Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,586.48 |
17,571.34 |
-15.14 |
-0.1% |
17,799.39 |
High |
17,731.63 |
17,744.43 |
12.80 |
0.1% |
17,806.38 |
Low |
17,555.90 |
17,553.57 |
-2.33 |
0.0% |
17,484.23 |
Close |
17,556.41 |
17,721.25 |
164.84 |
0.9% |
17,576.96 |
Range |
175.73 |
190.86 |
15.13 |
8.6% |
322.15 |
ATR |
173.72 |
174.95 |
1.22 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,245.66 |
18,174.32 |
17,826.22 |
|
R3 |
18,054.80 |
17,983.46 |
17,773.74 |
|
R2 |
17,863.94 |
17,863.94 |
17,756.24 |
|
R1 |
17,792.60 |
17,792.60 |
17,738.75 |
17,828.27 |
PP |
17,673.08 |
17,673.08 |
17,673.08 |
17,690.92 |
S1 |
17,601.74 |
17,601.74 |
17,703.75 |
17,637.41 |
S2 |
17,482.22 |
17,482.22 |
17,686.26 |
|
S3 |
17,291.36 |
17,410.88 |
17,668.76 |
|
S4 |
17,100.50 |
17,220.02 |
17,616.28 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,588.97 |
18,405.12 |
17,754.14 |
|
R3 |
18,266.82 |
18,082.97 |
17,665.55 |
|
R2 |
17,944.67 |
17,944.67 |
17,636.02 |
|
R1 |
17,760.82 |
17,760.82 |
17,606.49 |
17,691.67 |
PP |
17,622.52 |
17,622.52 |
17,622.52 |
17,587.95 |
S1 |
17,438.67 |
17,438.67 |
17,547.43 |
17,369.52 |
S2 |
17,300.37 |
17,300.37 |
17,517.90 |
|
S3 |
16,978.22 |
17,116.52 |
17,488.37 |
|
S4 |
16,656.07 |
16,794.37 |
17,399.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,744.43 |
17,484.23 |
260.20 |
1.5% |
183.40 |
1.0% |
91% |
True |
False |
|
10 |
17,811.48 |
17,484.23 |
327.25 |
1.8% |
161.84 |
0.9% |
72% |
False |
False |
|
20 |
17,811.48 |
17,120.35 |
691.13 |
3.9% |
150.87 |
0.9% |
87% |
False |
False |
|
40 |
17,811.48 |
16,012.39 |
1,799.09 |
10.2% |
173.14 |
1.0% |
95% |
False |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
221.75 |
1.3% |
96% |
False |
False |
|
80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
232.07 |
1.3% |
96% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
13.9% |
227.90 |
1.3% |
92% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
217.83 |
1.2% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,555.59 |
2.618 |
18,244.10 |
1.618 |
18,053.24 |
1.000 |
17,935.29 |
0.618 |
17,862.38 |
HIGH |
17,744.43 |
0.618 |
17,671.52 |
0.500 |
17,649.00 |
0.382 |
17,626.48 |
LOW |
17,553.57 |
0.618 |
17,435.62 |
1.000 |
17,362.71 |
1.618 |
17,244.76 |
2.618 |
17,053.90 |
4.250 |
16,742.42 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,697.17 |
17,692.93 |
PP |
17,673.08 |
17,664.61 |
S1 |
17,649.00 |
17,636.30 |
|