Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,571.34 |
17,741.66 |
170.32 |
1.0% |
17,799.39 |
High |
17,744.43 |
17,918.35 |
173.92 |
1.0% |
17,806.38 |
Low |
17,553.57 |
17,741.66 |
188.09 |
1.1% |
17,484.23 |
Close |
17,721.25 |
17,908.28 |
187.03 |
1.1% |
17,576.96 |
Range |
190.86 |
176.69 |
-14.17 |
-7.4% |
322.15 |
ATR |
174.95 |
176.53 |
1.58 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,386.17 |
18,323.91 |
18,005.46 |
|
R3 |
18,209.48 |
18,147.22 |
17,956.87 |
|
R2 |
18,032.79 |
18,032.79 |
17,940.67 |
|
R1 |
17,970.53 |
17,970.53 |
17,924.48 |
18,001.66 |
PP |
17,856.10 |
17,856.10 |
17,856.10 |
17,871.66 |
S1 |
17,793.84 |
17,793.84 |
17,892.08 |
17,824.97 |
S2 |
17,679.41 |
17,679.41 |
17,875.89 |
|
S3 |
17,502.72 |
17,617.15 |
17,859.69 |
|
S4 |
17,326.03 |
17,440.46 |
17,811.10 |
|
|
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 |
17,918.35 |
17,484.23 |
434.12 |
2.4% |
182.54 |
1.0% |
98% |
True |
False |
|
10 |
17,918.35 |
17,484.23 |
434.12 |
2.4% |
165.73 |
0.9% |
98% |
True |
False |
|
20 |
17,918.35 |
17,204.07 |
714.28 |
4.0% |
153.14 |
0.9% |
99% |
True |
False |
|
40 |
17,918.35 |
16,165.86 |
1,752.49 |
9.8% |
172.96 |
1.0% |
99% |
True |
False |
|
60 |
17,918.35 |
15,450.56 |
2,467.79 |
13.8% |
216.16 |
1.2% |
100% |
True |
False |
|
80 |
17,918.35 |
15,450.56 |
2,467.79 |
13.8% |
230.52 |
1.3% |
100% |
True |
False |
|
100 |
17,918.35 |
15,450.56 |
2,467.79 |
13.8% |
228.19 |
1.3% |
100% |
True |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.1% |
218.32 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,669.28 |
2.618 |
18,380.92 |
1.618 |
18,204.23 |
1.000 |
18,095.04 |
0.618 |
18,027.54 |
HIGH |
17,918.35 |
0.618 |
17,850.85 |
0.500 |
17,830.01 |
0.382 |
17,809.16 |
LOW |
17,741.66 |
0.618 |
17,632.47 |
1.000 |
17,564.97 |
1.618 |
17,455.78 |
2.618 |
17,279.09 |
4.250 |
16,990.73 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,882.19 |
17,850.84 |
PP |
17,856.10 |
17,793.40 |
S1 |
17,830.01 |
17,735.96 |
|