Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,249.5 |
1,270.0 |
20.5 |
1.6% |
1,235.6 |
High |
1,273.0 |
1,300.5 |
27.5 |
2.2% |
1,300.5 |
Low |
1,241.1 |
1,268.8 |
27.7 |
2.2% |
1,234.0 |
Close |
1,268.3 |
1,292.6 |
24.3 |
1.9% |
1,292.6 |
Range |
31.9 |
31.7 |
-0.2 |
-0.6% |
66.5 |
ATR |
19.4 |
20.4 |
0.9 |
4.7% |
0.0 |
Volume |
8,181 |
19,275 |
11,094 |
135.6% |
42,030 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.4 |
1,369.2 |
1,310.0 |
|
R3 |
1,350.7 |
1,337.5 |
1,301.3 |
|
R2 |
1,319.0 |
1,319.0 |
1,298.4 |
|
R1 |
1,305.8 |
1,305.8 |
1,295.5 |
1,312.4 |
PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,290.6 |
S1 |
1,274.1 |
1,274.1 |
1,289.7 |
1,280.7 |
S2 |
1,255.6 |
1,255.6 |
1,286.8 |
|
S3 |
1,223.9 |
1,242.4 |
1,283.9 |
|
S4 |
1,192.2 |
1,210.7 |
1,275.2 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.2 |
1,450.4 |
1,329.2 |
|
R3 |
1,408.7 |
1,383.9 |
1,310.9 |
|
R2 |
1,342.2 |
1,342.2 |
1,304.8 |
|
R1 |
1,317.4 |
1,317.4 |
1,298.7 |
1,329.8 |
PP |
1,275.7 |
1,275.7 |
1,275.7 |
1,281.9 |
S1 |
1,250.9 |
1,250.9 |
1,286.5 |
1,263.3 |
S2 |
1,209.2 |
1,209.2 |
1,280.4 |
|
S3 |
1,142.7 |
1,184.4 |
1,274.3 |
|
S4 |
1,076.2 |
1,117.9 |
1,256.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.5 |
1,234.0 |
66.5 |
5.1% |
20.3 |
1.6% |
88% |
True |
False |
8,406 |
10 |
1,300.5 |
1,230.5 |
70.0 |
5.4% |
20.7 |
1.6% |
89% |
True |
False |
6,940 |
20 |
1,300.5 |
1,217.5 |
83.0 |
6.4% |
17.9 |
1.4% |
90% |
True |
False |
5,489 |
40 |
1,300.5 |
1,211.8 |
88.7 |
6.9% |
19.7 |
1.5% |
91% |
True |
False |
4,802 |
60 |
1,300.5 |
1,142.5 |
158.0 |
12.2% |
21.3 |
1.6% |
95% |
True |
False |
4,083 |
80 |
1,300.5 |
1,074.0 |
226.5 |
17.5% |
19.2 |
1.5% |
97% |
True |
False |
3,364 |
100 |
1,300.5 |
1,049.4 |
251.1 |
19.4% |
17.3 |
1.3% |
97% |
True |
False |
2,770 |
120 |
1,300.5 |
1,049.4 |
251.1 |
19.4% |
15.8 |
1.2% |
97% |
True |
False |
2,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.2 |
2.618 |
1,383.5 |
1.618 |
1,351.8 |
1.000 |
1,332.2 |
0.618 |
1,320.1 |
HIGH |
1,300.5 |
0.618 |
1,288.4 |
0.500 |
1,284.7 |
0.382 |
1,280.9 |
LOW |
1,268.8 |
0.618 |
1,249.2 |
1.000 |
1,237.1 |
1.618 |
1,217.5 |
2.618 |
1,185.8 |
4.250 |
1,134.1 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,290.0 |
1,285.3 |
PP |
1,287.3 |
1,278.1 |
S1 |
1,284.7 |
1,270.8 |
|