Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,245.8 |
1,230.5 |
-15.3 |
-1.2% |
1,245.7 |
High |
1,246.9 |
1,238.5 |
-8.4 |
-0.7% |
1,266.0 |
Low |
1,227.5 |
1,228.7 |
1.2 |
0.1% |
1,227.5 |
Close |
1,228.1 |
1,236.2 |
8.1 |
0.7% |
1,236.2 |
Range |
19.4 |
9.8 |
-9.6 |
-49.5% |
38.5 |
ATR |
19.7 |
19.0 |
-0.7 |
-3.4% |
0.0 |
Volume |
5,321 |
1,764 |
-3,557 |
-66.8% |
23,342 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.9 |
1,259.8 |
1,241.6 |
|
R3 |
1,254.1 |
1,250.0 |
1,238.9 |
|
R2 |
1,244.3 |
1,244.3 |
1,238.0 |
|
R1 |
1,240.2 |
1,240.2 |
1,237.1 |
1,242.3 |
PP |
1,234.5 |
1,234.5 |
1,234.5 |
1,235.5 |
S1 |
1,230.4 |
1,230.4 |
1,235.3 |
1,232.5 |
S2 |
1,224.7 |
1,224.7 |
1,234.4 |
|
S3 |
1,214.9 |
1,220.6 |
1,233.5 |
|
S4 |
1,205.1 |
1,210.8 |
1,230.8 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.7 |
1,336.0 |
1,257.4 |
|
R3 |
1,320.2 |
1,297.5 |
1,246.8 |
|
R2 |
1,281.7 |
1,281.7 |
1,243.3 |
|
R1 |
1,259.0 |
1,259.0 |
1,239.7 |
1,251.1 |
PP |
1,243.2 |
1,243.2 |
1,243.2 |
1,239.3 |
S1 |
1,220.5 |
1,220.5 |
1,232.7 |
1,212.6 |
S2 |
1,204.7 |
1,204.7 |
1,229.1 |
|
S3 |
1,166.2 |
1,182.0 |
1,225.6 |
|
S4 |
1,127.7 |
1,143.5 |
1,215.0 |
|
|
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% |
14.6 |
1.2% |
23% |
False |
False |
4,668 |
10 |
1,266.0 |
1,217.5 |
48.5 |
3.9% |
15.1 |
1.2% |
39% |
False |
False |
4,038 |
20 |
1,268.7 |
1,211.8 |
56.9 |
4.6% |
17.3 |
1.4% |
43% |
False |
False |
4,323 |
40 |
1,286.0 |
1,204.5 |
81.5 |
6.6% |
20.0 |
1.6% |
39% |
False |
False |
3,643 |
60 |
1,286.0 |
1,094.0 |
192.0 |
15.5% |
19.6 |
1.6% |
74% |
False |
False |
3,145 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.3% |
17.5 |
1.4% |
78% |
False |
False |
2,538 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
16.2 |
1.3% |
79% |
False |
False |
2,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.2 |
2.618 |
1,264.2 |
1.618 |
1,254.4 |
1.000 |
1,248.3 |
0.618 |
1,244.6 |
HIGH |
1,238.5 |
0.618 |
1,234.8 |
0.500 |
1,233.6 |
0.382 |
1,232.4 |
LOW |
1,228.7 |
0.618 |
1,222.6 |
1.000 |
1,218.9 |
1.618 |
1,212.8 |
2.618 |
1,203.0 |
4.250 |
1,187.1 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,235.3 |
1,243.8 |
PP |
1,234.5 |
1,241.3 |
S1 |
1,233.6 |
1,238.7 |
|