Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,251.4 |
1,255.6 |
4.2 |
0.3% |
1,241.2 |
High |
1,277.1 |
1,257.1 |
-20.0 |
-1.6% |
1,277.1 |
Low |
1,251.1 |
1,234.2 |
-16.9 |
-1.4% |
1,234.2 |
Close |
1,255.5 |
1,235.0 |
-20.5 |
-1.6% |
1,235.0 |
Range |
26.0 |
22.9 |
-3.1 |
-11.9% |
42.9 |
ATR |
19.0 |
19.3 |
0.3 |
1.4% |
0.0 |
Volume |
2,789 |
1,770 |
-1,019 |
-36.5% |
8,959 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.8 |
1,295.8 |
1,247.6 |
|
R3 |
1,287.9 |
1,272.9 |
1,241.3 |
|
R2 |
1,265.0 |
1,265.0 |
1,239.2 |
|
R1 |
1,250.0 |
1,250.0 |
1,237.1 |
1,246.1 |
PP |
1,242.1 |
1,242.1 |
1,242.1 |
1,240.1 |
S1 |
1,227.1 |
1,227.1 |
1,232.9 |
1,223.2 |
S2 |
1,219.2 |
1,219.2 |
1,230.8 |
|
S3 |
1,196.3 |
1,204.2 |
1,228.7 |
|
S4 |
1,173.4 |
1,181.3 |
1,222.4 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.5 |
1,349.1 |
1,258.6 |
|
R3 |
1,334.6 |
1,306.2 |
1,246.8 |
|
R2 |
1,291.7 |
1,291.7 |
1,242.9 |
|
R1 |
1,263.3 |
1,263.3 |
1,238.9 |
1,256.1 |
PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,245.1 |
S1 |
1,220.4 |
1,220.4 |
1,231.1 |
1,213.2 |
S2 |
1,205.9 |
1,205.9 |
1,227.1 |
|
S3 |
1,163.0 |
1,177.5 |
1,223.2 |
|
S4 |
1,120.1 |
1,134.6 |
1,211.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,277.1 |
1,234.2 |
42.9 |
3.5% |
20.4 |
1.7% |
2% |
False |
True |
1,791 |
10 |
1,277.1 |
1,230.7 |
46.4 |
3.8% |
17.2 |
1.4% |
9% |
False |
False |
2,415 |
20 |
1,277.1 |
1,213.1 |
64.0 |
5.2% |
17.3 |
1.4% |
34% |
False |
False |
2,141 |
40 |
1,288.0 |
1,213.1 |
74.9 |
6.1% |
20.0 |
1.6% |
29% |
False |
False |
2,237 |
60 |
1,288.0 |
1,114.1 |
173.9 |
14.1% |
20.7 |
1.7% |
70% |
False |
False |
2,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.4 |
2.618 |
1,317.1 |
1.618 |
1,294.2 |
1.000 |
1,280.0 |
0.618 |
1,271.3 |
HIGH |
1,257.1 |
0.618 |
1,248.4 |
0.500 |
1,245.7 |
0.382 |
1,242.9 |
LOW |
1,234.2 |
0.618 |
1,220.0 |
1.000 |
1,211.3 |
1.618 |
1,197.1 |
2.618 |
1,174.2 |
4.250 |
1,136.9 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,245.7 |
1,255.7 |
PP |
1,242.1 |
1,248.8 |
S1 |
1,238.6 |
1,241.9 |
|