Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,959 |
18,036 |
77 |
0.4% |
17,487 |
High |
18,083 |
18,080 |
-3 |
0.0% |
17,880 |
Low |
17,892 |
17,866 |
-26 |
-0.1% |
17,412 |
Close |
18,037 |
17,899 |
-138 |
-0.8% |
17,814 |
Range |
191 |
214 |
23 |
12.0% |
468 |
ATR |
184 |
187 |
2 |
1.1% |
0 |
Volume |
140,858 |
151,053 |
10,195 |
7.2% |
720,030 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,590 |
18,459 |
18,017 |
|
R3 |
18,376 |
18,245 |
17,958 |
|
R2 |
18,162 |
18,162 |
17,938 |
|
R1 |
18,031 |
18,031 |
17,919 |
17,990 |
PP |
17,948 |
17,948 |
17,948 |
17,928 |
S1 |
17,817 |
17,817 |
17,880 |
17,776 |
S2 |
17,734 |
17,734 |
17,860 |
|
S3 |
17,520 |
17,603 |
17,840 |
|
S4 |
17,306 |
17,389 |
17,781 |
|
|
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 |
18,083 |
17,692 |
391 |
2.2% |
176 |
1.0% |
53% |
False |
False |
132,584 |
10 |
18,083 |
17,412 |
671 |
3.7% |
183 |
1.0% |
73% |
False |
False |
144,405 |
20 |
18,083 |
17,299 |
784 |
4.4% |
178 |
1.0% |
77% |
False |
False |
140,527 |
40 |
18,083 |
16,322 |
1,761 |
9.8% |
186 |
1.0% |
90% |
False |
False |
99,974 |
60 |
18,083 |
15,370 |
2,713 |
15.2% |
218 |
1.2% |
93% |
False |
False |
66,704 |
80 |
18,083 |
15,299 |
2,784 |
15.6% |
244 |
1.4% |
93% |
False |
False |
50,056 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
215 |
1.2% |
93% |
False |
False |
40,047 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
188 |
1.0% |
93% |
False |
False |
33,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,990 |
2.618 |
18,640 |
1.618 |
18,426 |
1.000 |
18,294 |
0.618 |
18,212 |
HIGH |
18,080 |
0.618 |
17,998 |
0.500 |
17,973 |
0.382 |
17,948 |
LOW |
17,866 |
0.618 |
17,734 |
1.000 |
17,652 |
1.618 |
17,520 |
2.618 |
17,306 |
4.250 |
16,957 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,973 |
17,975 |
PP |
17,948 |
17,949 |
S1 |
17,924 |
17,924 |
|