Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,263.0 |
1,249.3 |
-13.7 |
-1.1% |
1,226.1 |
High |
1,263.0 |
1,250.6 |
-12.4 |
-1.0% |
1,249.0 |
Low |
1,247.5 |
1,230.7 |
-16.8 |
-1.3% |
1,220.0 |
Close |
1,253.3 |
1,231.3 |
-22.0 |
-1.8% |
1,248.2 |
Range |
15.5 |
19.9 |
4.4 |
28.4% |
29.0 |
ATR |
19.1 |
19.3 |
0.3 |
1.3% |
0.0 |
Volume |
3,508 |
1,837 |
-1,671 |
-47.6% |
11,210 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.2 |
1,284.2 |
1,242.2 |
|
R3 |
1,277.3 |
1,264.3 |
1,236.8 |
|
R2 |
1,257.4 |
1,257.4 |
1,234.9 |
|
R1 |
1,244.4 |
1,244.4 |
1,233.1 |
1,241.0 |
PP |
1,237.5 |
1,237.5 |
1,237.5 |
1,235.8 |
S1 |
1,224.5 |
1,224.5 |
1,229.5 |
1,221.1 |
S2 |
1,217.6 |
1,217.6 |
1,227.7 |
|
S3 |
1,197.7 |
1,204.6 |
1,225.8 |
|
S4 |
1,177.8 |
1,184.7 |
1,220.4 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.1 |
1,316.1 |
1,264.2 |
|
R3 |
1,297.1 |
1,287.1 |
1,256.2 |
|
R2 |
1,268.1 |
1,268.1 |
1,253.5 |
|
R1 |
1,258.1 |
1,258.1 |
1,250.9 |
1,263.1 |
PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,241.6 |
S1 |
1,229.1 |
1,229.1 |
1,245.5 |
1,234.1 |
S2 |
1,210.1 |
1,210.1 |
1,242.9 |
|
S3 |
1,181.1 |
1,200.1 |
1,240.2 |
|
S4 |
1,152.1 |
1,171.1 |
1,232.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.5 |
1,230.7 |
37.8 |
3.1% |
14.6 |
1.2% |
2% |
False |
True |
3,539 |
10 |
1,268.5 |
1,215.0 |
53.5 |
4.3% |
15.9 |
1.3% |
30% |
False |
False |
2,869 |
20 |
1,276.0 |
1,213.1 |
62.9 |
5.1% |
17.0 |
1.4% |
29% |
False |
False |
2,611 |
40 |
1,288.0 |
1,205.5 |
82.5 |
6.7% |
20.7 |
1.7% |
31% |
False |
False |
2,191 |
60 |
1,288.0 |
1,093.9 |
194.1 |
15.8% |
20.0 |
1.6% |
71% |
False |
False |
1,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.2 |
2.618 |
1,302.7 |
1.618 |
1,282.8 |
1.000 |
1,270.5 |
0.618 |
1,262.9 |
HIGH |
1,250.6 |
0.618 |
1,243.0 |
0.500 |
1,240.7 |
0.382 |
1,238.3 |
LOW |
1,230.7 |
0.618 |
1,218.4 |
1.000 |
1,210.8 |
1.618 |
1,198.5 |
2.618 |
1,178.6 |
4.250 |
1,146.1 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,240.7 |
1,249.6 |
PP |
1,237.5 |
1,243.5 |
S1 |
1,234.4 |
1,237.4 |
|