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 |
1,251.8 |
1,251.7 |
-0.1 |
0.0% |
1,241.2 |
High |
1,257.3 |
1,276.5 |
19.2 |
1.5% |
1,277.1 |
Low |
1,247.2 |
1,245.4 |
-1.8 |
-0.1% |
1,234.2 |
Close |
1,255.7 |
1,271.7 |
16.0 |
1.3% |
1,235.0 |
Range |
10.1 |
31.1 |
21.0 |
207.9% |
42.9 |
ATR |
17.8 |
18.8 |
0.9 |
5.3% |
0.0 |
Volume |
2,469 |
2,109 |
-360 |
-14.6% |
8,959 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.8 |
1,345.9 |
1,288.8 |
|
R3 |
1,326.7 |
1,314.8 |
1,280.3 |
|
R2 |
1,295.6 |
1,295.6 |
1,277.4 |
|
R1 |
1,283.7 |
1,283.7 |
1,274.6 |
1,289.7 |
PP |
1,264.5 |
1,264.5 |
1,264.5 |
1,267.5 |
S1 |
1,252.6 |
1,252.6 |
1,268.8 |
1,258.6 |
S2 |
1,233.4 |
1,233.4 |
1,266.0 |
|
S3 |
1,202.3 |
1,221.5 |
1,263.1 |
|
S4 |
1,171.2 |
1,190.4 |
1,254.6 |
|
|
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 |
1,276.5 |
1,234.2 |
42.3 |
3.3% |
17.4 |
1.4% |
89% |
True |
False |
1,801 |
10 |
1,277.1 |
1,232.6 |
44.5 |
3.5% |
17.5 |
1.4% |
88% |
False |
False |
1,757 |
20 |
1,277.1 |
1,215.0 |
62.1 |
4.9% |
16.7 |
1.3% |
91% |
False |
False |
2,313 |
40 |
1,288.0 |
1,213.1 |
74.9 |
5.9% |
19.3 |
1.5% |
78% |
False |
False |
2,178 |
60 |
1,288.0 |
1,127.5 |
160.5 |
12.6% |
21.2 |
1.7% |
90% |
False |
False |
2,128 |
80 |
1,288.0 |
1,073.7 |
214.3 |
16.9% |
18.9 |
1.5% |
92% |
False |
False |
1,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.7 |
2.618 |
1,357.9 |
1.618 |
1,326.8 |
1.000 |
1,307.6 |
0.618 |
1,295.7 |
HIGH |
1,276.5 |
0.618 |
1,264.6 |
0.500 |
1,261.0 |
0.382 |
1,257.3 |
LOW |
1,245.4 |
0.618 |
1,226.2 |
1.000 |
1,214.3 |
1.618 |
1,195.1 |
2.618 |
1,164.0 |
4.250 |
1,113.2 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,268.1 |
1,266.9 |
PP |
1,264.5 |
1,262.1 |
S1 |
1,261.0 |
1,257.4 |
|