.75 |
|
R3 |
4,758.75 |
4,641.50 |
4,384.50 |
|
R2 |
4,565.75 |
4,565.75 |
4,367.00 |
|
R1 |
4,448.50 |
4,448.50 |
4,349.25 |
4,410.50 |
PP |
4,372.75 |
4,372.75 |
4,372.75 |
4,353.75 |
S1 |
4,255.50 |
4,255.50 |
4,313.75 |
4,217.50 |
S2 |
4,179.75 |
4,179.75 |
4,296.00 |
|
S3 |
3,986.75 |
4,062.50 |
4,278.50 |
|
S4 |
3,793.75 |
3,869.50 |
4,225.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,489.75 |
4,296.75 |
193.00 |
4.5% |
73.00 |
1.7% |
18% |
False |
True |
280,164 |
10 |
4,584.50 |
4,296.75 |
287.75 |
6.6% |
68.50 |
1.6% |
12% |
False |
True |
255,584 |
20 |
4,584.50 |
4,296.75 |
287.75 |
6.6% |
63.00 |
1.5% |
12% |
False |
True |
237,979 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.4% |
60.25 |
1.4% |
31% |
False |
False |
202,229 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
72.25 |
1.7% |
65% |
False |
False |
135,015 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
85.75 |
2.0% |
65% |
False |
False |
101,310 |
100 |
4,710.50 |
3,856.50 |
854.00 |
19.7% |
82.00 |
1.9% |
56% |
False |
False |
81,056 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.9% |
75.00 |
1.7% |
55% |
False |
False |
67,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,793.00 |
2.618 |
4,638.75 |
1.618 |
4,544.25 |
1.000 |
4,485.75 |
0.618 |
4,449.75 |
HIGH |
4,391.25 |
0.618 |
4,355.25 |
0.500 |
4,344.00 |
0.382 |
4,332.75 |
LOW |
4,296.75 |
0.618 |
4,238.25 |
1.000 |
4,202.25 |
1.618 |
4,143.75 |
2.618 |
4,049.25 |
4.250 |
3,895.00 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,344.00 |
4,369.50 |
PP |
4,339.75 |
4,356.75 |
S1 |
4,335.75 |
4,344.25 |
|