Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,253.2 |
1,247.3 |
-5.9 |
-0.5% |
1,245.7 |
High |
1,261.0 |
1,273.9 |
12.9 |
1.0% |
1,266.0 |
Low |
1,246.0 |
1,247.2 |
1.2 |
0.1% |
1,227.5 |
Close |
1,256.2 |
1,252.1 |
-4.1 |
-0.3% |
1,236.2 |
Range |
15.0 |
26.7 |
11.7 |
78.0% |
38.5 |
ATR |
18.9 |
19.5 |
0.6 |
2.9% |
0.0 |
Volume |
7,909 |
4,059 |
-3,850 |
-48.7% |
23,342 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.8 |
1,321.7 |
1,266.8 |
|
R3 |
1,311.1 |
1,295.0 |
1,259.4 |
|
R2 |
1,284.4 |
1,284.4 |
1,257.0 |
|
R1 |
1,268.3 |
1,268.3 |
1,254.5 |
1,276.4 |
PP |
1,257.7 |
1,257.7 |
1,257.7 |
1,261.8 |
S1 |
1,241.6 |
1,241.6 |
1,249.7 |
1,249.7 |
S2 |
1,231.0 |
1,231.0 |
1,247.2 |
|
S3 |
1,204.3 |
1,214.9 |
1,244.8 |
|
S4 |
1,177.6 |
1,188.2 |
1,237.4 |
|
|
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 |
1,273.9 |
1,228.7 |
45.2 |
3.6% |
18.4 |
1.5% |
52% |
True |
False |
4,499 |
10 |
1,273.9 |
1,227.5 |
46.4 |
3.7% |
16.8 |
1.3% |
53% |
True |
False |
4,897 |
20 |
1,273.9 |
1,211.8 |
62.1 |
5.0% |
17.3 |
1.4% |
65% |
True |
False |
4,235 |
40 |
1,286.0 |
1,211.8 |
74.2 |
5.9% |
19.9 |
1.6% |
54% |
False |
False |
3,984 |
60 |
1,286.0 |
1,111.3 |
174.7 |
14.0% |
20.3 |
1.6% |
81% |
False |
False |
3,389 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.1% |
18.1 |
1.4% |
85% |
False |
False |
2,779 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.9% |
16.8 |
1.3% |
86% |
False |
False |
2,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.4 |
2.618 |
1,343.8 |
1.618 |
1,317.1 |
1.000 |
1,300.6 |
0.618 |
1,290.4 |
HIGH |
1,273.9 |
0.618 |
1,263.7 |
0.500 |
1,260.6 |
0.382 |
1,257.4 |
LOW |
1,247.2 |
0.618 |
1,230.7 |
1.000 |
1,220.5 |
1.618 |
1,204.0 |
2.618 |
1,177.3 |
4.250 |
1,133.7 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,260.6 |
1,252.5 |
PP |
1,257.7 |
1,252.3 |
S1 |
1,254.9 |
1,252.2 |
|