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 |
17,070 |
17,290 |
220 |
1.3% |
15,820 |
High |
17,370 |
17,460 |
90 |
0.5% |
16,980 |
Low |
16,900 |
17,215 |
315 |
1.9% |
15,565 |
Close |
17,280 |
17,280 |
0 |
0.0% |
16,650 |
Range |
470 |
245 |
-225 |
-47.9% |
1,415 |
ATR |
419 |
407 |
-12 |
-3.0% |
0 |
Volume |
18,281 |
19,763 |
1,482 |
8.1% |
92,863 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,053 |
17,912 |
17,415 |
|
R3 |
17,808 |
17,667 |
17,348 |
|
R2 |
17,563 |
17,563 |
17,325 |
|
R1 |
17,422 |
17,422 |
17,303 |
17,370 |
PP |
17,318 |
17,318 |
17,318 |
17,293 |
S1 |
17,177 |
17,177 |
17,258 |
17,125 |
S2 |
17,073 |
17,073 |
17,235 |
|
S3 |
16,828 |
16,932 |
17,213 |
|
S4 |
16,583 |
16,687 |
17,145 |
|
|
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 |
17,460 |
16,290 |
1,170 |
6.8% |
400 |
2.3% |
85% |
True |
False |
17,596 |
10 |
17,460 |
15,465 |
1,995 |
11.5% |
439 |
2.5% |
91% |
True |
False |
19,008 |
20 |
17,460 |
15,375 |
2,085 |
12.1% |
398 |
2.3% |
91% |
True |
False |
17,083 |
40 |
17,460 |
15,375 |
2,085 |
12.1% |
393 |
2.3% |
91% |
True |
False |
13,341 |
60 |
17,870 |
14,820 |
3,050 |
17.7% |
373 |
2.2% |
81% |
False |
False |
8,923 |
80 |
19,105 |
14,820 |
4,285 |
24.8% |
350 |
2.0% |
57% |
False |
False |
6,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,501 |
2.618 |
18,102 |
1.618 |
17,857 |
1.000 |
17,705 |
0.618 |
17,612 |
HIGH |
17,460 |
0.618 |
17,367 |
0.500 |
17,338 |
0.382 |
17,309 |
LOW |
17,215 |
0.618 |
17,064 |
1.000 |
16,970 |
1.618 |
16,819 |
2.618 |
16,574 |
4.250 |
16,174 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,338 |
17,212 |
PP |
17,318 |
17,143 |
S1 |
17,299 |
17,075 |
|