Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,261.7 |
1,259.6 |
-2.1 |
-0.2% |
1,223.5 |
High |
1,266.0 |
1,260.1 |
-5.9 |
-0.5% |
1,246.2 |
Low |
1,255.1 |
1,243.7 |
-11.4 |
-0.9% |
1,217.5 |
Close |
1,262.6 |
1,250.0 |
-12.6 |
-1.0% |
1,245.3 |
Range |
10.9 |
16.4 |
5.5 |
50.5% |
28.7 |
ATR |
19.5 |
19.4 |
0.0 |
-0.2% |
0.0 |
Volume |
4,581 |
4,333 |
-248 |
-5.4% |
17,042 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.5 |
1,291.6 |
1,259.0 |
|
R3 |
1,284.1 |
1,275.2 |
1,254.5 |
|
R2 |
1,267.7 |
1,267.7 |
1,253.0 |
|
R1 |
1,258.8 |
1,258.8 |
1,251.5 |
1,255.1 |
PP |
1,251.3 |
1,251.3 |
1,251.3 |
1,249.4 |
S1 |
1,242.4 |
1,242.4 |
1,248.5 |
1,238.7 |
S2 |
1,234.9 |
1,234.9 |
1,247.0 |
|
S3 |
1,218.5 |
1,226.0 |
1,245.5 |
|
S4 |
1,202.1 |
1,209.6 |
1,241.0 |
|
|
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 |
1,225.8 |
40.2 |
3.2% |
15.4 |
1.2% |
60% |
False |
False |
5,238 |
10 |
1,266.0 |
1,211.8 |
54.2 |
4.3% |
16.3 |
1.3% |
70% |
False |
False |
4,264 |
20 |
1,274.0 |
1,211.8 |
62.2 |
5.0% |
18.5 |
1.5% |
61% |
False |
False |
4,222 |
40 |
1,286.0 |
1,198.1 |
87.9 |
7.0% |
20.5 |
1.6% |
59% |
False |
False |
3,687 |
60 |
1,286.0 |
1,084.9 |
201.1 |
16.1% |
19.5 |
1.6% |
82% |
False |
False |
3,060 |
80 |
1,286.0 |
1,049.4 |
236.6 |
18.9% |
17.6 |
1.4% |
85% |
False |
False |
2,467 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.9% |
15.9 |
1.3% |
85% |
False |
False |
2,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.8 |
2.618 |
1,303.0 |
1.618 |
1,286.6 |
1.000 |
1,276.5 |
0.618 |
1,270.2 |
HIGH |
1,260.1 |
0.618 |
1,253.8 |
0.500 |
1,251.9 |
0.382 |
1,250.0 |
LOW |
1,243.7 |
0.618 |
1,233.6 |
1.000 |
1,227.3 |
1.618 |
1,217.2 |
2.618 |
1,200.8 |
4.250 |
1,174.0 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,251.9 |
1,254.9 |
PP |
1,251.3 |
1,253.2 |
S1 |
1,250.6 |
1,251.6 |
|