Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,830 |
17,849 |
19 |
0.1% |
17,487 |
High |
17,880 |
17,869 |
-11 |
-0.1% |
17,880 |
Low |
17,774 |
17,780 |
6 |
0.0% |
17,412 |
Close |
17,842 |
17,814 |
-28 |
-0.2% |
17,814 |
Range |
106 |
89 |
-17 |
-16.0% |
468 |
ATR |
190 |
183 |
-7 |
-3.8% |
0 |
Volume |
129,177 |
95,930 |
-33,247 |
-25.7% |
720,030 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,088 |
18,040 |
17,863 |
|
R3 |
17,999 |
17,951 |
17,839 |
|
R2 |
17,910 |
17,910 |
17,830 |
|
R1 |
17,862 |
17,862 |
17,822 |
17,842 |
PP |
17,821 |
17,821 |
17,821 |
17,811 |
S1 |
17,773 |
17,773 |
17,806 |
17,753 |
S2 |
17,732 |
17,732 |
17,798 |
|
S3 |
17,643 |
17,684 |
17,790 |
|
S4 |
17,554 |
17,595 |
17,765 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,106 |
18,928 |
18,072 |
|
R3 |
18,638 |
18,460 |
17,943 |
|
R2 |
18,170 |
18,170 |
17,900 |
|
R1 |
17,992 |
17,992 |
17,857 |
18,081 |
PP |
17,702 |
17,702 |
17,702 |
17,747 |
S1 |
17,524 |
17,524 |
17,771 |
17,613 |
S2 |
17,234 |
17,234 |
17,728 |
|
S3 |
16,766 |
17,056 |
17,685 |
|
S4 |
16,298 |
16,588 |
17,557 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,880 |
17,412 |
468 |
2.6% |
170 |
1.0% |
86% |
False |
False |
144,006 |
10 |
17,880 |
17,396 |
484 |
2.7% |
175 |
1.0% |
86% |
False |
False |
148,696 |
20 |
17,880 |
17,299 |
581 |
3.3% |
165 |
0.9% |
89% |
False |
False |
137,337 |
40 |
17,880 |
16,050 |
1,830 |
10.3% |
191 |
1.1% |
96% |
False |
False |
85,823 |
60 |
17,880 |
15,370 |
2,510 |
14.1% |
226 |
1.3% |
97% |
False |
False |
57,259 |
80 |
17,880 |
15,299 |
2,581 |
14.5% |
240 |
1.3% |
97% |
False |
False |
42,970 |
100 |
17,880 |
15,299 |
2,581 |
14.5% |
208 |
1.2% |
97% |
False |
False |
34,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,247 |
2.618 |
18,102 |
1.618 |
18,013 |
1.000 |
17,958 |
0.618 |
17,924 |
HIGH |
17,869 |
0.618 |
17,835 |
0.500 |
17,825 |
0.382 |
17,814 |
LOW |
17,780 |
0.618 |
17,725 |
1.000 |
17,691 |
1.618 |
17,636 |
2.618 |
17,547 |
4.250 |
17,402 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,825 |
17,794 |
PP |
17,821 |
17,774 |
S1 |
17,818 |
17,755 |
|