Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
18,059.49 |
18,092.84 |
33.35 |
0.2% |
17,586.48 |
High |
18,167.63 |
18,107.29 |
-60.34 |
-0.3% |
17,962.14 |
Low |
18,031.21 |
17,963.89 |
-67.32 |
-0.4% |
17,553.57 |
Close |
18,096.27 |
17,982.52 |
-113.75 |
-0.6% |
17,897.46 |
Range |
136.42 |
143.40 |
6.98 |
5.1% |
408.57 |
ATR |
157.53 |
156.52 |
-1.01 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,448.10 |
18,358.71 |
18,061.39 |
|
R3 |
18,304.70 |
18,215.31 |
18,021.96 |
|
R2 |
18,161.30 |
18,161.30 |
18,008.81 |
|
R1 |
18,071.91 |
18,071.91 |
17,995.67 |
18,044.91 |
PP |
18,017.90 |
18,017.90 |
18,017.90 |
18,004.40 |
S1 |
17,928.51 |
17,928.51 |
17,969.38 |
17,901.51 |
S2 |
17,874.50 |
17,874.50 |
17,956.23 |
|
S3 |
17,731.10 |
17,785.11 |
17,943.09 |
|
S4 |
17,587.70 |
17,641.71 |
17,903.65 |
|
|
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% |
126.08 |
0.7% |
42% |
False |
False |
|
10 |
18,167.63 |
17,528.16 |
639.47 |
3.6% |
141.67 |
0.8% |
71% |
False |
False |
|
20 |
18,167.63 |
17,399.01 |
768.62 |
4.3% |
145.98 |
0.8% |
76% |
False |
False |
|
40 |
18,167.63 |
16,458.42 |
1,709.21 |
9.5% |
157.68 |
0.9% |
89% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.8% |
196.95 |
1.1% |
93% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
223.33 |
1.2% |
93% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
226.38 |
1.3% |
93% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
215.75 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,716.74 |
2.618 |
18,482.71 |
1.618 |
18,339.31 |
1.000 |
18,250.69 |
0.618 |
18,195.91 |
HIGH |
18,107.29 |
0.618 |
18,052.51 |
0.500 |
18,035.59 |
0.382 |
18,018.67 |
LOW |
17,963.89 |
0.618 |
17,875.27 |
1.000 |
17,820.49 |
1.618 |
17,731.87 |
2.618 |
17,588.47 |
4.250 |
17,354.44 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
18,035.59 |
18,065.76 |
PP |
18,017.90 |
18,038.01 |
S1 |
18,000.21 |
18,010.27 |
|