Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,259.6 |
1,245.8 |
-13.8 |
-1.1% |
1,223.5 |
High |
1,260.1 |
1,246.9 |
-13.2 |
-1.0% |
1,246.2 |
Low |
1,243.7 |
1,227.5 |
-16.2 |
-1.3% |
1,217.5 |
Close |
1,250.0 |
1,228.1 |
-21.9 |
-1.8% |
1,245.3 |
Range |
16.4 |
19.4 |
3.0 |
18.3% |
28.7 |
ATR |
19.4 |
19.7 |
0.2 |
1.1% |
0.0 |
Volume |
4,333 |
5,321 |
988 |
22.8% |
17,042 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.4 |
1,279.6 |
1,238.8 |
|
R3 |
1,273.0 |
1,260.2 |
1,233.4 |
|
R2 |
1,253.6 |
1,253.6 |
1,231.7 |
|
R1 |
1,240.8 |
1,240.8 |
1,229.9 |
1,237.5 |
PP |
1,234.2 |
1,234.2 |
1,234.2 |
1,232.5 |
S1 |
1,221.4 |
1,221.4 |
1,226.3 |
1,218.1 |
S2 |
1,214.8 |
1,214.8 |
1,224.5 |
|
S3 |
1,195.4 |
1,202.0 |
1,222.8 |
|
S4 |
1,176.0 |
1,182.6 |
1,217.4 |
|
|
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 |
1,227.5 |
38.5 |
3.1% |
15.2 |
1.2% |
2% |
False |
True |
5,295 |
10 |
1,266.0 |
1,211.8 |
54.2 |
4.4% |
16.7 |
1.4% |
30% |
False |
False |
4,656 |
20 |
1,274.0 |
1,211.8 |
62.2 |
5.1% |
17.6 |
1.4% |
26% |
False |
False |
4,387 |
40 |
1,286.0 |
1,204.5 |
81.5 |
6.6% |
20.6 |
1.7% |
29% |
False |
False |
3,690 |
60 |
1,286.0 |
1,092.3 |
193.7 |
15.8% |
19.7 |
1.6% |
70% |
False |
False |
3,142 |
80 |
1,286.0 |
1,056.2 |
229.8 |
18.7% |
17.6 |
1.4% |
75% |
False |
False |
2,522 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
16.1 |
1.3% |
76% |
False |
False |
2,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.4 |
2.618 |
1,297.7 |
1.618 |
1,278.3 |
1.000 |
1,266.3 |
0.618 |
1,258.9 |
HIGH |
1,246.9 |
0.618 |
1,239.5 |
0.500 |
1,237.2 |
0.382 |
1,234.9 |
LOW |
1,227.5 |
0.618 |
1,215.5 |
1.000 |
1,208.1 |
1.618 |
1,196.1 |
2.618 |
1,176.7 |
4.250 |
1,145.1 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,237.2 |
1,246.8 |
PP |
1,234.2 |
1,240.5 |
S1 |
1,231.1 |
1,234.3 |
|