Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,246.5 |
1,249.5 |
3.0 |
0.2% |
1,238.3 |
High |
1,256.3 |
1,273.0 |
16.7 |
1.3% |
1,273.9 |
Low |
1,243.0 |
1,241.1 |
-1.9 |
-0.2% |
1,230.5 |
Close |
1,252.3 |
1,268.3 |
16.0 |
1.3% |
1,231.7 |
Range |
13.3 |
31.9 |
18.6 |
139.8% |
43.4 |
ATR |
18.5 |
19.4 |
1.0 |
5.2% |
0.0 |
Volume |
4,571 |
8,181 |
3,610 |
79.0% |
27,374 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.5 |
1,344.3 |
1,285.8 |
|
R3 |
1,324.6 |
1,312.4 |
1,277.1 |
|
R2 |
1,292.7 |
1,292.7 |
1,274.1 |
|
R1 |
1,280.5 |
1,280.5 |
1,271.2 |
1,286.6 |
PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,263.9 |
S1 |
1,248.6 |
1,248.6 |
1,265.4 |
1,254.7 |
S2 |
1,228.9 |
1,228.9 |
1,262.5 |
|
S3 |
1,197.0 |
1,216.7 |
1,259.5 |
|
S4 |
1,165.1 |
1,184.8 |
1,250.8 |
|
|
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 |
1,273.0 |
1,230.5 |
42.5 |
3.4% |
18.7 |
1.5% |
89% |
True |
False |
5,878 |
10 |
1,273.9 |
1,228.7 |
45.2 |
3.6% |
18.5 |
1.5% |
88% |
False |
False |
5,189 |
20 |
1,273.9 |
1,211.8 |
62.1 |
4.9% |
17.6 |
1.4% |
91% |
False |
False |
4,923 |
40 |
1,286.0 |
1,211.8 |
74.2 |
5.9% |
19.6 |
1.5% |
76% |
False |
False |
4,452 |
60 |
1,286.0 |
1,127.9 |
158.1 |
12.5% |
21.1 |
1.7% |
89% |
False |
False |
3,775 |
80 |
1,286.0 |
1,074.0 |
212.0 |
16.7% |
18.9 |
1.5% |
92% |
False |
False |
3,124 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.7% |
17.2 |
1.4% |
93% |
False |
False |
2,584 |
120 |
1,286.0 |
1,049.4 |
236.6 |
18.7% |
15.5 |
1.2% |
93% |
False |
False |
2,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.6 |
2.618 |
1,356.5 |
1.618 |
1,324.6 |
1.000 |
1,304.9 |
0.618 |
1,292.7 |
HIGH |
1,273.0 |
0.618 |
1,260.8 |
0.500 |
1,257.1 |
0.382 |
1,253.3 |
LOW |
1,241.1 |
0.618 |
1,221.4 |
1.000 |
1,209.2 |
1.618 |
1,189.5 |
2.618 |
1,157.6 |
4.250 |
1,105.5 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,264.6 |
1,263.5 |
PP |
1,260.8 |
1,258.7 |
S1 |
1,257.1 |
1,253.9 |
|