Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,245.7 |
1,261.7 |
16.0 |
1.3% |
1,223.5 |
High |
1,262.0 |
1,266.0 |
4.0 |
0.3% |
1,246.2 |
Low |
1,245.7 |
1,255.1 |
9.4 |
0.8% |
1,217.5 |
Close |
1,259.6 |
1,262.6 |
3.0 |
0.2% |
1,245.3 |
Range |
16.3 |
10.9 |
-5.4 |
-33.1% |
28.7 |
ATR |
20.1 |
19.5 |
-0.7 |
-3.3% |
0.0 |
Volume |
7,343 |
4,581 |
-2,762 |
-37.6% |
17,042 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.9 |
1,289.2 |
1,268.6 |
|
R3 |
1,283.0 |
1,278.3 |
1,265.6 |
|
R2 |
1,272.1 |
1,272.1 |
1,264.6 |
|
R1 |
1,267.4 |
1,267.4 |
1,263.6 |
1,269.8 |
PP |
1,261.2 |
1,261.2 |
1,261.2 |
1,262.4 |
S1 |
1,256.5 |
1,256.5 |
1,261.6 |
1,258.9 |
S2 |
1,250.3 |
1,250.3 |
1,260.6 |
|
S3 |
1,239.4 |
1,245.6 |
1,259.6 |
|
S4 |
1,228.5 |
1,234.7 |
1,256.6 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.4 |
1,312.6 |
1,261.1 |
|
R3 |
1,293.7 |
1,283.9 |
1,253.2 |
|
R2 |
1,265.0 |
1,265.0 |
1,250.6 |
|
R1 |
1,255.2 |
1,255.2 |
1,247.9 |
1,260.1 |
PP |
1,236.3 |
1,236.3 |
1,236.3 |
1,238.8 |
S1 |
1,226.5 |
1,226.5 |
1,242.7 |
1,231.4 |
S2 |
1,207.6 |
1,207.6 |
1,240.0 |
|
S3 |
1,178.9 |
1,197.8 |
1,237.4 |
|
S4 |
1,150.2 |
1,169.1 |
1,229.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,266.0 |
1,219.0 |
47.0 |
3.7% |
15.2 |
1.2% |
93% |
True |
False |
4,742 |
10 |
1,266.0 |
1,211.8 |
54.2 |
4.3% |
16.7 |
1.3% |
94% |
True |
False |
4,142 |
20 |
1,274.0 |
1,211.8 |
62.2 |
4.9% |
18.2 |
1.4% |
82% |
False |
False |
4,126 |
40 |
1,286.0 |
1,193.2 |
92.8 |
7.3% |
21.1 |
1.7% |
75% |
False |
False |
3,623 |
60 |
1,286.0 |
1,079.4 |
206.6 |
16.4% |
19.5 |
1.5% |
89% |
False |
False |
3,000 |
80 |
1,286.0 |
1,049.4 |
236.6 |
18.7% |
17.5 |
1.4% |
90% |
False |
False |
2,424 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.7% |
15.9 |
1.3% |
90% |
False |
False |
2,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.3 |
2.618 |
1,294.5 |
1.618 |
1,283.6 |
1.000 |
1,276.9 |
0.618 |
1,272.7 |
HIGH |
1,266.0 |
0.618 |
1,261.8 |
0.500 |
1,260.6 |
0.382 |
1,259.3 |
LOW |
1,255.1 |
0.618 |
1,248.4 |
1.000 |
1,244.2 |
1.618 |
1,237.5 |
2.618 |
1,226.6 |
4.250 |
1,208.8 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,261.9 |
1,258.2 |
PP |
1,261.2 |
1,253.8 |
S1 |
1,260.6 |
1,249.4 |
|