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 |
1,130.8 |
1,147.8 |
17.0 |
1.5% |
1,120.8 |
High |
1,146.4 |
1,149.1 |
2.7 |
0.2% |
1,146.4 |
Low |
1,130.2 |
1,131.2 |
1.0 |
0.1% |
1,117.6 |
Close |
1,144.8 |
1,135.9 |
-8.9 |
-0.8% |
1,144.8 |
Range |
16.2 |
17.9 |
1.7 |
10.5% |
28.8 |
ATR |
16.4 |
16.5 |
0.1 |
0.7% |
0.0 |
Volume |
90,398 |
66,555 |
-23,843 |
-26.4% |
389,681 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.5 |
1,182.0 |
1,145.8 |
|
R3 |
1,174.5 |
1,164.3 |
1,140.8 |
|
R2 |
1,156.8 |
1,156.8 |
1,139.3 |
|
R1 |
1,146.3 |
1,146.3 |
1,137.5 |
1,142.5 |
PP |
1,138.8 |
1,138.8 |
1,138.8 |
1,136.8 |
S1 |
1,128.3 |
1,128.3 |
1,134.3 |
1,124.5 |
S2 |
1,120.8 |
1,120.8 |
1,132.5 |
|
S3 |
1,103.0 |
1,110.5 |
1,131.0 |
|
S4 |
1,085.0 |
1,092.5 |
1,126.0 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.8 |
1,212.5 |
1,160.8 |
|
R3 |
1,193.8 |
1,183.8 |
1,152.8 |
|
R2 |
1,165.0 |
1,165.0 |
1,150.0 |
|
R1 |
1,155.0 |
1,155.0 |
1,147.5 |
1,160.0 |
PP |
1,136.3 |
1,136.3 |
1,136.3 |
1,138.8 |
S1 |
1,126.3 |
1,126.3 |
1,142.3 |
1,131.3 |
S2 |
1,107.5 |
1,107.5 |
1,139.5 |
|
S3 |
1,078.8 |
1,097.3 |
1,137.0 |
|
S4 |
1,049.8 |
1,068.5 |
1,129.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,149.1 |
1,129.7 |
19.4 |
1.7% |
14.5 |
1.3% |
32% |
True |
False |
77,304 |
10 |
1,149.1 |
1,086.7 |
62.4 |
5.5% |
15.3 |
1.3% |
79% |
True |
False |
79,288 |
20 |
1,149.1 |
1,070.1 |
79.0 |
7.0% |
16.8 |
1.5% |
83% |
True |
False |
84,822 |
40 |
1,149.1 |
1,022.4 |
126.7 |
11.2% |
17.5 |
1.5% |
90% |
True |
False |
76,206 |
60 |
1,149.1 |
945.2 |
203.9 |
18.0% |
15.5 |
1.4% |
94% |
True |
False |
50,812 |
80 |
1,149.1 |
945.2 |
203.9 |
18.0% |
13.8 |
1.2% |
94% |
True |
False |
38,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.3 |
2.618 |
1,196.0 |
1.618 |
1,178.0 |
1.000 |
1,167.0 |
0.618 |
1,160.3 |
HIGH |
1,149.0 |
0.618 |
1,142.3 |
0.500 |
1,140.3 |
0.382 |
1,138.0 |
LOW |
1,131.3 |
0.618 |
1,120.3 |
1.000 |
1,113.3 |
1.618 |
1,102.3 |
2.618 |
1,084.3 |
4.250 |
1,055.0 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,140.3 |
1,139.5 |
PP |
1,138.8 |
1,138.3 |
S1 |
1,137.3 |
1,137.0 |
|