Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,912.25 |
17,925.95 |
13.70 |
0.1% |
17,586.48 |
High |
17,962.14 |
17,937.65 |
-24.49 |
-0.1% |
17,962.14 |
Low |
17,885.44 |
17,867.41 |
-18.03 |
-0.1% |
17,553.57 |
Close |
17,926.43 |
17,897.46 |
-28.97 |
-0.2% |
17,897.46 |
Range |
76.70 |
70.24 |
-6.46 |
-8.4% |
408.57 |
ATR |
169.40 |
162.32 |
-7.08 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,111.56 |
18,074.75 |
17,936.09 |
|
R3 |
18,041.32 |
18,004.51 |
17,916.78 |
|
R2 |
17,971.08 |
17,971.08 |
17,910.34 |
|
R1 |
17,934.27 |
17,934.27 |
17,903.90 |
17,917.56 |
PP |
17,900.84 |
17,900.84 |
17,900.84 |
17,892.48 |
S1 |
17,864.03 |
17,864.03 |
17,891.02 |
17,847.32 |
S2 |
17,830.60 |
17,830.60 |
17,884.58 |
|
S3 |
17,760.36 |
17,793.79 |
17,878.14 |
|
S4 |
17,690.12 |
17,723.55 |
17,858.83 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,030.10 |
18,872.35 |
18,122.17 |
|
R3 |
18,621.53 |
18,463.78 |
18,009.82 |
|
R2 |
18,212.96 |
18,212.96 |
17,972.36 |
|
R1 |
18,055.21 |
18,055.21 |
17,934.91 |
18,134.09 |
PP |
17,804.39 |
17,804.39 |
17,804.39 |
17,843.83 |
S1 |
17,646.64 |
17,646.64 |
17,860.01 |
17,725.52 |
S2 |
17,395.82 |
17,395.82 |
17,822.56 |
|
S3 |
16,987.25 |
17,238.07 |
17,785.10 |
|
S4 |
16,578.68 |
16,829.50 |
17,672.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,962.14 |
17,553.57 |
408.57 |
2.3% |
138.04 |
0.8% |
84% |
False |
False |
|
10 |
17,962.14 |
17,484.23 |
477.91 |
2.7% |
147.48 |
0.8% |
86% |
False |
False |
|
20 |
17,962.14 |
17,399.01 |
563.13 |
3.1% |
140.16 |
0.8% |
89% |
False |
False |
|
40 |
17,962.14 |
16,165.86 |
1,796.28 |
10.0% |
166.89 |
0.9% |
96% |
False |
False |
|
60 |
17,962.14 |
15,503.01 |
2,459.13 |
13.7% |
205.09 |
1.1% |
97% |
False |
False |
|
80 |
17,962.14 |
15,450.56 |
2,511.58 |
14.0% |
223.91 |
1.3% |
97% |
False |
False |
|
100 |
17,962.14 |
15,450.56 |
2,511.58 |
14.0% |
226.08 |
1.3% |
97% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.1% |
215.50 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,236.17 |
2.618 |
18,121.54 |
1.618 |
18,051.30 |
1.000 |
18,007.89 |
0.618 |
17,981.06 |
HIGH |
17,937.65 |
0.618 |
17,910.82 |
0.500 |
17,902.53 |
0.382 |
17,894.24 |
LOW |
17,867.41 |
0.618 |
17,824.00 |
1.000 |
17,797.17 |
1.618 |
17,753.76 |
2.618 |
17,683.52 |
4.250 |
17,568.89 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,902.53 |
17,882.27 |
PP |
17,900.84 |
17,867.09 |
S1 |
17,899.15 |
17,851.90 |
|