Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,996.14 |
18,023.88 |
27.74 |
0.2% |
17,890.20 |
High |
18,084.66 |
18,035.73 |
-48.93 |
-0.3% |
18,167.63 |
Low |
17,920.26 |
17,796.55 |
-123.71 |
-0.7% |
17,848.22 |
Close |
18,041.55 |
17,830.76 |
-210.79 |
-1.2% |
18,003.75 |
Range |
164.40 |
239.18 |
74.78 |
45.5% |
319.41 |
ATR |
151.20 |
157.90 |
6.70 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,605.22 |
18,457.17 |
17,962.31 |
|
R3 |
18,366.04 |
18,217.99 |
17,896.53 |
|
R2 |
18,126.86 |
18,126.86 |
17,874.61 |
|
R1 |
17,978.81 |
17,978.81 |
17,852.68 |
17,933.25 |
PP |
17,887.68 |
17,887.68 |
17,887.68 |
17,864.90 |
S1 |
17,739.63 |
17,739.63 |
17,808.84 |
17,694.07 |
S2 |
17,648.50 |
17,648.50 |
17,786.91 |
|
S3 |
17,409.32 |
17,500.45 |
17,764.99 |
|
S4 |
17,170.14 |
17,261.27 |
17,699.21 |
|
|
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 |
18,084.66 |
17,796.55 |
288.11 |
1.6% |
153.11 |
0.9% |
12% |
False |
True |
|
10 |
18,167.63 |
17,796.55 |
371.08 |
2.1% |
139.59 |
0.8% |
9% |
False |
True |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
152.20 |
0.9% |
51% |
False |
False |
|
40 |
18,167.63 |
16,820.73 |
1,346.90 |
7.6% |
149.79 |
0.8% |
75% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
184.81 |
1.0% |
87% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
219.84 |
1.2% |
88% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
224.81 |
1.3% |
88% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
215.91 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,052.25 |
2.618 |
18,661.90 |
1.618 |
18,422.72 |
1.000 |
18,274.91 |
0.618 |
18,183.54 |
HIGH |
18,035.73 |
0.618 |
17,944.36 |
0.500 |
17,916.14 |
0.382 |
17,887.92 |
LOW |
17,796.55 |
0.618 |
17,648.74 |
1.000 |
17,557.37 |
1.618 |
17,409.56 |
2.618 |
17,170.38 |
4.250 |
16,780.04 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,916.14 |
17,940.61 |
PP |
17,887.68 |
17,903.99 |
S1 |
17,859.22 |
17,867.38 |
|