Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,241.3 |
1,246.5 |
5.2 |
0.4% |
1,238.3 |
High |
1,248.0 |
1,256.3 |
8.3 |
0.7% |
1,273.9 |
Low |
1,234.8 |
1,243.0 |
8.2 |
0.7% |
1,230.5 |
Close |
1,245.2 |
1,252.3 |
7.1 |
0.6% |
1,231.7 |
Range |
13.2 |
13.3 |
0.1 |
0.8% |
43.4 |
ATR |
18.9 |
18.5 |
-0.4 |
-2.1% |
0.0 |
Volume |
5,332 |
4,571 |
-761 |
-14.3% |
27,374 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.4 |
1,284.7 |
1,259.6 |
|
R3 |
1,277.1 |
1,271.4 |
1,256.0 |
|
R2 |
1,263.8 |
1,263.8 |
1,254.7 |
|
R1 |
1,258.1 |
1,258.1 |
1,253.5 |
1,261.0 |
PP |
1,250.5 |
1,250.5 |
1,250.5 |
1,252.0 |
S1 |
1,244.8 |
1,244.8 |
1,251.1 |
1,247.7 |
S2 |
1,237.2 |
1,237.2 |
1,249.9 |
|
S3 |
1,223.9 |
1,231.5 |
1,248.6 |
|
S4 |
1,210.6 |
1,218.2 |
1,245.0 |
|
|
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% |
17.6 |
1.4% |
50% |
False |
False |
5,054 |
10 |
1,273.9 |
1,227.5 |
46.4 |
3.7% |
17.3 |
1.4% |
53% |
False |
False |
4,903 |
20 |
1,273.9 |
1,211.8 |
62.1 |
5.0% |
16.8 |
1.3% |
65% |
False |
False |
4,584 |
40 |
1,286.0 |
1,211.8 |
74.2 |
5.9% |
19.2 |
1.5% |
55% |
False |
False |
4,306 |
60 |
1,286.0 |
1,125.3 |
160.7 |
12.8% |
20.6 |
1.6% |
79% |
False |
False |
3,664 |
80 |
1,286.0 |
1,065.7 |
220.3 |
17.6% |
18.6 |
1.5% |
85% |
False |
False |
3,029 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.9% |
17.0 |
1.4% |
86% |
False |
False |
2,504 |
120 |
1,286.0 |
1,049.4 |
236.6 |
18.9% |
15.3 |
1.2% |
86% |
False |
False |
2,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.8 |
2.618 |
1,291.1 |
1.618 |
1,277.8 |
1.000 |
1,269.6 |
0.618 |
1,264.5 |
HIGH |
1,256.3 |
0.618 |
1,251.2 |
0.500 |
1,249.7 |
0.382 |
1,248.1 |
LOW |
1,243.0 |
0.618 |
1,234.8 |
1.000 |
1,229.7 |
1.618 |
1,221.5 |
2.618 |
1,208.2 |
4.250 |
1,186.5 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,251.4 |
1,249.9 |
PP |
1,250.5 |
1,247.5 |
S1 |
1,249.7 |
1,245.2 |
|