Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
18,023.88 |
17,813.09 |
-210.79 |
-1.2% |
17,990.94 |
High |
18,035.73 |
17,814.83 |
-220.90 |
-1.2% |
18,084.66 |
Low |
17,796.55 |
17,651.98 |
-144.57 |
-0.8% |
17,651.98 |
Close |
17,830.76 |
17,773.64 |
-57.12 |
-0.3% |
17,773.64 |
Range |
239.18 |
162.85 |
-76.33 |
-31.9% |
432.68 |
ATR |
157.90 |
159.39 |
1.49 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,235.37 |
18,167.35 |
17,863.21 |
|
R3 |
18,072.52 |
18,004.50 |
17,818.42 |
|
R2 |
17,909.67 |
17,909.67 |
17,803.50 |
|
R1 |
17,841.65 |
17,841.65 |
17,788.57 |
17,794.24 |
PP |
17,746.82 |
17,746.82 |
17,746.82 |
17,723.11 |
S1 |
17,678.80 |
17,678.80 |
17,758.71 |
17,631.39 |
S2 |
17,583.97 |
17,583.97 |
17,743.78 |
|
S3 |
17,421.12 |
17,515.95 |
17,728.86 |
|
S4 |
17,258.27 |
17,353.10 |
17,684.07 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,134.80 |
18,886.90 |
18,011.61 |
|
R3 |
18,702.12 |
18,454.22 |
17,892.63 |
|
R2 |
18,269.44 |
18,269.44 |
17,852.96 |
|
R1 |
18,021.54 |
18,021.54 |
17,813.30 |
17,929.15 |
PP |
17,836.76 |
17,836.76 |
17,836.76 |
17,790.57 |
S1 |
17,588.86 |
17,588.86 |
17,733.98 |
17,496.47 |
S2 |
17,404.08 |
17,404.08 |
17,694.32 |
|
S3 |
16,971.40 |
17,156.18 |
17,654.65 |
|
S4 |
16,538.72 |
16,723.50 |
17,535.67 |
|
|
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 |
17,651.98 |
432.68 |
2.4% |
162.28 |
0.9% |
28% |
False |
True |
|
10 |
18,167.63 |
17,651.98 |
515.65 |
2.9% |
148.85 |
0.8% |
24% |
False |
True |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
148.17 |
0.8% |
42% |
False |
False |
|
40 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
150.78 |
0.8% |
71% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
180.50 |
1.0% |
85% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
219.91 |
1.2% |
85% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
222.60 |
1.3% |
85% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
216.01 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,506.94 |
2.618 |
18,241.17 |
1.618 |
18,078.32 |
1.000 |
17,977.68 |
0.618 |
17,915.47 |
HIGH |
17,814.83 |
0.618 |
17,752.62 |
0.500 |
17,733.41 |
0.382 |
17,714.19 |
LOW |
17,651.98 |
0.618 |
17,551.34 |
1.000 |
17,489.13 |
1.618 |
17,388.49 |
2.618 |
17,225.64 |
4.250 |
16,959.87 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,760.23 |
17,868.32 |
PP |
17,746.82 |
17,836.76 |
S1 |
17,733.41 |
17,805.20 |
|