Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,230.5 |
1,238.3 |
7.8 |
0.6% |
1,245.7 |
High |
1,238.5 |
1,244.8 |
6.3 |
0.5% |
1,266.0 |
Low |
1,228.7 |
1,233.5 |
4.8 |
0.4% |
1,227.5 |
Close |
1,236.2 |
1,236.6 |
0.4 |
0.0% |
1,236.2 |
Range |
9.8 |
11.3 |
1.5 |
15.3% |
38.5 |
ATR |
19.0 |
18.5 |
-0.6 |
-2.9% |
0.0 |
Volume |
1,764 |
6,761 |
4,997 |
283.3% |
23,342 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.2 |
1,265.7 |
1,242.8 |
|
R3 |
1,260.9 |
1,254.4 |
1,239.7 |
|
R2 |
1,249.6 |
1,249.6 |
1,238.7 |
|
R1 |
1,243.1 |
1,243.1 |
1,237.6 |
1,240.7 |
PP |
1,238.3 |
1,238.3 |
1,238.3 |
1,237.1 |
S1 |
1,231.8 |
1,231.8 |
1,235.6 |
1,229.4 |
S2 |
1,227.0 |
1,227.0 |
1,234.5 |
|
S3 |
1,215.7 |
1,220.5 |
1,233.5 |
|
S4 |
1,204.4 |
1,209.2 |
1,230.4 |
|
|
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% |
13.6 |
1.1% |
24% |
False |
False |
4,552 |
10 |
1,266.0 |
1,218.2 |
47.8 |
3.9% |
15.5 |
1.2% |
38% |
False |
False |
4,511 |
20 |
1,266.0 |
1,211.8 |
54.2 |
4.4% |
17.0 |
1.4% |
46% |
False |
False |
4,478 |
40 |
1,286.0 |
1,204.5 |
81.5 |
6.6% |
19.9 |
1.6% |
39% |
False |
False |
3,774 |
60 |
1,286.0 |
1,095.9 |
190.1 |
15.4% |
19.6 |
1.6% |
74% |
False |
False |
3,241 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.3% |
17.4 |
1.4% |
78% |
False |
False |
2,610 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
16.3 |
1.3% |
79% |
False |
False |
2,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.8 |
2.618 |
1,274.4 |
1.618 |
1,263.1 |
1.000 |
1,256.1 |
0.618 |
1,251.8 |
HIGH |
1,244.8 |
0.618 |
1,240.5 |
0.500 |
1,239.2 |
0.382 |
1,237.8 |
LOW |
1,233.5 |
0.618 |
1,226.5 |
1.000 |
1,222.2 |
1.618 |
1,215.2 |
2.618 |
1,203.9 |
4.250 |
1,185.5 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,239.2 |
1,237.2 |
PP |
1,238.3 |
1,237.0 |
S1 |
1,237.5 |
1,236.8 |
|