Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,235.6 |
1,241.3 |
5.7 |
0.5% |
1,238.3 |
High |
1,245.2 |
1,248.0 |
2.8 |
0.2% |
1,273.9 |
Low |
1,234.0 |
1,234.8 |
0.8 |
0.1% |
1,230.5 |
Close |
1,241.9 |
1,245.2 |
3.3 |
0.3% |
1,231.7 |
Range |
11.2 |
13.2 |
2.0 |
17.9% |
43.4 |
ATR |
19.3 |
18.9 |
-0.4 |
-2.3% |
0.0 |
Volume |
4,671 |
5,332 |
661 |
14.2% |
27,374 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.3 |
1,276.9 |
1,252.5 |
|
R3 |
1,269.1 |
1,263.7 |
1,248.8 |
|
R2 |
1,255.9 |
1,255.9 |
1,247.6 |
|
R1 |
1,250.5 |
1,250.5 |
1,246.4 |
1,253.2 |
PP |
1,242.7 |
1,242.7 |
1,242.7 |
1,244.0 |
S1 |
1,237.3 |
1,237.3 |
1,244.0 |
1,240.0 |
S2 |
1,229.5 |
1,229.5 |
1,242.8 |
|
S3 |
1,216.3 |
1,224.1 |
1,241.6 |
|
S4 |
1,203.1 |
1,210.9 |
1,237.9 |
|
|
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% |
18.0 |
1.4% |
34% |
False |
False |
5,722 |
10 |
1,273.9 |
1,227.5 |
46.4 |
3.7% |
17.6 |
1.4% |
38% |
False |
False |
4,879 |
20 |
1,273.9 |
1,211.8 |
62.1 |
5.0% |
17.1 |
1.4% |
54% |
False |
False |
4,510 |
40 |
1,286.0 |
1,211.8 |
74.2 |
6.0% |
19.4 |
1.6% |
45% |
False |
False |
4,260 |
60 |
1,286.0 |
1,121.0 |
165.0 |
13.3% |
20.5 |
1.6% |
75% |
False |
False |
3,595 |
80 |
1,286.0 |
1,059.5 |
226.5 |
18.2% |
18.5 |
1.5% |
82% |
False |
False |
2,980 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.0% |
16.9 |
1.4% |
83% |
False |
False |
2,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.1 |
2.618 |
1,282.6 |
1.618 |
1,269.4 |
1.000 |
1,261.2 |
0.618 |
1,256.2 |
HIGH |
1,248.0 |
0.618 |
1,243.0 |
0.500 |
1,241.4 |
0.382 |
1,239.8 |
LOW |
1,234.8 |
0.618 |
1,226.6 |
1.000 |
1,221.6 |
1.618 |
1,213.4 |
2.618 |
1,200.2 |
4.250 |
1,178.7 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,243.9 |
1,244.3 |
PP |
1,242.7 |
1,243.3 |
S1 |
1,241.4 |
1,242.4 |
|