Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
18,012.10 |
18,059.49 |
47.39 |
0.3% |
17,586.48 |
High |
18,103.46 |
18,167.63 |
64.17 |
0.4% |
17,962.14 |
Low |
17,984.43 |
18,031.21 |
46.78 |
0.3% |
17,553.57 |
Close |
18,053.60 |
18,096.27 |
42.67 |
0.2% |
17,897.46 |
Range |
119.03 |
136.42 |
17.39 |
14.6% |
408.57 |
ATR |
159.16 |
157.53 |
-1.62 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,507.63 |
18,438.37 |
18,171.30 |
|
R3 |
18,371.21 |
18,301.95 |
18,133.79 |
|
R2 |
18,234.79 |
18,234.79 |
18,121.28 |
|
R1 |
18,165.53 |
18,165.53 |
18,108.78 |
18,200.16 |
PP |
18,098.37 |
18,098.37 |
18,098.37 |
18,115.69 |
S1 |
18,029.11 |
18,029.11 |
18,083.76 |
18,063.74 |
S2 |
17,961.95 |
17,961.95 |
18,071.26 |
|
S3 |
17,825.53 |
17,892.69 |
18,058.75 |
|
S4 |
17,689.11 |
17,756.27 |
18,021.24 |
|
|
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 |
18,167.63 |
17,848.22 |
319.41 |
1.8% |
112.74 |
0.6% |
78% |
True |
False |
|
10 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
147.64 |
0.8% |
90% |
True |
False |
|
20 |
18,167.63 |
17,399.01 |
768.62 |
4.2% |
143.94 |
0.8% |
91% |
True |
False |
|
40 |
18,167.63 |
16,165.86 |
2,001.77 |
11.1% |
162.64 |
0.9% |
96% |
True |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.7% |
199.44 |
1.1% |
97% |
True |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.0% |
222.32 |
1.2% |
97% |
True |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.0% |
225.48 |
1.2% |
97% |
True |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.0% |
216.41 |
1.2% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,747.42 |
2.618 |
18,524.78 |
1.618 |
18,388.36 |
1.000 |
18,304.05 |
0.618 |
18,251.94 |
HIGH |
18,167.63 |
0.618 |
18,115.52 |
0.500 |
18,099.42 |
0.382 |
18,083.32 |
LOW |
18,031.21 |
0.618 |
17,946.90 |
1.000 |
17,894.79 |
1.618 |
17,810.48 |
2.618 |
17,674.06 |
4.250 |
17,451.43 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
18,099.42 |
18,066.82 |
PP |
18,098.37 |
18,037.37 |
S1 |
18,097.32 |
18,007.93 |
|