Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
16,690 |
17,070 |
380 |
2.3% |
15,820 |
High |
17,195 |
17,370 |
175 |
1.0% |
16,980 |
Low |
16,690 |
16,900 |
210 |
1.3% |
15,565 |
Close |
17,065 |
17,280 |
215 |
1.3% |
16,650 |
Range |
505 |
470 |
-35 |
-6.9% |
1,415 |
ATR |
415 |
419 |
4 |
0.9% |
0 |
Volume |
17,286 |
18,281 |
995 |
5.8% |
92,863 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,593 |
18,407 |
17,539 |
|
R3 |
18,123 |
17,937 |
17,409 |
|
R2 |
17,653 |
17,653 |
17,366 |
|
R1 |
17,467 |
17,467 |
17,323 |
17,560 |
PP |
17,183 |
17,183 |
17,183 |
17,230 |
S1 |
16,997 |
16,997 |
17,237 |
17,090 |
S2 |
16,713 |
16,713 |
17,194 |
|
S3 |
16,243 |
16,527 |
17,151 |
|
S4 |
15,773 |
16,057 |
17,022 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,643 |
20,062 |
17,428 |
|
R3 |
19,228 |
18,647 |
17,039 |
|
R2 |
17,813 |
17,813 |
16,910 |
|
R1 |
17,232 |
17,232 |
16,780 |
17,523 |
PP |
16,398 |
16,398 |
16,398 |
16,544 |
S1 |
15,817 |
15,817 |
16,520 |
16,108 |
S2 |
14,983 |
14,983 |
16,391 |
|
S3 |
13,568 |
14,402 |
16,261 |
|
S4 |
12,153 |
12,987 |
15,872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,370 |
16,290 |
1,080 |
6.3% |
414 |
2.4% |
92% |
True |
False |
17,613 |
10 |
17,370 |
15,375 |
1,995 |
11.5% |
468 |
2.7% |
95% |
True |
False |
19,327 |
20 |
17,370 |
15,375 |
1,995 |
11.5% |
399 |
2.3% |
95% |
True |
False |
16,599 |
40 |
17,370 |
15,375 |
1,995 |
11.5% |
399 |
2.3% |
95% |
True |
False |
12,849 |
60 |
17,870 |
14,820 |
3,050 |
17.7% |
377 |
2.2% |
81% |
False |
False |
8,594 |
80 |
19,105 |
14,820 |
4,285 |
24.8% |
347 |
2.0% |
57% |
False |
False |
6,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,368 |
2.618 |
18,601 |
1.618 |
18,131 |
1.000 |
17,840 |
0.618 |
17,661 |
HIGH |
17,370 |
0.618 |
17,191 |
0.500 |
17,135 |
0.382 |
17,080 |
LOW |
16,900 |
0.618 |
16,610 |
1.000 |
16,430 |
1.618 |
16,140 |
2.618 |
15,670 |
4.250 |
14,903 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,232 |
17,130 |
PP |
17,183 |
16,980 |
S1 |
17,135 |
16,830 |
|