Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,238.3 |
1,234.9 |
-3.4 |
-0.3% |
1,245.7 |
High |
1,244.8 |
1,260.0 |
15.2 |
1.2% |
1,266.0 |
Low |
1,233.5 |
1,231.0 |
-2.5 |
-0.2% |
1,227.5 |
Close |
1,236.6 |
1,256.0 |
19.4 |
1.6% |
1,236.2 |
Range |
11.3 |
29.0 |
17.7 |
156.6% |
38.5 |
ATR |
18.5 |
19.2 |
0.8 |
4.1% |
0.0 |
Volume |
6,761 |
2,006 |
-4,755 |
-70.3% |
23,342 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.0 |
1,325.0 |
1,272.0 |
|
R3 |
1,307.0 |
1,296.0 |
1,264.0 |
|
R2 |
1,278.0 |
1,278.0 |
1,261.3 |
|
R1 |
1,267.0 |
1,267.0 |
1,258.7 |
1,272.5 |
PP |
1,249.0 |
1,249.0 |
1,249.0 |
1,251.8 |
S1 |
1,238.0 |
1,238.0 |
1,253.3 |
1,243.5 |
S2 |
1,220.0 |
1,220.0 |
1,250.7 |
|
S3 |
1,191.0 |
1,209.0 |
1,248.0 |
|
S4 |
1,162.0 |
1,180.0 |
1,240.1 |
|
|
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 |
1,260.1 |
1,227.5 |
32.6 |
2.6% |
17.2 |
1.4% |
87% |
False |
False |
4,037 |
10 |
1,266.0 |
1,219.0 |
47.0 |
3.7% |
16.2 |
1.3% |
79% |
False |
False |
4,389 |
20 |
1,266.0 |
1,211.8 |
54.2 |
4.3% |
17.7 |
1.4% |
82% |
False |
False |
4,348 |
40 |
1,286.0 |
1,209.5 |
76.5 |
6.1% |
20.1 |
1.6% |
61% |
False |
False |
3,805 |
60 |
1,286.0 |
1,101.0 |
185.0 |
14.7% |
20.0 |
1.6% |
84% |
False |
False |
3,235 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.0% |
17.7 |
1.4% |
87% |
False |
False |
2,633 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
16.5 |
1.3% |
87% |
False |
False |
2,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.3 |
2.618 |
1,335.9 |
1.618 |
1,306.9 |
1.000 |
1,289.0 |
0.618 |
1,277.9 |
HIGH |
1,260.0 |
0.618 |
1,248.9 |
0.500 |
1,245.5 |
0.382 |
1,242.1 |
LOW |
1,231.0 |
0.618 |
1,213.1 |
1.000 |
1,202.0 |
1.618 |
1,184.1 |
2.618 |
1,155.1 |
4.250 |
1,107.8 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,252.5 |
1,252.1 |
PP |
1,249.0 |
1,248.2 |
S1 |
1,245.5 |
1,244.4 |
|