Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,247.3 |
1,253.3 |
6.0 |
0.5% |
1,238.3 |
High |
1,273.9 |
1,254.2 |
-19.7 |
-1.5% |
1,273.9 |
Low |
1,247.2 |
1,230.5 |
-16.7 |
-1.3% |
1,230.5 |
Close |
1,252.1 |
1,231.7 |
-20.4 |
-1.6% |
1,231.7 |
Range |
26.7 |
23.7 |
-3.0 |
-11.2% |
43.4 |
ATR |
19.5 |
19.8 |
0.3 |
1.6% |
0.0 |
Volume |
4,059 |
6,639 |
2,580 |
63.6% |
27,374 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.9 |
1,294.5 |
1,244.7 |
|
R3 |
1,286.2 |
1,270.8 |
1,238.2 |
|
R2 |
1,262.5 |
1,262.5 |
1,236.0 |
|
R1 |
1,247.1 |
1,247.1 |
1,233.9 |
1,243.0 |
PP |
1,238.8 |
1,238.8 |
1,238.8 |
1,236.7 |
S1 |
1,223.4 |
1,223.4 |
1,229.5 |
1,219.3 |
S2 |
1,215.1 |
1,215.1 |
1,227.4 |
|
S3 |
1,191.4 |
1,199.7 |
1,225.2 |
|
S4 |
1,167.7 |
1,176.0 |
1,218.7 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.6 |
1,347.0 |
1,255.6 |
|
R3 |
1,332.2 |
1,303.6 |
1,243.6 |
|
R2 |
1,288.8 |
1,288.8 |
1,239.7 |
|
R1 |
1,260.2 |
1,260.2 |
1,235.7 |
1,252.8 |
PP |
1,245.4 |
1,245.4 |
1,245.4 |
1,241.7 |
S1 |
1,216.8 |
1,216.8 |
1,227.7 |
1,209.4 |
S2 |
1,202.0 |
1,202.0 |
1,223.7 |
|
S3 |
1,158.6 |
1,173.4 |
1,219.8 |
|
S4 |
1,115.2 |
1,130.0 |
1,207.8 |
|
|
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 |
1,230.5 |
43.4 |
3.5% |
21.1 |
1.7% |
3% |
False |
True |
5,474 |
10 |
1,273.9 |
1,227.5 |
46.4 |
3.8% |
17.9 |
1.4% |
9% |
False |
False |
5,071 |
20 |
1,273.9 |
1,211.8 |
62.1 |
5.0% |
17.9 |
1.5% |
32% |
False |
False |
4,390 |
40 |
1,286.0 |
1,211.8 |
74.2 |
6.0% |
20.1 |
1.6% |
27% |
False |
False |
4,110 |
60 |
1,286.0 |
1,111.3 |
174.7 |
14.2% |
20.5 |
1.7% |
69% |
False |
False |
3,470 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.4% |
18.4 |
1.5% |
76% |
False |
False |
2,860 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
16.9 |
1.4% |
77% |
False |
False |
2,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.9 |
2.618 |
1,316.2 |
1.618 |
1,292.5 |
1.000 |
1,277.9 |
0.618 |
1,268.8 |
HIGH |
1,254.2 |
0.618 |
1,245.1 |
0.500 |
1,242.4 |
0.382 |
1,239.6 |
LOW |
1,230.5 |
0.618 |
1,215.9 |
1.000 |
1,206.8 |
1.618 |
1,192.2 |
2.618 |
1,168.5 |
4.250 |
1,129.8 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,242.4 |
1,252.2 |
PP |
1,238.8 |
1,245.4 |
S1 |
1,235.3 |
1,238.5 |
|