Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,234.9 |
1,253.2 |
18.3 |
1.5% |
1,245.7 |
High |
1,260.0 |
1,261.0 |
1.0 |
0.1% |
1,266.0 |
Low |
1,231.0 |
1,246.0 |
15.0 |
1.2% |
1,227.5 |
Close |
1,256.0 |
1,256.2 |
0.2 |
0.0% |
1,236.2 |
Range |
29.0 |
15.0 |
-14.0 |
-48.3% |
38.5 |
ATR |
19.2 |
18.9 |
-0.3 |
-1.6% |
0.0 |
Volume |
2,006 |
7,909 |
5,903 |
294.3% |
23,342 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.4 |
1,292.8 |
1,264.5 |
|
R3 |
1,284.4 |
1,277.8 |
1,260.3 |
|
R2 |
1,269.4 |
1,269.4 |
1,259.0 |
|
R1 |
1,262.8 |
1,262.8 |
1,257.6 |
1,266.1 |
PP |
1,254.4 |
1,254.4 |
1,254.4 |
1,256.1 |
S1 |
1,247.8 |
1,247.8 |
1,254.8 |
1,251.1 |
S2 |
1,239.4 |
1,239.4 |
1,253.5 |
|
S3 |
1,224.4 |
1,232.8 |
1,252.1 |
|
S4 |
1,209.4 |
1,217.8 |
1,248.0 |
|
|
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 |
1,261.0 |
1,227.5 |
33.5 |
2.7% |
16.9 |
1.3% |
86% |
True |
False |
4,752 |
10 |
1,266.0 |
1,225.8 |
40.2 |
3.2% |
16.1 |
1.3% |
76% |
False |
False |
4,995 |
20 |
1,266.0 |
1,211.8 |
54.2 |
4.3% |
17.6 |
1.4% |
82% |
False |
False |
4,365 |
40 |
1,286.0 |
1,211.8 |
74.2 |
5.9% |
20.0 |
1.6% |
60% |
False |
False |
3,951 |
60 |
1,286.0 |
1,109.2 |
176.8 |
14.1% |
20.1 |
1.6% |
83% |
False |
False |
3,346 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.0% |
17.9 |
1.4% |
87% |
False |
False |
2,729 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
16.6 |
1.3% |
87% |
False |
False |
2,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.8 |
2.618 |
1,300.3 |
1.618 |
1,285.3 |
1.000 |
1,276.0 |
0.618 |
1,270.3 |
HIGH |
1,261.0 |
0.618 |
1,255.3 |
0.500 |
1,253.5 |
0.382 |
1,251.7 |
LOW |
1,246.0 |
0.618 |
1,236.7 |
1.000 |
1,231.0 |
1.618 |
1,221.7 |
2.618 |
1,206.7 |
4.250 |
1,182.3 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,255.3 |
1,252.8 |
PP |
1,254.4 |
1,249.4 |
S1 |
1,253.5 |
1,246.0 |
|