Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,290 |
17,245 |
-45 |
-0.3% |
16,535 |
High |
17,460 |
17,820 |
360 |
2.1% |
17,820 |
Low |
17,215 |
17,185 |
-30 |
-0.2% |
16,290 |
Close |
17,280 |
17,800 |
520 |
3.0% |
17,800 |
Range |
245 |
635 |
390 |
159.2% |
1,530 |
ATR |
407 |
423 |
16 |
4.0% |
0 |
Volume |
19,763 |
22,024 |
2,261 |
11.4% |
94,841 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,507 |
19,288 |
18,149 |
|
R3 |
18,872 |
18,653 |
17,975 |
|
R2 |
18,237 |
18,237 |
17,917 |
|
R1 |
18,018 |
18,018 |
17,858 |
18,128 |
PP |
17,602 |
17,602 |
17,602 |
17,656 |
S1 |
17,383 |
17,383 |
17,742 |
17,493 |
S2 |
16,967 |
16,967 |
17,684 |
|
S3 |
16,332 |
16,748 |
17,626 |
|
S4 |
15,697 |
16,113 |
17,451 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,893 |
21,377 |
18,642 |
|
R3 |
20,363 |
19,847 |
18,221 |
|
R2 |
18,833 |
18,833 |
18,081 |
|
R1 |
18,317 |
18,317 |
17,940 |
18,575 |
PP |
17,303 |
17,303 |
17,303 |
17,433 |
S1 |
16,787 |
16,787 |
17,660 |
17,045 |
S2 |
15,773 |
15,773 |
17,520 |
|
S3 |
14,243 |
15,257 |
17,379 |
|
S4 |
12,713 |
13,727 |
16,959 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,820 |
16,290 |
1,530 |
8.6% |
459 |
2.6% |
99% |
True |
False |
18,968 |
10 |
17,820 |
15,565 |
2,255 |
12.7% |
441 |
2.5% |
99% |
True |
False |
18,770 |
20 |
17,820 |
15,375 |
2,445 |
13.7% |
414 |
2.3% |
99% |
True |
False |
17,696 |
40 |
17,820 |
15,375 |
2,445 |
13.7% |
403 |
2.3% |
99% |
True |
False |
13,887 |
60 |
17,870 |
14,820 |
3,050 |
17.1% |
378 |
2.1% |
98% |
False |
False |
9,290 |
80 |
19,105 |
14,820 |
4,285 |
24.1% |
358 |
2.0% |
70% |
False |
False |
6,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,519 |
2.618 |
19,483 |
1.618 |
18,848 |
1.000 |
18,455 |
0.618 |
18,213 |
HIGH |
17,820 |
0.618 |
17,578 |
0.500 |
17,503 |
0.382 |
17,428 |
LOW |
17,185 |
0.618 |
16,793 |
1.000 |
16,550 |
1.618 |
16,158 |
2.618 |
15,523 |
4.250 |
14,486 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,701 |
17,653 |
PP |
17,602 |
17,507 |
S1 |
17,503 |
17,360 |
|