Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,990.94 |
17,987.38 |
-3.56 |
0.0% |
17,890.20 |
High |
17,990.94 |
18,043.77 |
52.83 |
0.3% |
18,167.63 |
Low |
17,855.55 |
17,934.17 |
78.62 |
0.4% |
17,848.22 |
Close |
17,977.24 |
17,990.32 |
13.08 |
0.1% |
18,003.75 |
Range |
135.39 |
109.60 |
-25.79 |
-19.0% |
319.41 |
ATR |
153.30 |
150.18 |
-3.12 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,318.22 |
18,263.87 |
18,050.60 |
|
R3 |
18,208.62 |
18,154.27 |
18,020.46 |
|
R2 |
18,099.02 |
18,099.02 |
18,010.41 |
|
R1 |
18,044.67 |
18,044.67 |
18,000.37 |
18,071.85 |
PP |
17,989.42 |
17,989.42 |
17,989.42 |
18,003.01 |
S1 |
17,935.07 |
17,935.07 |
17,980.27 |
17,962.25 |
S2 |
17,879.82 |
17,879.82 |
17,970.23 |
|
S3 |
17,770.22 |
17,825.47 |
17,960.18 |
|
S4 |
17,660.62 |
17,715.87 |
17,930.04 |
|
|
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% |
128.35 |
0.7% |
43% |
False |
False |
|
10 |
18,167.63 |
17,741.66 |
425.97 |
2.4% |
124.57 |
0.7% |
58% |
False |
False |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
143.21 |
0.8% |
74% |
False |
False |
|
40 |
18,167.63 |
16,545.67 |
1,621.96 |
9.0% |
151.05 |
0.8% |
89% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.8% |
186.80 |
1.0% |
93% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
222.51 |
1.2% |
93% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
226.26 |
1.3% |
93% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
215.19 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,509.57 |
2.618 |
18,330.70 |
1.618 |
18,221.10 |
1.000 |
18,153.37 |
0.618 |
18,111.50 |
HIGH |
18,043.77 |
0.618 |
18,001.90 |
0.500 |
17,988.97 |
0.382 |
17,976.04 |
LOW |
17,934.17 |
0.618 |
17,866.44 |
1.000 |
17,824.57 |
1.618 |
17,756.84 |
2.618 |
17,647.24 |
4.250 |
17,468.37 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,989.87 |
17,976.77 |
PP |
17,989.42 |
17,963.21 |
S1 |
17,988.97 |
17,949.66 |
|