Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,880 |
17,976 |
96 |
0.5% |
17,734 |
High |
18,006 |
17,987 |
-19 |
-0.1% |
18,083 |
Low |
17,839 |
17,716 |
-123 |
-0.7% |
17,692 |
Close |
17,963 |
17,761 |
-202 |
-1.1% |
17,917 |
Range |
167 |
271 |
104 |
62.3% |
391 |
ATR |
178 |
184 |
7 |
3.8% |
0 |
Volume |
160,324 |
192,719 |
32,395 |
20.2% |
707,143 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,634 |
18,469 |
17,910 |
|
R3 |
18,363 |
18,198 |
17,836 |
|
R2 |
18,092 |
18,092 |
17,811 |
|
R1 |
17,927 |
17,927 |
17,786 |
17,874 |
PP |
17,821 |
17,821 |
17,821 |
17,795 |
S1 |
17,656 |
17,656 |
17,736 |
17,603 |
S2 |
17,550 |
17,550 |
17,711 |
|
S3 |
17,279 |
17,385 |
17,687 |
|
S4 |
17,008 |
17,114 |
17,612 |
|
|
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 |
18,006 |
17,716 |
290 |
1.6% |
175 |
1.0% |
16% |
False |
True |
147,490 |
10 |
18,083 |
17,692 |
391 |
2.2% |
175 |
1.0% |
18% |
False |
False |
140,037 |
20 |
18,083 |
17,396 |
687 |
3.9% |
183 |
1.0% |
53% |
False |
False |
147,757 |
40 |
18,083 |
16,701 |
1,382 |
7.8% |
177 |
1.0% |
77% |
False |
False |
118,324 |
60 |
18,083 |
15,370 |
2,713 |
15.3% |
210 |
1.2% |
88% |
False |
False |
78,983 |
80 |
18,083 |
15,299 |
2,784 |
15.7% |
242 |
1.4% |
88% |
False |
False |
59,271 |
100 |
18,083 |
15,299 |
2,784 |
15.7% |
224 |
1.3% |
88% |
False |
False |
47,422 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
193 |
1.1% |
88% |
False |
False |
39,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,139 |
2.618 |
18,697 |
1.618 |
18,426 |
1.000 |
18,258 |
0.618 |
18,155 |
HIGH |
17,987 |
0.618 |
17,884 |
0.500 |
17,852 |
0.382 |
17,820 |
LOW |
17,716 |
0.618 |
17,549 |
1.000 |
17,445 |
1.618 |
17,278 |
2.618 |
17,007 |
4.250 |
16,564 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,852 |
17,861 |
PP |
17,821 |
17,828 |
S1 |
17,791 |
17,794 |
|