Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,987.38 |
17,996.14 |
8.76 |
0.0% |
17,890.20 |
High |
18,043.77 |
18,084.66 |
40.89 |
0.2% |
18,167.63 |
Low |
17,934.17 |
17,920.26 |
-13.91 |
-0.1% |
17,848.22 |
Close |
17,990.32 |
18,041.55 |
51.23 |
0.3% |
18,003.75 |
Range |
109.60 |
164.40 |
54.80 |
50.0% |
319.41 |
ATR |
150.18 |
151.20 |
1.02 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,508.69 |
18,439.52 |
18,131.97 |
|
R3 |
18,344.29 |
18,275.12 |
18,086.76 |
|
R2 |
18,179.89 |
18,179.89 |
18,071.69 |
|
R1 |
18,110.72 |
18,110.72 |
18,056.62 |
18,145.31 |
PP |
18,015.49 |
18,015.49 |
18,015.49 |
18,032.78 |
S1 |
17,946.32 |
17,946.32 |
18,026.48 |
17,980.91 |
S2 |
17,851.09 |
17,851.09 |
18,011.41 |
|
S3 |
17,686.69 |
17,781.92 |
17,996.34 |
|
S4 |
17,522.29 |
17,617.52 |
17,951.13 |
|
|
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 |
18,107.29 |
17,855.55 |
251.74 |
1.4% |
133.95 |
0.7% |
74% |
False |
False |
|
10 |
18,167.63 |
17,848.22 |
319.41 |
1.8% |
123.35 |
0.7% |
61% |
False |
False |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
144.54 |
0.8% |
82% |
False |
False |
|
40 |
18,167.63 |
16,766.32 |
1,401.31 |
7.8% |
147.16 |
0.8% |
91% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.8% |
186.02 |
1.0% |
95% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
222.45 |
1.2% |
95% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
225.97 |
1.3% |
95% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
215.04 |
1.2% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,783.36 |
2.618 |
18,515.06 |
1.618 |
18,350.66 |
1.000 |
18,249.06 |
0.618 |
18,186.26 |
HIGH |
18,084.66 |
0.618 |
18,021.86 |
0.500 |
18,002.46 |
0.382 |
17,983.06 |
LOW |
17,920.26 |
0.618 |
17,818.66 |
1.000 |
17,755.86 |
1.618 |
17,654.26 |
2.618 |
17,489.86 |
4.250 |
17,221.56 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
18,028.52 |
18,017.74 |
PP |
18,015.49 |
17,993.92 |
S1 |
18,002.46 |
17,970.11 |
|