Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,985.05 |
17,990.94 |
5.89 |
0.0% |
17,890.20 |
High |
18,026.85 |
17,990.94 |
-35.91 |
-0.2% |
18,167.63 |
Low |
17,909.89 |
17,855.55 |
-54.34 |
-0.3% |
17,848.22 |
Close |
18,003.75 |
17,977.24 |
-26.51 |
-0.1% |
18,003.75 |
Range |
116.96 |
135.39 |
18.43 |
15.8% |
319.41 |
ATR |
153.70 |
153.30 |
-0.39 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,347.41 |
18,297.72 |
18,051.70 |
|
R3 |
18,212.02 |
18,162.33 |
18,014.47 |
|
R2 |
18,076.63 |
18,076.63 |
18,002.06 |
|
R1 |
18,026.94 |
18,026.94 |
17,989.65 |
17,984.09 |
PP |
17,941.24 |
17,941.24 |
17,941.24 |
17,919.82 |
S1 |
17,891.55 |
17,891.55 |
17,964.83 |
17,848.70 |
S2 |
17,805.85 |
17,805.85 |
17,952.42 |
|
S3 |
17,670.46 |
17,756.16 |
17,940.01 |
|
S4 |
17,535.07 |
17,620.77 |
17,902.78 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,964.76 |
18,803.67 |
18,179.43 |
|
R3 |
18,645.35 |
18,484.26 |
18,091.59 |
|
R2 |
18,325.94 |
18,325.94 |
18,062.31 |
|
R1 |
18,164.85 |
18,164.85 |
18,033.03 |
18,245.40 |
PP |
18,006.53 |
18,006.53 |
18,006.53 |
18,046.81 |
S1 |
17,845.44 |
17,845.44 |
17,974.47 |
17,925.99 |
S2 |
17,687.12 |
17,687.12 |
17,945.19 |
|
S3 |
17,367.71 |
17,526.03 |
17,915.91 |
|
S4 |
17,048.30 |
17,206.62 |
17,828.07 |
|
|
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 |
17,855.55 |
312.08 |
1.7% |
130.24 |
0.7% |
39% |
False |
True |
|
10 |
18,167.63 |
17,553.57 |
614.06 |
3.4% |
132.70 |
0.7% |
69% |
False |
False |
|
20 |
18,167.63 |
17,434.27 |
733.36 |
4.1% |
148.15 |
0.8% |
74% |
False |
False |
|
40 |
18,167.63 |
16,510.40 |
1,657.23 |
9.2% |
153.70 |
0.9% |
89% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.8% |
191.24 |
1.1% |
93% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
222.71 |
1.2% |
93% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
226.92 |
1.3% |
93% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
215.86 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,566.35 |
2.618 |
18,345.39 |
1.618 |
18,210.00 |
1.000 |
18,126.33 |
0.618 |
18,074.61 |
HIGH |
17,990.94 |
0.618 |
17,939.22 |
0.500 |
17,923.25 |
0.382 |
17,907.27 |
LOW |
17,855.55 |
0.618 |
17,771.88 |
1.000 |
17,720.16 |
1.618 |
17,636.49 |
2.618 |
17,501.10 |
4.250 |
17,280.14 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,959.24 |
17,981.42 |
PP |
17,941.24 |
17,980.03 |
S1 |
17,923.25 |
17,978.63 |
|