Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,907 |
17,880 |
-27 |
-0.2% |
17,734 |
High |
17,970 |
18,006 |
36 |
0.2% |
18,083 |
Low |
17,852 |
17,839 |
-13 |
-0.1% |
17,692 |
Close |
17,919 |
17,963 |
44 |
0.2% |
17,917 |
Range |
118 |
167 |
49 |
41.5% |
391 |
ATR |
178 |
178 |
-1 |
-0.5% |
0 |
Volume |
120,626 |
160,324 |
39,698 |
32.9% |
707,143 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,437 |
18,367 |
18,055 |
|
R3 |
18,270 |
18,200 |
18,009 |
|
R2 |
18,103 |
18,103 |
17,994 |
|
R1 |
18,033 |
18,033 |
17,978 |
18,068 |
PP |
17,936 |
17,936 |
17,936 |
17,954 |
S1 |
17,866 |
17,866 |
17,948 |
17,901 |
S2 |
17,769 |
17,769 |
17,933 |
|
S3 |
17,602 |
17,699 |
17,917 |
|
S4 |
17,435 |
17,532 |
17,871 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,070 |
18,885 |
18,132 |
|
R3 |
18,679 |
18,494 |
18,025 |
|
R2 |
18,288 |
18,288 |
17,989 |
|
R1 |
18,103 |
18,103 |
17,953 |
18,196 |
PP |
17,897 |
17,897 |
17,897 |
17,944 |
S1 |
17,712 |
17,712 |
17,881 |
17,805 |
S2 |
17,506 |
17,506 |
17,845 |
|
S3 |
17,115 |
17,321 |
17,810 |
|
S4 |
16,724 |
16,930 |
17,702 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,080 |
17,773 |
307 |
1.7% |
164 |
0.9% |
62% |
False |
False |
139,157 |
10 |
18,083 |
17,692 |
391 |
2.2% |
159 |
0.9% |
69% |
False |
False |
133,683 |
20 |
18,083 |
17,396 |
687 |
3.8% |
174 |
1.0% |
83% |
False |
False |
144,155 |
40 |
18,083 |
16,650 |
1,433 |
8.0% |
174 |
1.0% |
92% |
False |
False |
113,518 |
60 |
18,083 |
15,370 |
2,713 |
15.1% |
210 |
1.2% |
96% |
False |
False |
75,772 |
80 |
18,083 |
15,299 |
2,784 |
15.5% |
245 |
1.4% |
96% |
False |
False |
56,864 |
100 |
18,083 |
15,299 |
2,784 |
15.5% |
221 |
1.2% |
96% |
False |
False |
45,495 |
120 |
18,083 |
15,299 |
2,784 |
15.5% |
192 |
1.1% |
96% |
False |
False |
37,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,716 |
2.618 |
18,443 |
1.618 |
18,276 |
1.000 |
18,173 |
0.618 |
18,109 |
HIGH |
18,006 |
0.618 |
17,942 |
0.500 |
17,923 |
0.382 |
17,903 |
LOW |
17,839 |
0.618 |
17,736 |
1.000 |
17,672 |
1.618 |
17,569 |
2.618 |
17,402 |
4.250 |
17,129 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,950 |
17,939 |
PP |
17,936 |
17,914 |
S1 |
17,923 |
17,890 |
|